SOXS volatilidad 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.120.8%
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.95.5%
HV60135.0%
Diferencial IV − HV20
+25.2pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
100
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 días registrados
Cboe delayed options data · a fecha de 03:43 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 147.3% | +5.9pt | ±12.3% |
| Oct 30, 2026 | 11 | 140.9% | -4.3pt | ±19.5% |
| Nov 06, 2026 | 18 | 127.6% | +6.4pt | ±22.5% |
| Nov 13, 2026 | 25 | 123.5% | -5.4pt | ±25.6% |
| Nov 20, 2026 | 32 | 119.9% | -1.7pt | ±28.1% |
| Nov 27, 2026 | 39 | 117.9% | +0.2pt | ±30.4% |
| Dec 18, 2026 | 60 | 118.1% | — | ±37.9% |
| Jan 15, 2027 | 88 | 117.8% | -4.5pt | ±45.8% |
| Feb 19, 2027 | 123 | 121.5% | -0.6pt | ±54.7% |
| May 21, 2027 | 214 | 126.2% | — | ±73.1% |
| Jan 21, 2028 | 459 | 133.3% | — | ±102.8% |
Sonrisa de volatilidad — Nov 20, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20