SOXL Volatilität 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.103.7%
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.96.4%
HV60174.2%
IV − HV20-Spread
+7.3pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
100
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 15:38 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 112.4% | +9.7pt | ±5.1% |
| Sep 09, 2026 | 6 | 83.4% | +6.3pt | ±8.7% |
| Sep 11, 2026 | 8 | 95.1% | +5.7pt | ±11.3% |
| Sep 14, 2026 | 11 | 87.2% | +12.4pt | ±12.2% |
| Sep 16, 2026 | 13 | 97.7% | +14.7pt | ±14.8% |
| Sep 18, 2026 | 15 | 101.0% | +8.4pt | ±16.4% |
| Sep 25, 2026 | 22 | 103.7% | +9.2pt | ±20.3% |
| Oct 02, 2026 | 29 | 103.7% | +10.7pt | ±23.2% |
| Oct 09, 2026 | 36 | 103.6% | +9.1pt | ±25.7% |
| Oct 16, 2026 | 43 | 104.4% | +7.0pt | ±28.4% |
| Oct 23, 2026 | 50 | 106.1% | — | ±31.0% |
| Nov 20, 2026 | 78 | 112.7% | +6.3pt | ±40.9% |
| Dec 18, 2026 | 106 | 112.7% | +12.2pt | ±47.3% |
| Jan 15, 2027 | 134 | 112.3% | +9.0pt | ±52.6% |
| Feb 19, 2027 | 169 | 113.5% | +6.1pt | ±59.2% |
| Jan 21, 2028 | 505 | 119.7% | — | ±98.8% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20