SOXS volatilité 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.123.2%
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%
Écart IV − HV20
+11.5pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
100
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 jours enregistrés
Cboe delayed options data · au 18:43 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 139.6% | -15.3pt | ±11.8% |
| Oct 30, 2026 | 11 | 140.8% | +11.6pt | ±19.6% |
| Nov 06, 2026 | 18 | 123.5% | -12.1pt | ±21.9% |
| Nov 13, 2026 | 25 | 123.9% | -13.8pt | ±25.8% |
| Nov 20, 2026 | 32 | 123.0% | -12.8pt | ±28.8% |
| Nov 27, 2026 | 39 | 127.9% | +3.8pt | ±32.9% |
| Dec 18, 2026 | 60 | 124.7% | — | ±39.4% |
| Jan 15, 2027 | 88 | 120.4% | -6.4pt | ±46.4% |
| Feb 19, 2027 | 123 | 121.0% | -4.7pt | ±53.7% |
| May 21, 2027 | 214 | 127.7% | — | ±72.9% |
| Jan 21, 2028 | 459 | 134.0% | — | ±102.5% |
Smile de volatilité — Nov 20, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20