SOXL volatilite 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.122.2%
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%
IV − HV20 farkı
+22.9pt
Evren yüzdelik dilimiWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
99
Kendi tarihsel yüzdelik dilimiWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
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Cboe delayed options data · itibarıyla 18:44 UTC · Bunlar nasıl hesaplanır
IV vade yapısı
Listelenen her vade için para başı (at-the-money) zımni volatilite, kalan günlere göre çizilmiş.
| Sona eriyor | DTE | ATM IV | 25Δ çarpıklıkThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied hareket |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 144.0% | +21.9pt | ±10.5% |
| Oct 30, 2026 | 10 | 133.0% | +14.5pt | ±17.6% |
| Nov 06, 2026 | 17 | 128.5% | +11.1pt | ±22.1% |
| Nov 13, 2026 | 24 | 124.0% | +9.5pt | ±25.2% |
| Nov 20, 2026 | 31 | 122.0% | +11.7pt | ±28.2% |
| Nov 27, 2026 | 38 | 118.4% | +10.4pt | ±30.1% |
| Dec 18, 2026 | 59 | 116.6% | +8.7pt | ±37.0% |
| Jan 15, 2027 | 87 | 114.7% | +6.7pt | ±43.8% |
| Feb 19, 2027 | 122 | 114.1% | +7.6pt | ±51.2% |
| May 21, 2027 | 213 | 114.9% | — | ±66.3% |
| Jan 21, 2028 | 458 | 113.9% | — | ±91.2% |
Volatilite gülümsemesi — Nov 20, 2026
Strike'a göre implied volatility. Putlara doğru eğim (sol tarafın daha yüksek olması) skew'dür: aşağı yönlü koruma, yukarı yönlüye kıyasla daha pahalı fiyatlanmaktadır.
call'larput'lar
Günlük kayıtta implied ile realized karşılaştırması
IV30HV20