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SOXL - Direxion Daily Semiconductor Bull 3X Shares
Implied Volatility Analysis

Implied Volatility:
130.7%
Put/Call-Ratio:
0.45

Direxion Daily Semiconductor Bull 3X Shares has an Implied Volatility (IV) of 130.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SOXL is 80 and the Implied Volatility Percentile (IVP) is 89. The current Implied Volatility Index for SOXL is 1.14 standard deviations away from its 1 year mean.

Market Cap$3.13B
Dividend Yield0.76% ($0.08)
Next Dividend Date12/20/2022 (85d)
Implied Volatility (IV) 30d
130.71
Implied Volatility Rank (IVR) 1y
79.58
Implied Volatility Percentile (IVP) 1y
88.54
Historical Volatility (HV) 30d
114.98
IV / HV
1.14
Open Interest
654.32K
Option Volume
180.67K
Put/Call Ratio (Volume)
0.45

Data was calculated after the 9/23/2022 closing.

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