Implied Volatility (Mean) (30-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

Direxion Daily META Bull 2X Shares (METU) had 30-Day Implied Volatility (Mean) of 0.5843 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.7542
Historical Volatility (Parkinson)	0.4745
Implied Volatility (Calls)	0.5614
Implied Volatility (Puts)	0.6071
Implied Volatility (Mean)	0.5843
Put-Call Implied Volatility Ratio	1.0813
Implied Volatility Skew	0.0769
Option Statistics
Put-Call Ratio (Volume)	0.1825
Put-Call Ratio (Open Interest)	0.3184