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DRV - Direxion Daily Real Estate Bear 3X Shares
Implied Volatility Analysis

Implied Volatility:
106.7%
Put/Call-Ratio:
0.12

Direxion Daily Real Estate Bear 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 DRV is 80 and the Implied Volatility Percentile (IVP) is 98. The current Implied Volatility Index for DRV is 2.22 standard deviations away from its 1 year mean.

Market Cap$168.61M
Implied Volatility (IV) 30d
106.72
Implied Volatility Rank (IVR) 1y
80.19
Implied Volatility Percentile (IVP) 1y
98.38
Historical Volatility (HV) 30d
63.40
IV / HV
1.68
Open Interest
12.23K
Option Volume
2.32K
Put/Call Ratio (Volume)
0.12

Data was calculated after the 9/27/2022 closing.

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