SOXL volatilitas 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.106.6%
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%
Selisih IV − HV20
+10.2pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
100
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 hari yang direkam
Cboe delayed options data · per 00:38 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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 02, 2026 | 0 | 454.7% | -35.7pt | ±2.0% |
| Sep 04, 2026 | 2 | 122.4% | +8.5pt | ±7.2% |
| Sep 09, 2026 | 7 | 96.1% | +8.6pt | ±10.6% |
| Sep 11, 2026 | 9 | 98.1% | +9.8pt | ±12.3% |
| Sep 14, 2026 | 12 | 92.6% | +9.8pt | ±13.3% |
| Sep 16, 2026 | 14 | 96.7% | +9.9pt | ±15.0% |
| Sep 18, 2026 | 16 | 102.5% | +8.4pt | ±17.0% |
| Sep 25, 2026 | 23 | 107.2% | +10.4pt | ±21.3% |
| Oct 02, 2026 | 30 | 106.6% | +9.2pt | ±24.2% |
| Oct 09, 2026 | 37 | 106.7% | +6.9pt | ±26.8% |
| Oct 16, 2026 | 44 | 108.6% | +6.0pt | ±29.6% |
| Nov 20, 2026 | 79 | 114.7% | +6.3pt | ±41.5% |
| Dec 18, 2026 | 107 | 112.5% | +4.1pt | ±47.0% |
| Jan 15, 2027 | 135 | 114.5% | +7.5pt | ±53.4% |
| Feb 19, 2027 | 170 | 112.6% | +3.7pt | ±58.4% |
| Jan 21, 2028 | 506 | 127.0% | — | ±101.1% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20