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.
|Dividend Yield||0.14% ($0.03)|
|Next Dividend Date||12/20/2022 (84d)|
|Implied Volatility (IV) 30d|
|Implied Volatility Rank (IVR) 1y|
|Implied Volatility Percentile (IVP) 1y|
|Historical Volatility (HV) 30d|
|IV / HV|
|Put/Call Ratio (Volume)|
Data was calculated after the 9/26/2022 closing.