← Back to Stock / ETF implied volatility screener

BRKY - Direxion Breakfast Commodities Strategy ETF
Implied Volatility Analysis

Implied Volatility:
119.1%

Direxion Breakfast Commodities Strategy ETF has an Implied Volatility (IV) of 119.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BRKY is 15 and the Implied Volatility Percentile (IVP) is 23. The current Implied Volatility Index for BRKY is -0.49 standard deviations away from its 1 year mean.

Market Cap$6.76M
Implied Volatility (IV) 30d
119.06
Implied Volatility Rank (IVR) 1y
15.29
Implied Volatility Percentile (IVP) 1y
22.73
Historical Volatility (HV) 30d
17.15
IV / HV
6.94
Open Interest
1.00

Data was calculated after the 9/30/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.