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.

T-REX 2X Long TTD Daily Target ETF (TTDU) had 30-Day Implied Volatility (Mean) of 1.5636 for 2026-04-06.

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Volatility Metrics
Historical Volatility (Close-to-Close)	1.0229
Historical Volatility (Parkinson)	1.1582
Implied Volatility (Calls)	1.4998
Implied Volatility (Puts)	1.6275
Implied Volatility (Mean)	1.5636
Put-Call Implied Volatility Ratio	1.0851
Implied Volatility Skew	0.2254
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0249