SOXL volatility Direxion Daily Semiconductor Bull 3X ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.120.2%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.99.3%
HV60128.6%
IV − HV20 spread
+20.9pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
99
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 days recorded
Cboe delayed options data · as of 22:03 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 143.5% | +17.6pt | ±12.0% |
| Oct 30, 2026 | 11 | 132.6% | +14.3pt | ±18.2% |
| Nov 06, 2026 | 18 | 124.6% | +9.1pt | ±21.9% |
| Nov 13, 2026 | 25 | 121.6% | +4.3pt | ±25.1% |
| Nov 20, 2026 | 32 | 119.8% | +11.6pt | ±28.0% |
| Nov 27, 2026 | 39 | 114.9% | +4.0pt | ±29.5% |
| Dec 18, 2026 | 60 | 113.4% | +7.7pt | ±36.2% |
| Jan 15, 2027 | 88 | 112.6% | +4.5pt | ±43.2% |
| Feb 19, 2027 | 123 | 112.5% | +4.2pt | ±50.6% |
| May 21, 2027 | 214 | 113.8% | — | ±65.6% |
| Jan 21, 2028 | 459 | 112.7% | — | ±90.2% |
Volatility smile — Nov 20, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20