SOXS volatiliteit 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.120.8%
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%
IV − HV20 spreiding
+25.2pt
UniversepercentielWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
100
Percentiel ten opzichte van eigen historieWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dagen vastgelegd
Cboe delayed options data · per 00:44 UTC · Hoe deze worden berekend
IV termijnstructuur
At-the-money implied volatility per genoteerde expiratie, uitgezet op resterende dagen.
| Vervalt | 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. | Impliciete beweging |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 147.3% | +5.9pt | ±12.4% |
| Oct 30, 2026 | 11 | 140.9% | -4.3pt | ±19.5% |
| Nov 06, 2026 | 18 | 127.6% | +6.4pt | ±22.6% |
| Nov 13, 2026 | 25 | 123.5% | -5.4pt | ±25.7% |
| Nov 20, 2026 | 32 | 119.9% | -1.7pt | ±28.2% |
| Nov 27, 2026 | 39 | 117.9% | +0.2pt | ±30.5% |
| Dec 18, 2026 | 60 | 120.6% | — | ±38.4% |
| Jan 15, 2027 | 88 | 119.9% | -4.5pt | ±46.2% |
| Feb 19, 2027 | 123 | 121.2% | -0.6pt | ±54.3% |
| May 21, 2027 | 214 | 126.1% | — | ±72.3% |
| Jan 21, 2028 | 459 | 133.6% | — | ±102.4% |
Volatiliteitsglimlach — Nov 20, 2026
Impliciete volatiliteit per strike. De helling richting puts (linkerkant hoger) is de skew: neerwaartse bescherming wordt duurder geprijsd dan opwaartse.
callsputs
Impliciet vs. gerealiseerd, dagelijks overzicht
IV30HV20