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.

GraniteShares 1.25x Long TSLA Daily ETF (TSL) had 20-Day Implied Volatility (Mean) of 0.7593 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.6670
Historical Volatility (Parkinson)	0.4526
Implied Volatility (Calls)	0.8408
Implied Volatility (Puts)	0.6779
Implied Volatility (Mean)	0.7593
Put-Call Implied Volatility Ratio	0.8062
Implied Volatility Skew	0.0471
Option Statistics
Put-Call Ratio (Volume)	1.9091
Put-Call Ratio (Open Interest)	0.2552