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.

Direxion Daily Technology Bear 3X Shares (TECS) had 20-Day Implied Volatility (Mean) of 0.6648 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.8159
Historical Volatility (Parkinson)	0.4491
Implied Volatility (Calls)	0.7042
Implied Volatility (Puts)	0.6255
Implied Volatility (Mean)	0.6648
Put-Call Implied Volatility Ratio	0.8882
Implied Volatility Skew	-0.0122
Option Statistics
Put-Call Ratio (Volume)	0.0989
Put-Call Ratio (Open Interest)	0.2318