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 Small Cap Bear 3X Shares (TZA) had 30-Day Historical Volatility (Close-to-Close) of 0.5603 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5603
Historical Volatility (Parkinson)	0.4986
Implied Volatility (Calls)	0.5765
Implied Volatility (Puts)	0.7848
Implied Volatility (Mean)	0.6807
Put-Call Implied Volatility Ratio	1.3614
Implied Volatility Skew	-0.0189
Option Statistics
Put-Call Ratio (Volume)	0.0428
Put-Call Ratio (Open Interest)	0.3301
Forward Price	19.13
Call Breakeven Price	23.32
Put Breakeven Price	17.63
Option Breakeven Price	21.93