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RETL - Direxion Daily Retail Bull 3x Shares
Implied Volatility Analysis

Implied Volatility:
161.3%
Put/Call-Ratio:
8.92

Direxion Daily Retail Bull 3x Shares has an Implied Volatility (IV) of 161.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for RETL is 54 and the Implied Volatility Percentile (IVP) is 78. The current Implied Volatility Index for RETL is 0.75 standard deviations away from its 1 year mean.

Market Cap$38.86M
Dividend Yield1.67% ($0.11)
Next Dividend Date12/20/2022 (80d)
Implied Volatility (IV) 30d
161.34
Implied Volatility Rank (IVR) 1y
53.94
Implied Volatility Percentile (IVP) 1y
78.10
Historical Volatility (HV) 30d
111.90
IV / HV
1.44
Open Interest
2.14K
Option Volume
516.00
Put/Call Ratio (Volume)
8.92

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

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