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.124.6%
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.111.7%
HV60136.9%
Spread IV − HV20
+12.9pt
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.
28/60 dias registrados
Cboe delayed options data · em 15:44 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 138.0% | -20.9pt | ±11.9% |
| Oct 30, 2026 | 11 | 131.2% | -20.9pt | ±18.3% |
| Nov 06, 2026 | 18 | 125.2% | -21.2pt | ±22.3% |
| Nov 13, 2026 | 25 | 131.9% | -15.9pt | ±27.4% |
| Nov 20, 2026 | 32 | 122.2% | -21.4pt | ±28.9% |
| Nov 27, 2026 | 39 | 122.4% | -12.8pt | ±31.5% |
| Dec 18, 2026 | 60 | 124.1% | -0.8pt | ±39.6% |
| Jan 15, 2027 | 88 | 117.5% | -9.8pt | ±45.8% |
| Feb 19, 2027 | 123 | 123.6% | -8.8pt | ±55.5% |
| May 21, 2027 | 214 | 123.3% | — | ±71.0% |
| Jan 21, 2028 | 459 | 136.2% | — | ±103.7% |
Sorriso de volatilidade — Nov 20, 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