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TZA

Direxion Daily Small Cap Bear 3X Shares

$32.37
-1.10% (-$3.14)
Market Cap: $471.72M
Open Interest: 64.9K
Option Volume: 12.1K
Dividend
1.42% ($0.46)
6/21/2023 (22d)
Next Earnings
1/1/1970 (NaNd)
Implied Volatility
75.1%
IV Min 1y:
59.8%
IV Max 1y:
118.4%
IV Rank 1y
26
IV Percentile 1y
34
IV ZScore 1y
-0.62
Historical Volatility 30d
54.89%
IV/HV
1.37
Put/Call Ratio
0.51
Direxion Daily Small Cap Bear 3X Shares has an Implied Volatility (IV) of 75.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TZA is 26 and the Implied Volatility Percentile (IVP) is 34. The current Implied Volatility Index for TZA is -0.6 standard deviations away from its 1 year mean of 83.7%.
Data as of 5/26/2023

This stock chart shows TZA Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for TZA Direxion Daily Small Cap Bear 3X Shares over a one year time horizon.