Implied Volatility (Mean) (30-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 30-Day Implied Volatility (Mean) of 0.7499 for 2025-05-29.

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)	0.6053
Historical Volatility (Parkinson)	0.4515
Implied Volatility (Calls)	0.7597
Implied Volatility (Puts)	0.7401
Implied Volatility (Mean)	0.7499
Put-Call Implied Volatility Ratio	0.9741
Implied Volatility Skew	0.0574
Option Statistics
Put-Call Ratio (Volume)	0.8036
Put-Call Ratio (Open Interest)	0.2165