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TIPD - Direxion Daily TIPS Bear 2X Shares
Implied Volatility Analysis

Implied Volatility:
72.7%

Direxion Daily TIPS Bear 2X Shares has an Implied Volatility (IV) of 72.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TIPD is 9 and the Implied Volatility Percentile (IVP) is 22. The current Implied Volatility Index for TIPD is -0.50 standard deviations away from its 1 year mean.

Market Cap$8.65M
Implied Volatility (IV) 30d
72.67
Implied Volatility Rank (IVR) 1y
9.30
Implied Volatility Percentile (IVP) 1y
22.22
Historical Volatility (HV) 30d
13.55
IV / HV
5.36
Open Interest
9.00

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

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