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.

Direxion Daily 7-10 Year Treasury Bear 3x Shares (TYO) had 20-Day Implied Volatility (Mean) of 0.2250 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1944
Historical Volatility (Parkinson)	0.1105
Implied Volatility (Calls)	0.2378
Implied Volatility (Puts)	0.2122
Implied Volatility (Mean)	0.2250
Put-Call Implied Volatility Ratio	0.8922
Implied Volatility Skew	-0.0157
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000