← Back to Stock / ETF implied volatility screener

TNA - Direxion Dialy Small Cap Bull 3X Shares
Implied Volatility Analysis

Implied Volatility:
106.6%
Put/Call-Ratio:
0.57

Direxion Dialy Small Cap Bull 3X Shares has an Implied Volatility (IV) of 106.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TNA is 84 and the Implied Volatility Percentile (IVP) is 93. The current Implied Volatility Index for TNA is 1.51 standard deviations away from its 1 year mean.

Market Cap$906.14M
Dividend Yield0.17% ($0.05)
Implied Volatility (IV) 30d
106.63
Implied Volatility Rank (IVR) 1y
84.05
Implied Volatility Percentile (IVP) 1y
92.89
Historical Volatility (HV) 30d
81.98
IV / HV
1.30
Open Interest
130.09K
Option Volume
22.38K
Put/Call Ratio (Volume)
0.57

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

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.