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 SNDK Daily Target ETF (SNDU) had 20-Day Implied Volatility (Mean) of 2.0611 for 2026-06-18.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

Volatility Metrics
Historical Volatility (Close-to-Close)	2.1674
Historical Volatility (Parkinson)	1.6703
Implied Volatility (Calls)	2.0234
Implied Volatility (Puts)	2.0987
Implied Volatility (Mean)	2.0611
Put-Call Implied Volatility Ratio	1.0372
Implied Volatility Skew	0.0008
Option Statistics
Put-Call Ratio (Volume)	0.3516
Put-Call Ratio (Open Interest)	0.7502