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


Data as of Jul 17 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 1.11 0.24 1.21 0.53 25.16 5.86 26.91 11.91 0.83 -16.67 56.00 0.01
ZSL ProShares UltraShort Silver NA 0.38 0.42 0.26 8.74 8.74 10.54 1.40 0.38 36.00 0.02
AGQ ProShares Ultra Silver NA 0.40 0.05 0.41 0.24 9.24 1.27 10.84 3.94 0.00 -100.00 72.80 0.01