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TYO - Direxion Daily 7-10 Year Treasury Bear 3X Shares
Implied Volatility Analysis

Implied Volatility:
48.0%
Put/Call-Ratio:
0.36

Direxion Daily 7-10 Year Treasury Bear 3X Shares has an Implied Volatility (IV) of 48.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TYO is 5 and the Implied Volatility Percentile (IVP) is 67. The current Implied Volatility Index for TYO is -0.29 standard deviations away from its 1 year mean.

Market Cap$46.34M
Implied Volatility (IV) 30d
48.05
Implied Volatility Rank (IVR) 1y
4.64
Implied Volatility Percentile (IVP) 1y
67.20
Historical Volatility (HV) 30d
38.61
IV / HV
1.24
Open Interest
5.52K
Option Volume
154.00
Put/Call Ratio (Volume)
0.36

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

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