SOXL волатильность 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.103.7%
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%
Спред IV − HV20
+7.3pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
100
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 записано дней
Cboe delayed options data · по состоянию на 15:38 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 112.4% | +9.7pt | ±5.1% |
| Sep 09, 2026 | 6 | 83.4% | +6.3pt | ±8.7% |
| Sep 11, 2026 | 8 | 95.1% | +5.7pt | ±11.3% |
| Sep 14, 2026 | 11 | 87.2% | +12.4pt | ±12.2% |
| Sep 16, 2026 | 13 | 97.7% | +14.7pt | ±14.8% |
| Sep 18, 2026 | 15 | 101.0% | +8.4pt | ±16.4% |
| Sep 25, 2026 | 22 | 103.7% | +9.2pt | ±20.3% |
| Oct 02, 2026 | 29 | 103.7% | +10.7pt | ±23.2% |
| Oct 09, 2026 | 36 | 103.6% | +9.1pt | ±25.7% |
| Oct 16, 2026 | 43 | 104.4% | +7.0pt | ±28.4% |
| Oct 23, 2026 | 50 | 106.1% | — | ±31.0% |
| Nov 20, 2026 | 78 | 112.7% | +6.3pt | ±40.9% |
| Dec 18, 2026 | 106 | 112.7% | +12.2pt | ±47.3% |
| Jan 15, 2027 | 134 | 112.3% | +9.0pt | ±52.6% |
| Feb 19, 2027 | 169 | 113.5% | +6.1pt | ±59.2% |
| Jan 21, 2028 | 505 | 119.7% | — | ±98.8% |
Улыбка волатильности — Sep 18, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20