Direxion Auspice Broad Commodity Strategy ETF has an Implied Volatility (IV) of 50.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for COM is 4 and the Implied Volatility Percentile (IVP) is 5. The current Implied Volatility Index for COM is -1.35 standard deviations away from its 1 year mean.
|Dividend Yield||15.08% ($4.51)|
|Next Dividend Date||12/20/2022 (86d)|
|Implied Volatility (IV) 30d|
|Implied Volatility Rank (IVR) 1y|
|Implied Volatility Percentile (IVP) 1y|
|Historical Volatility (HV) 30d|
|IV / HV|
Data was calculated after the 9/23/2022 closing.