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TYNE - Direxion Nanotechnology ETF
Implied Volatility Analysis

Implied Volatility:
99.8%

Direxion Nanotechnology ETF has an Implied Volatility (IV) of 99.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TYNE is 6 and the Implied Volatility Percentile (IVP) is 37. The current Implied Volatility Index for TYNE is -0.40 standard deviations away from its 1 year mean.

Market Cap$1.75M
Implied Volatility (IV) 30d
99.81
Implied Volatility Rank (IVR) 1y
6.05
Implied Volatility Percentile (IVP) 1y
36.69
Historical Volatility (HV) 30d
34.37
IV / HV
2.90
Option Volume
1.00

Data was calculated after the 12/1/2022 closing.

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