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SWAR - Direxion Daily Software Bull 2X Shares
Implied Volatility Analysis

Implied Volatility:
190.7%

Direxion Daily Software Bull 2X Shares has an Implied Volatility (IV) of 190.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SWAR is 38 and the Implied Volatility Percentile (IVP) is 85. The current Implied Volatility Index for SWAR is 0.66 standard deviations away from its 1 year mean.

Market Cap$2.71M
Implied Volatility (IV) 30d
190.68
Implied Volatility Rank (IVR) 1y
38.16
Implied Volatility Percentile (IVP) 1y
84.75
Historical Volatility (HV) 30d
57.64
IV / HV
3.31

Data was calculated after the 9/29/2022 closing.

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