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.122.1%
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%
Écart IV − HV20
+22.8pt
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.
29/60 jours enregistrés
Cboe delayed options data · au 15:43 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 148.2% | +22.6pt | ±11.1% |
| Oct 30, 2026 | 10 | 134.4% | +15.4pt | ±17.9% |
| Nov 06, 2026 | 17 | 127.9% | +11.0pt | ±22.1% |
| Nov 13, 2026 | 24 | 124.9% | +9.0pt | ±25.5% |
| Nov 20, 2026 | 31 | 121.8% | +8.1pt | ±28.2% |
| Nov 27, 2026 | 38 | 116.4% | +11.8pt | ±29.7% |
| Dec 18, 2026 | 59 | 116.2% | +7.8pt | ±36.9% |
| Jan 15, 2027 | 87 | 114.5% | +8.2pt | ±43.7% |
| Feb 19, 2027 | 122 | 113.5% | +4.4pt | ±50.8% |
| May 21, 2027 | 213 | 112.8% | — | ±65.2% |
| Jan 21, 2028 | 458 | 114.2% | — | ±91.0% |
Smile de volatilité — Nov 20, 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