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.121.5%
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
+22.2pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
100
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 12:43 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 | 3 | 149.5% | +17.8pt | ±13.8% |
| Oct 30, 2026 | 10 | 134.5% | +14.3pt | ±19.8% |
| Nov 06, 2026 | 17 | 123.9% | +9.4pt | ±23.1% |
| Nov 13, 2026 | 24 | 121.4% | +4.4pt | ±26.5% |
| Nov 20, 2026 | 31 | 121.5% | +11.6pt | ±29.8% |
| Nov 27, 2026 | 38 | 117.7% | +3.7pt | ±31.8% |
| Dec 18, 2026 | 59 | 115.4% | +7.6pt | ±38.5% |
| Jan 15, 2027 | 87 | 114.2% | +4.7pt | ±45.5% |
| Feb 19, 2027 | 122 | 113.9% | +4.4pt | ±53.5% |
| May 21, 2027 | 213 | 113.8% | — | ±68.3% |
| Jan 21, 2028 | 458 | 111.7% | — | ±92.5% |
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