The at-the-money implied volatility for T-Rex 2X Inverse NVIDIA Daily Target ETF (NVDQ) options expiring Jun 17, 2027 (216 DTE) is 98.4%.
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Implied Volatility Stats
Showing results for 2027-06-17(w), calls & puts
| Expiration Date | Avg IV |
|---|---|
| 2027-06-17(w) calls | 97.45% |
| 2027-06-17(w) puts | 97.93% |
NVDQ Volatility Skew FAQ
What is volatility skew?
Volatility skew is the difference in implied volatility between options at different strike prices. A steeper skew means traders are paying more for options on one side, usually downside puts used as protection.
What is NVDQ's one-year implied volatility range?
Over the past year, NVDQ 30-day implied volatility ranged from 58.0% on Sep 16, 2026 to 205.7% on Oct 16, 2026.
How has NVDQ implied volatility changed recently?
NVDQ 30-day implied volatility went from 87.0% on Oct 15, 2026 to 128.6% on Nov 12, 2026. See the NVDQ implied volatility history for a longer view.