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SPXL - Direxion Daily S&P 500 Bull 3X Shares
Implied Volatility Analysis

Implied Volatility:
89.3%
Put/Call-Ratio:
0.21

Direxion Daily S&P 500 Bull 3X Shares has an Implied Volatility (IV) of 89.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPXL is 82 and the Implied Volatility Percentile (IVP) is 94. The current Implied Volatility Index for SPXL is 1.43 standard deviations away from its 1 year mean.

Market Cap$1.91B
Dividend Yield0.34% ($0.19)
Next Dividend Date12/20/2022 (80d)
Implied Volatility (IV) 30d
89.33
Implied Volatility Rank (IVR) 1y
82.13
Implied Volatility Percentile (IVP) 1y
93.52
Historical Volatility (HV) 30d
71.48
IV / HV
1.25
Open Interest
107.36K
Option Volume
20.69K
Put/Call Ratio (Volume)
0.21

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

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