SOXL 波动率 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%
IV − HV20价差
+10.2pt
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
100
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 已记录天数
Cboe delayed options data · 截至 06:38 UTC · 计算方法说明
IV期限结构
各上市到期日的平值隐含波动率，以剩余天数为横轴绘制。
| 到期时间 | DTE | ATM IV | 25Δ 偏斜The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 隐含涨跌幅 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 122.4% | +8.5pt | ±7.2% |
| Sep 09, 2026 | 6 | 96.1% | +8.6pt | ±10.6% |
| Sep 11, 2026 | 8 | 98.1% | +9.8pt | ±12.3% |
| Sep 14, 2026 | 11 | 92.6% | +9.8pt | ±13.3% |
| Sep 16, 2026 | 13 | 96.7% | +9.9pt | ±15.0% |
| Sep 18, 2026 | 15 | 102.5% | +8.4pt | ±17.0% |
| Sep 25, 2026 | 22 | 107.2% | +10.4pt | ±21.3% |
| Oct 02, 2026 | 29 | 106.6% | +9.2pt | ±24.2% |
| Oct 09, 2026 | 36 | 106.7% | +6.9pt | ±26.8% |
| Oct 16, 2026 | 43 | 108.6% | +6.0pt | ±29.6% |
| Nov 20, 2026 | 78 | 114.7% | +6.3pt | ±41.5% |
| Dec 18, 2026 | 106 | 112.5% | +4.1pt | ±47.0% |
| Jan 15, 2027 | 134 | 114.5% | +7.5pt | ±53.4% |
| Feb 19, 2027 | 169 | 112.6% | +3.7pt | ±58.4% |
| Jan 21, 2028 | 505 | 127.0% | — | ±101.1% |
波动率微笑 — Sep 18, 2026
各行权价的隐含波动率。向put倾斜（左侧更高）即为偏斜：下行保护的定价高于上行。
看涨期权看跌期权
隐含与已实现波动率，每日记录
IV30HV20