← Back to Stock / ETF implied volatility screener

ERX - Direxion Daily Energy Bull 2X Shares
Implied Volatility Analysis

Implied Volatility:
92.4%
Put/Call-Ratio:
0.35

Direxion Daily Energy Bull 2X Shares has an Implied Volatility (IV) of 92.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ERX is 80 and the Implied Volatility Percentile (IVP) is 92. The current Implied Volatility Index for ERX is 1.58 standard deviations away from its 1 year mean.

Market Cap$394.43M
Dividend Yield2.84% ($1.33)
Next Dividend Date12/20/2022 (80d)
Implied Volatility (IV) 30d
92.36
Implied Volatility Rank (IVR) 1y
80.31
Implied Volatility Percentile (IVP) 1y
91.70
Historical Volatility (HV) 30d
77.70
IV / HV
1.19
Open Interest
39.46K
Option Volume
1.69K
Put/Call Ratio (Volume)
0.35

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

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.