Direxion Daily S&P 500 Bear 3X Shares has an Implied Volatility (IV) of 88.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPXS is 75 and the Implied Volatility Percentile (IVP) is 89. The current Implied Volatility Index for SPXS is 1.19 standard deviations away from its 1 year mean.
|Next Dividend Date||12/20/2022 (85d)|
|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 9/23/2022 closing.