Historical Volatility (Close-to-Close) (30-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Direxion Daily 7-10 Year Treasury Bull 3X Shares (TYD) had 30-Day Historical Volatility (Close-to-Close) of 0.1695 for 2024-05-16.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1695
Historical Volatility (Parkinson)	0.1087
Implied Volatility (Calls)	0.2162
Implied Volatility (Puts)	0.2060
Implied Volatility (Mean)	0.2111
Put-Call Implied Volatility Ratio	0.9527
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1900
Forward Price	25.14
Call Breakeven Price	27.54
Put Breakeven Price	22.66
Option Breakeven Price	26.80