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.101.8%
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.93.5%
HV60181.5%
Écart IV − HV20
+8.3pt
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.
3/60 jours enregistrés
Cboe delayed options data · au 18:38 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 111.0% | +7.1pt | ±4.9% |
| Sep 11, 2026 | 8 | 90.7% | -1.3pt | ±10.8% |
| Sep 18, 2026 | 15 | 93.8% | -11.8pt | ±15.3% |
| Sep 25, 2026 | 22 | 92.8% | -5.5pt | ±19.8% |
| Oct 02, 2026 | 29 | 102.3% | -14.6pt | ±23.7% |
| Oct 09, 2026 | 36 | 99.1% | — | ±25.4% |
| Oct 16, 2026 | 43 | 106.5% | — | ±29.7% |
| Oct 23, 2026 | 50 | 107.4% | — | ±32.3% |
| Nov 20, 2026 | 78 | 116.9% | -3.2pt | ±42.8% |
| Jan 15, 2027 | 134 | 118.4% | — | ±55.9% |
| Feb 19, 2027 | 169 | 118.7% | — | ±62.4% |
| Jan 21, 2028 | 505 | 138.6% | — | ±109.8% |
Smile de volatilité — Sep 18, 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