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 2x Long TSLA Daily ETF (TSLR) had 20-Day Implied Volatility (Mean) of 1.1987 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	1.0518
Historical Volatility (Parkinson)	0.7456
Implied Volatility (Calls)	1.1667
Implied Volatility (Puts)	1.2307
Implied Volatility (Mean)	1.1987
Put-Call Implied Volatility Ratio	1.0549
Implied Volatility Skew	-0.0043
Option Statistics
Put-Call Ratio (Volume)	0.1601
Put-Call Ratio (Open Interest)	0.4206