← Back to Stock / ETF implied volatility screener

FAZ - Direxion Daily Financial Bear 3x Shares
Implied Volatility Analysis

Implied Volatility:
103.0%
Put/Call-Ratio:
0.05

Direxion Daily Financial Bear 3x Shares has an Implied Volatility (IV) of 103.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FAZ is 40 and the Implied Volatility Percentile (IVP) is 92. The current Implied Volatility Index for FAZ is 1.36 standard deviations away from its 1 year mean.

Market Cap$207.66M
Next Dividend Date12/20/2022 (81d)
Implied Volatility (IV) 30d
103.05
Implied Volatility Rank (IVR) 1y
40.21
Implied Volatility Percentile (IVP) 1y
92.49
Historical Volatility (HV) 30d
68.67
IV / HV
1.50
Open Interest
40.30K
Option Volume
2.17K
Put/Call Ratio (Volume)
0.05

Data was calculated after the 9/29/2022 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.