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BRZU - Direxion Daily MSCI Brazil Bull 2X Shares
Implied Volatility Analysis

Implied Volatility:
113.5%
Put/Call-Ratio:
3.54

Direxion Daily MSCI Brazil Bull 2X Shares has an Implied Volatility (IV) of 113.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BRZU is 100 and the Implied Volatility Percentile (IVP) is 100. The current Implied Volatility Index for BRZU is 3.33 standard deviations away from its 1 year mean.

Market Cap$115.46M
Dividend Yield6.61% ($4.60)
Next Dividend Date12/20/2022 (80d)
Implied Volatility (IV) 30d
113.55
Implied Volatility Rank (IVR) 1y
100.00
Implied Volatility Percentile (IVP) 1y
100.00
Historical Volatility (HV) 30d
77.07
IV / HV
1.47
Open Interest
33.84K
Option Volume
336.00
Put/Call Ratio (Volume)
3.54

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

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