Implied Volatility (Mean) (60-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 60-Day Implied Volatility (Mean) of 0.2424 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2346
Historical Volatility (Parkinson)	0.1634
Implied Volatility (Calls)	0.2439
Implied Volatility (Puts)	0.2410
Implied Volatility (Mean)	0.2424
Put-Call Implied Volatility Ratio	0.9880
Implied Volatility Skew	0.0138
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.3380