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MSGR - Direxion mRNA ETF
Implied Volatility Analysis

Implied Volatility:
139.2%

Direxion mRNA ETF has an Implied Volatility (IV) of 139.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for MSGR is 20 and the Implied Volatility Percentile (IVP) is 18. The current Implied Volatility Index for MSGR is -0.56 standard deviations away from its 1 year mean.

Market Cap$3.33M
Implied Volatility (IV) 30d
139.23
Implied Volatility Rank (IVR) 1y
20.47
Implied Volatility Percentile (IVP) 1y
18.18
Historical Volatility (HV) 30d
38.78
IV / HV
3.59
Open Interest
2.00

Data was calculated after the 9/27/2022 closing.

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