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 2x Long TSLA Daily ETF (TSLR) had 30-Day Implied Volatility (Mean) of 1.2332 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.9606
Historical Volatility (Parkinson)	0.7455
Implied Volatility (Calls)	1.2054
Implied Volatility (Puts)	1.2609
Implied Volatility (Mean)	1.2332
Put-Call Implied Volatility Ratio	1.0460
Implied Volatility Skew	-0.0216
Option Statistics
Put-Call Ratio (Volume)	0.2183
Put-Call Ratio (Open Interest)	0.3637