Implied Volatility (Mean) (10-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 TSM Daily ETF (TSMU) had 10-Day Implied Volatility (Mean) of 0.6798 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.6208
Historical Volatility (Parkinson)	0.4031
Implied Volatility (Calls)	0.6911
Implied Volatility (Puts)	0.6685
Implied Volatility (Mean)	0.6798
Put-Call Implied Volatility Ratio	0.9673
Implied Volatility Skew	0.0805
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1409