SOXS volatilitas 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.124.8%
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%
Selisih IV − HV20
+29.3pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
100
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 hari yang direkam
Cboe delayed options data · per 18:44 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 144.6% | -14.9pt | ±10.6% |
| Oct 30, 2026 | 10 | 137.9% | -21.8pt | ±18.2% |
| Nov 06, 2026 | 17 | 129.4% | -22.3pt | ±22.2% |
| Nov 13, 2026 | 24 | 126.2% | -16.7pt | ±25.7% |
| Nov 20, 2026 | 31 | 124.6% | -19.6pt | ±28.8% |
| Nov 27, 2026 | 38 | 117.2% | -19.9pt | ±29.8% |
| Dec 18, 2026 | 59 | 120.9% | — | ±38.2% |
| Jan 15, 2027 | 87 | 118.1% | -19.4pt | ±45.8% |
| Feb 19, 2027 | 122 | 118.3% | — | ±52.9% |
| May 21, 2027 | 213 | 123.8% | — | ±71.5% |
| Jan 21, 2028 | 458 | 131.6% | — | ±101.7% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20