SOXS Volatilität 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.107.1%
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.93.5%
HV60181.5%
IV − HV20-Spread
+13.6pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
100
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 12:38 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 105.9% | +4.4pt | ±7.0% |
| Sep 11, 2026 | 8 | 96.4% | -7.4pt | ±12.3% |
| Sep 18, 2026 | 15 | 106.9% | -3.5pt | ±17.9% |
| Sep 25, 2026 | 22 | 102.2% | -1.9pt | ±21.8% |
| Oct 02, 2026 | 29 | 107.1% | — | ±25.0% |
| Oct 09, 2026 | 36 | 107.1% | — | ±27.1% |
| Oct 16, 2026 | 43 | 109.1% | — | ±30.2% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 118.3% | -8.3pt | ±43.0% |
| Jan 15, 2027 | 134 | 126.1% | — | ±58.5% |
| Feb 19, 2027 | 169 | 124.6% | — | ±64.5% |
| Jan 21, 2028 | 505 | 141.1% | — | ±109.7% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20