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DRN - Direxion Daily Real Estate Bull 3X Shares
Implied Volatility Analysis

Implied Volatility:
106.7%
Put/Call-Ratio:
9.96

Direxion Daily Real Estate Bull 3X Shares has an Implied Volatility (IV) of 106.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DRN is 86 and the Implied Volatility Percentile (IVP) is 96. The current Implied Volatility Index for DRN is 1.94 standard deviations away from its 1 year mean.

Market Cap$36.15M
Dividend Yield14.71% ($1.36)
Next Dividend Date12/20/2022 (80d)
Implied Volatility (IV) 30d
106.66
Implied Volatility Rank (IVR) 1y
86.48
Implied Volatility Percentile (IVP) 1y
96.00
Historical Volatility (HV) 30d
77.94
IV / HV
1.37
Open Interest
16.09K
Option Volume
548.00
Put/Call Ratio (Volume)
9.96

Data was calculated after the 9/30/2022 closing.

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