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 Long TTD Daily Target ETF (TTDU) had 20-Day Implied Volatility (Mean) of 1.4311 for 2026-04-06.

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Volatility Metrics
Historical Volatility (Close-to-Close)	1.0257
Historical Volatility (Parkinson)	1.0482
Implied Volatility (Calls)	1.2954
Implied Volatility (Puts)	1.5669
Implied Volatility (Mean)	1.4311
Put-Call Implied Volatility Ratio	1.2096
Implied Volatility Skew	0.4070
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0525