SOXS volatilidade 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.107.2%
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%
Spread IV − HV20
+13.6pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
100
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dias registrados
Cboe delayed options data · em 15:38 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 107.0% | +2.0pt | ±5.0% |
| Sep 11, 2026 | 8 | 99.0% | -4.0pt | ±11.9% |
| Sep 18, 2026 | 15 | 105.1% | -1.0pt | ±17.2% |
| Sep 25, 2026 | 22 | 98.5% | -2.5pt | ±20.8% |
| Oct 02, 2026 | 29 | 107.2% | — | ±24.8% |
| Oct 09, 2026 | 36 | 107.1% | — | ±27.2% |
| Oct 16, 2026 | 43 | 107.6% | — | ±29.7% |
| Oct 23, 2026 | 50 | 110.6% | — | ±32.9% |
| Nov 20, 2026 | 78 | 115.9% | +1.0pt | ±42.6% |
| Jan 15, 2027 | 134 | 120.9% | — | ±56.9% |
| Feb 19, 2027 | 169 | 122.7% | — | ±64.0% |
| Jan 21, 2028 | 505 | 138.5% | — | ±109.0% |
Sorriso de volatilidade — Sep 18, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20