Implied Volatility (Mean) (150-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 20+ Year Treasury Bull 3X Shares (TMF) had 150-Day Implied Volatility (Mean) of 0.4860 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.4332
Historical Volatility (Parkinson)	0.3197
Implied Volatility (Calls)	0.5005
Implied Volatility (Puts)	0.4715
Implied Volatility (Mean)	0.4860
Put-Call Implied Volatility Ratio	0.9420
Implied Volatility Skew	0.0298
Option Statistics
Put-Call Ratio (Volume)	1.1143
Put-Call Ratio (Open Interest)	0.5579