Implied Volatility (Mean) (30-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 30-Day Implied Volatility (Mean) of 0.7152 for 2025-10-10.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.4865
Historical Volatility (Parkinson)	0.4213
Implied Volatility (Calls)	0.7533
Implied Volatility (Puts)	0.6771
Implied Volatility (Mean)	0.7152
Put-Call Implied Volatility Ratio	0.8989
Implied Volatility Skew	0.1212
Option Statistics
Put-Call Ratio (Volume)	0.4612
Put-Call Ratio (Open Interest)	0.4543