SOXL volatilité 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.105.8%
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%
Écart IV − HV20
+9.4pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
100
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 12:38 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 126.4% | +5.9pt | ±8.4% |
| Sep 09, 2026 | 6 | 93.8% | +7.8pt | ±11.3% |
| Sep 11, 2026 | 8 | 99.2% | +9.5pt | ±13.1% |
| Sep 14, 2026 | 11 | 97.5% | +8.7pt | ±15.1% |
| Sep 16, 2026 | 13 | 101.2% | +9.6pt | ±16.8% |
| Sep 18, 2026 | 15 | 105.9% | +8.3pt | ±18.5% |
| Sep 25, 2026 | 22 | 106.7% | +9.9pt | ±21.9% |
| Oct 02, 2026 | 29 | 105.6% | +9.0pt | ±24.6% |
| Oct 09, 2026 | 36 | 106.8% | +6.8pt | ±27.6% |
| Oct 16, 2026 | 43 | 106.0% | +8.6pt | ±29.2% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 112.4% | +6.3pt | ±41.5% |
| Dec 18, 2026 | 106 | 113.6% | +4.0pt | ±48.4% |
| Jan 15, 2027 | 134 | 115.8% | +7.4pt | ±55.0% |
| Feb 19, 2027 | 169 | 114.2% | +3.9pt | ±60.1% |
| Jan 21, 2028 | 505 | 123.2% | — | ±102.1% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20