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SDS - ProShares UltraShort S&P500 -2x Shares
Implied Volatility Analysis

Implied Volatility:
62.2%
Put/Call-Ratio:
0.25

ProShares UltraShort S&P500 -2x Shares has an Implied Volatility (IV) of 62.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SDS is 68 and the Implied Volatility Percentile (IVP) is 88. The current Implied Volatility Index for SDS is 1.22 standard deviations away from its 1 year mean.

Market Cap$1.17B
Next Dividend Date12/22/2022 (80d)
Implied Volatility (IV) 30d
62.16
Implied Volatility Rank (IVR) 1y
68.24
Implied Volatility Percentile (IVP) 1y
88.10
Historical Volatility (HV) 30d
45.87
IV / HV
1.36
Open Interest
40.77K
Option Volume
9.65K
Put/Call Ratio (Volume)
0.25

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

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