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TYD - Direxion Daily 7-10 Year Treasury Bull 3X Shares
Implied Volatility Analysis

Implied Volatility:
45.5%
Put/Call-Ratio:
0.09

Direxion Daily 7-10 Year Treasury Bull 3X Shares has an Implied Volatility (IV) of 45.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TYD is 33 and the Implied Volatility Percentile (IVP) is 92. The current Implied Volatility Index for TYD is 1.08 standard deviations away from its 1 year mean.

Market Cap$21.68M
Implied Volatility (IV) 30d
45.46
Implied Volatility Rank (IVR) 1y
32.71
Implied Volatility Percentile (IVP) 1y
92.40
Historical Volatility (HV) 30d
37.52
IV / HV
1.21
Open Interest
1.36K
Option Volume
199.00
Put/Call Ratio (Volume)
0.09

Data was calculated after the 9/28/2022 closing.

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