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WFH - Direxion Work From Home ETF
Implied Volatility Analysis

Implied Volatility:
82.2%

Direxion Work From Home ETF has an Implied Volatility (IV) of 82.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WFH is 37 and the Implied Volatility Percentile (IVP) is 77. The current Implied Volatility Index for WFH is 0.70 standard deviations away from its 1 year mean.

Market Cap$35.31M
Dividend Yield1.26% ($0.54)
Implied Volatility (IV) 30d
82.20
Implied Volatility Rank (IVR) 1y
36.87
Implied Volatility Percentile (IVP) 1y
77.08
Historical Volatility (HV) 30d
49.22
IV / HV
1.67
Open Interest
12.00

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

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