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NIFE - Direxion Fallen Knives ETF
Implied Volatility Analysis

Implied Volatility:
65.1%

Direxion Fallen Knives ETF has an Implied Volatility (IV) of 65.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NIFE is 1 and the Implied Volatility Percentile (IVP) is 1. The current Implied Volatility Index for NIFE is -1.66 standard deviations away from its 1 year mean.

Market Cap$3.60M
Dividend Yield6.04% ($2.90)
Implied Volatility (IV) 30d
65.07
Implied Volatility Rank (IVR) 1y
0.68
Implied Volatility Percentile (IVP) 1y
1.48
Historical Volatility (HV) 30d
35.22
IV / HV
1.85
Open Interest
1.00

Data was calculated after the 9/22/2022 closing.

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