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CHAD - Direxion Daily CSI 300 China A Share Bear 1X Shares
Implied Volatility Analysis

Implied Volatility:
32.3%

Direxion Daily CSI 300 China A Share Bear 1X Shares has an Implied Volatility (IV) of 32.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CHAD is 4 and the Implied Volatility Percentile (IVP) is 16. The current Implied Volatility Index for CHAD is -0.63 standard deviations away from its 1 year mean.

Market Cap$107.07M
Next Dividend Date12/20/2022 (81d)
Implied Volatility (IV) 30d
32.34
Implied Volatility Rank (IVR) 1y
4.02
Implied Volatility Percentile (IVP) 1y
16.18
Historical Volatility (HV) 30d
16.71
IV / HV
1.94
Open Interest
2.03K

Data was calculated after the 9/29/2022 closing.

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