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.105.0%
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%
Diferencial IV − HV20
+11.4pt
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.
3/60 días registrados
Cboe delayed options data · a fecha de 09:38 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 121.0% | +4.4pt | ±7.2% |
| Sep 11, 2026 | 8 | 98.8% | -7.4pt | ±12.4% |
| Sep 18, 2026 | 15 | 103.9% | -3.5pt | ±17.5% |
| Sep 25, 2026 | 22 | 96.1% | -1.9pt | ±20.8% |
| Oct 02, 2026 | 29 | 103.7% | — | ±24.4% |
| Oct 09, 2026 | 36 | 111.0% | — | ±28.5% |
| Oct 16, 2026 | 43 | 112.5% | — | ±31.3% |
| Nov 20, 2026 | 78 | 117.0% | -8.3pt | ±43.1% |
| Jan 15, 2027 | 134 | 122.8% | — | ±57.9% |
| Feb 19, 2027 | 169 | 124.4% | — | ±65.3% |
| Jan 21, 2028 | 505 | 141.1% | — | ±111.4% |
Sonrisa de volatilidad — Sep 18, 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