SOXL volatilidade 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.118.1%
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%
Spread IV − HV20
+18.7pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
99
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dias registrados
Cboe delayed options data · em 00:44 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 145.3% | +17.8pt | ±12.1% |
| Oct 30, 2026 | 11 | 132.6% | +14.3pt | ±18.4% |
| Nov 06, 2026 | 18 | 124.8% | +9.4pt | ±22.0% |
| Nov 13, 2026 | 25 | 121.6% | +4.4pt | ±25.3% |
| Nov 20, 2026 | 32 | 117.0% | +11.6pt | ±27.4% |
| Nov 27, 2026 | 39 | 114.9% | +3.7pt | ±29.8% |
| Dec 18, 2026 | 60 | 113.5% | +7.6pt | ±36.5% |
| Jan 15, 2027 | 88 | 112.6% | +4.7pt | ±43.5% |
| Feb 19, 2027 | 123 | 112.5% | +4.4pt | ±51.0% |
| May 21, 2027 | 214 | 113.8% | — | ±66.2% |
| Jan 21, 2028 | 459 | 112.7% | — | ±90.9% |
Sorriso de volatilidade — Nov 20, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20