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.124.0%
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.88.0%
HV60134.4%
Selisih IV − HV20
+36.0pt
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.
30/60 hari yang direkam
Cboe delayed options data · per 22:02 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 | 140.6% | +4.1pt | ±11.6% |
| Oct 30, 2026 | 10 | 137.4% | +5.2pt | ±19.2% |
| Nov 06, 2026 | 17 | 123.5% | -6.1pt | ±22.3% |
| Nov 13, 2026 | 24 | 125.8% | -2.4pt | ±26.8% |
| Nov 20, 2026 | 31 | 123.8% | -14.8pt | ±29.7% |
| Nov 27, 2026 | 38 | 119.0% | -12.0pt | ±31.5% |
| Dec 18, 2026 | 59 | 123.0% | — | ±41.1% |
| Jan 15, 2027 | 87 | 118.7% | -17.5pt | ±47.5% |
| Feb 19, 2027 | 122 | 118.1% | — | ±54.7% |
| May 21, 2027 | 213 | 122.8% | — | ±73.3% |
| Jan 21, 2028 | 458 | 134.8% | — | ±107.0% |
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