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.

T-Rex 2X Long NFLX Daily Target ETF (NFLU) had 20-Day Implied Volatility (Mean) of 0.7293 for 2026-03-05.

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Volatility Metrics
Historical Volatility (Close-to-Close)	1.1871
Historical Volatility (Parkinson)	0.6517
Implied Volatility (Calls)	0.7025
Implied Volatility (Puts)	0.7561
Implied Volatility (Mean)	0.7293
Put-Call Implied Volatility Ratio	1.0762
Implied Volatility Skew	0.0264
Option Statistics
Put-Call Ratio (Volume)	0.6974
Put-Call Ratio (Open Interest)	0.6164