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 Inverse NVIDIA Daily Target ETF (NVDQ) 20-Day Implied Volatility (Mean) data is not available for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.9009
Historical Volatility (Parkinson)	0.6482
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.7751
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1125
Put-Call Ratio (Open Interest)	0.5357