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.103.5%
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.96.4%
HV60174.0%
IV − HV20 spread
+7.1pt
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.
4/60 days recorded
Cboe delayed options data · as of 21:54 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 110.8% | +1.1pt | ±4.7% |
| Sep 09, 2026 | 6 | 82.1% | +3.0pt | ±8.4% |
| Sep 11, 2026 | 8 | 95.5% | +4.6pt | ±11.3% |
| Sep 14, 2026 | 11 | 92.3% | +6.8pt | ±12.8% |
| Sep 16, 2026 | 13 | 94.8% | +4.9pt | ±14.2% |
| Sep 18, 2026 | 15 | 99.9% | +7.3pt | ±16.1% |
| Sep 25, 2026 | 22 | 101.5% | +6.2pt | ±19.8% |
| Oct 02, 2026 | 29 | 103.5% | +9.1pt | ±23.1% |
| Oct 09, 2026 | 36 | 103.4% | +10.7pt | ±25.7% |
| Oct 16, 2026 | 43 | 104.7% | +7.8pt | ±28.2% |
| Oct 23, 2026 | 50 | 106.2% | — | ±31.0% |
| Nov 20, 2026 | 78 | 109.7% | +1.5pt | ±39.9% |
| Dec 18, 2026 | 106 | 111.4% | +6.8pt | ±46.4% |
| Jan 15, 2027 | 134 | 113.0% | +7.2pt | ±52.5% |
| Feb 19, 2027 | 169 | 112.3% | +7.8pt | ±58.5% |
| Jan 21, 2028 | 505 | 119.1% | — | ±97.7% |
Volatility smile — Sep 18, 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