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DFEN - Direxion Daily Aerospace & Defense Bull 3X Shares
Implied Volatility Analysis

Implied Volatility:
88.3%
Put/Call-Ratio:
0.06

Direxion Daily Aerospace & Defense Bull 3X Shares has an Implied Volatility (IV) of 88.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DFEN is 75 and the Implied Volatility Percentile (IVP) is 79. The current Implied Volatility Index for DFEN is 0.87 standard deviations away from its 1 year mean.

Market Cap$149.42M
Dividend Yield2.67% ($0.38)
Next Dividend Date12/20/2022 (88d)
Implied Volatility (IV) 30d
88.31
Implied Volatility Rank (IVR) 1y
74.59
Implied Volatility Percentile (IVP) 1y
78.80
Historical Volatility (HV) 30d
76.31
IV / HV
1.16
Open Interest
21.62K
Option Volume
557.00
Put/Call Ratio (Volume)
0.06

Data was calculated after the 9/22/2022 closing.

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