Implied Volatility (Mean) (180-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.

Direxion Daily Semiconductor Bear 3X Shares (SOXS) had 180-Day Implied Volatility (Mean) of 1.0463 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	1.6659
Historical Volatility (Parkinson)	1.2155
Implied Volatility (Calls)	1.0165
Implied Volatility (Puts)	1.0760
Implied Volatility (Mean)	1.0463
Put-Call Implied Volatility Ratio	1.0585
Implied Volatility Skew	0.1565
Option Statistics
Put-Call Ratio (Volume)	0.1670
Put-Call Ratio (Open Interest)	0.7151