Implied Volatility (Calls) (90-Day)

Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.

Roundhill Daily 2X Long Magnificent Seven ETF (MAGX) had 90-Day Implied Volatility (Calls) of 0.5605 for 2026-06-03.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.4616
Historical Volatility (Parkinson)	0.3222
Implied Volatility (Calls)	0.5605
Implied Volatility (Puts)	0.4942
Implied Volatility (Mean)	0.5273
Put-Call Implied Volatility Ratio	0.8817
Implied Volatility Skew	0.1354
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1111