Implied Volatility (Mean) (20-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.

GraniteShares 2x Long MRVL Daily ETF (MVLL) had 20-Day Implied Volatility (Mean) of 1.0580 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	1.1260
Historical Volatility (Parkinson)	0.7075
Implied Volatility (Calls)	1.0081
Implied Volatility (Puts)	1.1079
Implied Volatility (Mean)	1.0580
Put-Call Implied Volatility Ratio	1.0990
Implied Volatility Skew	-0.0829
Option Statistics
Put-Call Ratio (Volume)	0.3211
Put-Call Ratio (Open Interest)	0.1995