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FNGG - Direxion Daily Select Large Caps & FANGs
Implied Volatility Analysis

Implied Volatility:
255.3%

Direxion Daily Select Large Caps & FANGs has an Implied Volatility (IV) of 255.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FNGG is 35 and the Implied Volatility Percentile (IVP) is 80. The current Implied Volatility Index for FNGG is 0.73 standard deviations away from its 1 year mean.

Market Cap$15.65M
Implied Volatility (IV) 30d
255.27
Implied Volatility Rank (IVR) 1y
35.19
Implied Volatility Percentile (IVP) 1y
80.21
Historical Volatility (HV) 30d
81.94
IV / HV
3.12
Open Interest
881.00
Option Volume
3.00

Data was calculated after the 9/15/2022 closing.

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