Implied Volatility (Mean) (30-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 Bull 3x Shares (EDC) had 30-Day Implied Volatility (Mean) of 0.5385 for 2025-02-21.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.4159
Historical Volatility (Parkinson)	0.2782
Implied Volatility (Calls)	0.6079
Implied Volatility (Puts)	0.4692
Implied Volatility (Mean)	0.5385
Put-Call Implied Volatility Ratio	0.7718
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.8802
Put-Call Ratio (Open Interest)	0.2180