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.103.3%
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
+6.9pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
100
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.
3/60 dias registrados
Cboe delayed options data · em 18:38 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 109.6% | +2.9pt | ±4.8% |
| Sep 09, 2026 | 6 | 79.7% | +3.8pt | ±8.2% |
| Sep 11, 2026 | 8 | 91.9% | +6.7pt | ±10.9% |
| Sep 14, 2026 | 11 | 87.9% | +6.8pt | ±12.2% |
| Sep 16, 2026 | 13 | 93.4% | +10.5pt | ±14.0% |
| Sep 18, 2026 | 15 | 97.8% | +8.4pt | ±15.8% |
| Sep 25, 2026 | 22 | 101.8% | +9.7pt | ±19.9% |
| Oct 02, 2026 | 29 | 102.5% | +17.2pt | ±23.0% |
| Oct 09, 2026 | 36 | 106.8% | +9.8pt | ±26.6% |
| Oct 16, 2026 | 43 | 105.2% | +11.6pt | ±28.3% |
| Oct 23, 2026 | 50 | 106.2% | — | ±31.0% |
| Nov 20, 2026 | 78 | 111.5% | +5.8pt | ±40.0% |
| Dec 18, 2026 | 106 | 111.8% | +9.1pt | ±46.5% |
| Jan 15, 2027 | 134 | 112.2% | +9.4pt | ±52.0% |
| Feb 19, 2027 | 169 | 112.7% | +8.2pt | ±58.2% |
| Jan 21, 2028 | 505 | 119.6% | — | ±97.8% |
Sorriso de volatilidade — Sep 18, 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