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.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%
Spread IV − HV20
+10.3pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
100
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.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 09:38 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 122.4% | +5.9pt | ±7.3% |
| Sep 09, 2026 | 6 | 96.1% | +7.8pt | ±10.7% |
| Sep 11, 2026 | 8 | 98.2% | +9.5pt | ±12.4% |
| Sep 14, 2026 | 11 | 92.6% | +8.7pt | ±13.4% |
| Sep 16, 2026 | 13 | 96.7% | +9.6pt | ±15.1% |
| Sep 18, 2026 | 15 | 102.5% | +8.3pt | ±17.2% |
| Sep 25, 2026 | 22 | 107.3% | +9.9pt | ±21.5% |
| Oct 02, 2026 | 29 | 106.6% | +9.0pt | ±24.4% |
| Oct 09, 2026 | 36 | 106.7% | +6.8pt | ±27.1% |
| Oct 16, 2026 | 43 | 108.7% | +8.6pt | ±29.8% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 114.7% | +6.3pt | ±41.8% |
| Dec 18, 2026 | 106 | 112.5% | +4.0pt | ±47.4% |
| Jan 15, 2027 | 134 | 114.5% | +7.4pt | ±53.8% |
| Feb 19, 2027 | 169 | 112.6% | +3.9pt | ±58.9% |
| Jan 21, 2028 | 505 | 123.9% | — | ±101.9% |
Volatility smile — Sep 18, 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