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CHAU - Direxion Daily CSI 300 China A Share Bull 2X Shares
Implied Volatility Analysis

Implied Volatility:
56.1%

Direxion Daily CSI 300 China A Share Bull 2X Shares has an Implied Volatility (IV) of 56.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CHAU is 53 and the Implied Volatility Percentile (IVP) is 52. The current Implied Volatility Index for CHAU is -0.03 standard deviations away from its 1 year mean.

Market Cap$51.97M
Dividend Yield3.89% ($0.78)
Next Dividend Date12/20/2022 (87d)
Implied Volatility (IV) 30d
56.13
Implied Volatility Rank (IVR) 1y
52.50
Implied Volatility Percentile (IVP) 1y
51.81
Historical Volatility (HV) 30d
31.60
IV / HV
1.78
Open Interest
2.66K
Option Volume
202.00

Data was calculated after the 9/23/2022 closing.

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