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SPXS - Direxion Daily S&P 500 Bear 3X Shares
Implied Volatility Analysis

Implied Volatility:
88.8%
Put/Call-Ratio:
0.11

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.

Market Cap$1.11B
Next Dividend Date12/20/2022 (85d)
Implied Volatility (IV) 30d
88.81
Implied Volatility Rank (IVR) 1y
75.40
Implied Volatility Percentile (IVP) 1y
88.76
Historical Volatility (HV) 30d
70.30
IV / HV
1.26
Open Interest
169.00K
Option Volume
64.22K
Put/Call Ratio (Volume)
0.11

Data was calculated after the 9/23/2022 closing.

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