Implied Volatility (Mean) (180-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.

Leverage Shares 2X Long XYZ Daily ETF (XYZG) had 180-Day Implied Volatility (Mean) of 0.8205 for 2025-08-28.

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Volatility Metrics
Historical Volatility (Close-to-Close)	--
Historical Volatility (Parkinson)	--
Implied Volatility (Calls)	0.7812
Implied Volatility (Puts)	0.8598
Implied Volatility (Mean)	0.8205
Put-Call Implied Volatility Ratio	1.1005
Implied Volatility Skew	0.0045
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0000