SOXS volatilità 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.96.1%
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%
HV60181.3%
Spread IV − HV20
+2.7pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
100
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 giorni registrati
Cboe delayed options data · aggiornato al 21:54 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 107.1% | +8.9pt | ±4.6% |
| Sep 11, 2026 | 8 | 91.8% | -6.5pt | ±10.9% |
| Sep 18, 2026 | 15 | 96.8% | -10.7pt | ±15.8% |
| Sep 25, 2026 | 22 | 92.7% | -19.6pt | ±19.7% |
| Oct 02, 2026 | 29 | 95.4% | -22.8pt | ±22.3% |
| Oct 09, 2026 | 36 | 99.6% | — | ±25.5% |
| Oct 16, 2026 | 43 | 99.9% | — | ±28.0% |
| Oct 23, 2026 | 50 | 106.0% | — | ±32.0% |
| Nov 20, 2026 | 78 | 115.5% | -1.9pt | ±42.5% |
| Jan 15, 2027 | 134 | 119.3% | — | ±56.3% |
| Feb 19, 2027 | 169 | 118.0% | — | ±62.3% |
| Jan 21, 2028 | 505 | 138.3% | — | ±109.6% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20