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ERY - Direxion Daily Energy Bear 2X Shares
Implied Volatility Analysis

Implied Volatility:
100.6%
Put/Call-Ratio:
0.34

Direxion Daily Energy Bear 2X Shares has an Implied Volatility (IV) of 100.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ERY is 12 and the Implied Volatility Percentile (IVP) is 73. The current Implied Volatility Index for ERY is 0.07 standard deviations away from its 1 year mean.

Market Cap$52.29M
Next Dividend Date12/20/2022 (87d)
Implied Volatility (IV) 30d
100.56
Implied Volatility Rank (IVR) 1y
12.43
Implied Volatility Percentile (IVP) 1y
72.55
Historical Volatility (HV) 30d
69.19
IV / HV
1.45
Open Interest
3.17K
Option Volume
753.00
Put/Call Ratio (Volume)
0.34

Data was calculated after the 9/23/2022 closing.

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