SOXL volatilità 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.117.5%
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.99.3%
HV60128.6%
Spread IV − HV20
+18.2pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
99
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 giorni registrati
Cboe delayed options data · aggiornato al 09:43 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 145.3% | +17.8pt | ±12.1% |
| Oct 30, 2026 | 10 | 132.6% | +14.3pt | ±18.4% |
| Nov 06, 2026 | 17 | 124.8% | +9.4pt | ±22.0% |
| Nov 13, 2026 | 24 | 121.6% | +4.4pt | ±25.3% |
| Nov 20, 2026 | 31 | 117.0% | +11.6pt | ±27.4% |
| Nov 27, 2026 | 38 | 114.9% | +3.7pt | ±29.8% |
| Dec 18, 2026 | 59 | 113.5% | +7.6pt | ±36.5% |
| Jan 15, 2027 | 87 | 112.6% | +4.7pt | ±43.5% |
| Feb 19, 2027 | 122 | 112.5% | +4.4pt | ±51.0% |
| May 21, 2027 | 213 | 113.8% | — | ±66.2% |
| Jan 21, 2028 | 458 | 112.7% | — | ±90.9% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20