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COM - Direxion Auspice Broad Commodity Strategy ETF
Implied Volatility Analysis

Implied Volatility:
50.7%

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.

Market Cap$311.06M
Dividend Yield15.08% ($4.51)
Next Dividend Date12/20/2022 (86d)
Implied Volatility (IV) 30d
50.69
Implied Volatility Rank (IVR) 1y
4.37
Implied Volatility Percentile (IVP) 1y
4.72
Historical Volatility (HV) 30d
3.32
IV / HV
15.27
Open Interest
154.00

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

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