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.

T-REX 2X Inverse Tesla Daily Target ETF (TSLZ) had 20-Day Implied Volatility (Mean) of 0.9529 for 2026-03-06.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.6279
Historical Volatility (Parkinson)	0.5226
Implied Volatility (Calls)	0.8601
Implied Volatility (Puts)	1.0457
Implied Volatility (Mean)	0.9529
Put-Call Implied Volatility Ratio	1.2157
Implied Volatility Skew	-0.1206
Option Statistics
Put-Call Ratio (Volume)	0.0512
Put-Call Ratio (Open Interest)	0.3571