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JNUG - Direxion Daily Junior Gold Miners Index Bull 2X Shares
Implied Volatility Analysis

Implied Volatility:
117.9%
Put/Call-Ratio:
0.16

Direxion Daily Junior Gold Miners Index Bull 2X Shares has an Implied Volatility (IV) of 117.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for JNUG is 87 and the Implied Volatility Percentile (IVP) is 98. The current Implied Volatility Index for JNUG is 2.27 standard deviations away from its 1 year mean.

Market Cap$228.04M
Next Dividend Date12/20/2022 (79d)
Implied Volatility (IV) 30d
117.90
Implied Volatility Rank (IVR) 1y
86.60
Implied Volatility Percentile (IVP) 1y
97.62
Historical Volatility (HV) 30d
106.48
IV / HV
1.11
Open Interest
20.88K
Option Volume
3.38K
Put/Call Ratio (Volume)
0.16

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

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