Implied Volatility (Puts) (120-Day)

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

Direxion Daily Homebuilders & Supplies Bull 3X ETF (NAIL) had 120-Day Implied Volatility (Puts) of 0.8615 for 2026-04-21.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.8918
Historical Volatility (Parkinson)	0.7482
Implied Volatility (Calls)	0.8716
Implied Volatility (Puts)	0.8615
Implied Volatility (Mean)	0.8665
Put-Call Implied Volatility Ratio	0.9885
Implied Volatility Skew	0.0412
Option Statistics
Put-Call Ratio (Volume)	0.4075
Put-Call Ratio (Open Interest)	0.6993