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.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%
IV − HV20价差
+18.7pt
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).
99
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.
29/60 已记录天数
Cboe delayed options data · 截至 00:44 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 |
|---|---|---|---|---|
| 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% |
波动率微笑 — Nov 20, 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