Implied Volatility (Calls) (30-Day)

Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.

Direxion Daily MSCI Emerging Markets ex China Bull 2X Shares (XXCH) had 30-Day Implied Volatility (Calls) of 0.6325 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2812
Historical Volatility (Parkinson)	0.0738
Implied Volatility (Calls)	0.6325
Implied Volatility (Puts)	0.6060
Implied Volatility (Mean)	0.6193
Put-Call Implied Volatility Ratio	0.9580
Implied Volatility Skew	0.2814
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--