Implied Volatility (Mean) (90-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 90-Day Implied Volatility (Mean) of 0.7741 for 2025-05-30.
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