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.

Direxion Daily 7-10 Year Treasury Bear 3x Shares (TYO) had 30-Day Implied Volatility (Mean) of 0.2429 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1997
Historical Volatility (Parkinson)	0.1267
Implied Volatility (Calls)	0.2252
Implied Volatility (Puts)	0.2607
Implied Volatility (Mean)	0.2429
Put-Call Implied Volatility Ratio	1.1576
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0157