Implied Volatility (Puts) (60-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 Shares (NAIL) had 60-Day Implied Volatility (Puts) of 0.7920 for 2026-01-16.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.8867
Historical Volatility (Parkinson)	0.6866
Implied Volatility (Calls)	0.7969
Implied Volatility (Puts)	0.7920
Implied Volatility (Mean)	0.7945
Put-Call Implied Volatility Ratio	0.9939
Implied Volatility Skew	0.0370
Option Statistics
Put-Call Ratio (Volume)	0.2167
Put-Call Ratio (Open Interest)	0.6992