Implied Volatility (Mean) (150-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 Small Cap Bear 3X Shares (TZA) had 150-Day Implied Volatility (Mean) of 0.7472 for 2025-05-30.
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