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SPDN - Direxion Daily S&P 500 Bear 1X Shares
Implied Volatility Analysis

Implied Volatility:
39.7%
Put/Call-Ratio:
0.08

Direxion Daily S&P 500 Bear 1X Shares has an Implied Volatility (IV) of 39.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPDN is 28 and the Implied Volatility Percentile (IVP) is 57. The current Implied Volatility Index for SPDN is -0.03 standard deviations away from its 1 year mean.

Market Cap$513.86M
Dividend Yield0.14% ($0.03)
Next Dividend Date12/20/2022 (84d)
Implied Volatility (IV) 30d
39.66
Implied Volatility Rank (IVR) 1y
27.90
Implied Volatility Percentile (IVP) 1y
57.03
Historical Volatility (HV) 30d
20.99
IV / HV
1.89
Open Interest
3.50K
Option Volume
148.00
Put/Call Ratio (Volume)
0.08

Data was calculated after the 9/26/2022 closing.

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