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DRIP - Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X Shares
Implied Volatility Analysis

Implied Volatility:
110.9%
Put/Call-Ratio:
0.11

Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X Shares has an Implied Volatility (IV) of 110.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DRIP is 30 and the Implied Volatility Percentile (IVP) is 54. The current Implied Volatility Index for DRIP is 0.00 standard deviations away from its 1 year mean.

Market Cap$117.26M
Implied Volatility (IV) 30d
110.86
Implied Volatility Rank (IVR) 1y
30.14
Implied Volatility Percentile (IVP) 1y
54.02
Historical Volatility (HV) 30d
75.82
IV / HV
1.46
Open Interest
9.34K
Option Volume
703.00
Put/Call Ratio (Volume)
0.11

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

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