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SSO - ProShares Ultra S&P500 2x Shares
Implied Volatility Analysis

Implied Volatility:
60.5%
Put/Call-Ratio:
0.68

ProShares Ultra S&P500 2x Shares has an Implied Volatility (IV) of 60.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SSO is 81 and the Implied Volatility Percentile (IVP) is 94. The current Implied Volatility Index for SSO is 1.47 standard deviations away from its 1 year mean.

Market Cap$2.31B
Dividend Yield0.23% ($0.09)
Next Dividend Date12/22/2022 (82d)
Implied Volatility (IV) 30d
60.54
Implied Volatility Rank (IVR) 1y
81.37
Implied Volatility Percentile (IVP) 1y
94.07
Historical Volatility (HV) 30d
47.23
IV / HV
1.28
Open Interest
40.80K
Option Volume
4.04K
Put/Call Ratio (Volume)
0.68

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

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