Historical Volatility (Close-to-Close) (30-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Direxion Daily Gold Miners Index Bull 2X Shares (NUGT) had 30-Day Historical Volatility (Close-to-Close) of 0.6900 for 2024-05-02.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6900
Historical Volatility (Parkinson)	0.5718
Implied Volatility (Calls)	0.6101
Implied Volatility (Puts)	0.6402
Implied Volatility (Mean)	0.6252
Put-Call Implied Volatility Ratio	1.0493
Implied Volatility Skew	-0.0773
Option Statistics
Put-Call Ratio (Volume)	0.0449
Put-Call Ratio (Open Interest)	1.0877
Forward Price	38.18
Call Breakeven Price	42.18
Put Breakeven Price	33.76
Option Breakeven Price	37.92