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 MSCI Emerging Markets ex China Bull 2X Shares (XXCH) had 60-Day Implied Volatility (Mean) of 0.4908 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.5322
Historical Volatility (Parkinson)	0.2286
Implied Volatility (Calls)	0.5048
Implied Volatility (Puts)	0.4768
Implied Volatility (Mean)	0.4908
Put-Call Implied Volatility Ratio	0.9446
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--