ETFs with 52 Week Highs of Implied Volatility (IV) for 30 Day ATM strikes


Data as of Sep 16 2019 | Download this table in excel

Ticker Ticker Name Market Cap IV Mean 30 Day ATM IV Mean Change from 4 Weeks 30 Day ATM IV Mean - 52 Week High 30 Day ATM IV Mean - 52 Week Low Straddle Premium Straddle Premium Change from 4 Weeks Straddle Premium - 52 Week High Straddle Premium - 52 Week Low Put Call Ratio (OI) Put Call Ratio (OI) Change from 4 Weeks Put Call Ratio (OI) - 52 Week High Put Call Ratio (OI) - 52 Week Low
JDST Direxion Daily Jr Gld Mnrs Bear 3X ETF NA 1.23 0.18 1.27 0.70 28.46 4.81 31.37 15.72 0.01 -99.69 56.00 0.01
TMV Direxion Daily 20+ Yr Trsy Bear 3X ETF NA 0.47 0.04 0.50 0.22 11.65 1.17 12.17 2.57 0.02 -88.29 93.00 0.01
TMF Direxion Daily 20+ Yr Trsy Bull 3X ETF NA 0.46 0.03 0.50 0.22 10.87 1.06 12.02 3.69 0.49 -24.82 12.06 0.01