SOXS volatility Direxion Daily Semiconductor Bear 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.123.8%
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.111.7%
HV60136.9%
IV − HV20 spread
+12.1pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
99
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 days recorded
Cboe delayed options data · as of 12:41 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | DTE | ATM IV | 25Δ skewThe 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 move |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 128.4% | -7.5pt | ±17.8% |
| Oct 30, 2026 | 11 | 131.9% | -12.4pt | ±23.6% |
| Nov 06, 2026 | 18 | 128.8% | — | ±27.4% |
| Nov 13, 2026 | 25 | 127.5% | — | ±30.7% |
| Nov 20, 2026 | 32 | 122.5% | -9.9pt | ±32.9% |
| Nov 27, 2026 | 39 | 125.0% | — | ±36.1% |
| Dec 18, 2026 | 60 | 125.6% | — | ±43.9% |
| Jan 15, 2027 | 88 | 123.9% | -0.3pt | ±52.0% |
| Feb 19, 2027 | 123 | 123.3% | — | ±59.2% |
| May 21, 2027 | 214 | 129.8% | — | ±79.4% |
| Jan 21, 2028 | 459 | 135.9% | — | ±109.6% |
Volatility smile — Nov 20, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20