Implied Volatility (Calls) (120-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.

Direxion Daily Homebuilders & Supplies Bull 3X ETF (NAIL) had 120-Day Implied Volatility (Calls) of 0.8144 for 2026-09-04.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.9184
Historical Volatility (Parkinson)	0.7000
Implied Volatility (Calls)	0.8144
Implied Volatility (Puts)	0.8900
Implied Volatility (Mean)	0.8522
Put-Call Implied Volatility Ratio	1.0929
Implied Volatility Skew	0.0035
Option Statistics
Put-Call Ratio (Volume)	0.3726
Put-Call Ratio (Open Interest)	0.9135