← Back to Stock / ETF implied volatility screener

EVAV - Direxion Daily Electric and Autonomous Vehicles Bull 2X Shares
Implied Volatility Analysis

Implied Volatility:
281.8%

Direxion Daily Electric and Autonomous Vehicles Bull 2X Shares has an Implied Volatility (IV) of 281.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EVAV is 61 and the Implied Volatility Percentile (IVP) is 57. The current Implied Volatility Index for EVAV is 0.26 standard deviations away from its 1 year mean.

Market Cap$2.59M
Implied Volatility (IV) 30d
281.77
Implied Volatility Rank (IVR) 1y
61.06
Implied Volatility Percentile (IVP) 1y
57.14
Historical Volatility (HV) 30d
157.72
IV / HV
1.79
Open Interest
17.00

Data was calculated after the 11/30/2022 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.