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SOXS - Direxion Daily Semiconductor Bear 3X Shares
Implied Volatility Analysis

Implied Volatility:
137.7%
Put/Call-Ratio:
0.44

Direxion Daily Semiconductor Bear 3X Shares has an Implied Volatility (IV) of 137.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SOXS is 63 and the Implied Volatility Percentile (IVP) is 79. The current Implied Volatility Index for SOXS is 0.82 standard deviations away from its 1 year mean.

Market Cap$588.61M
Next Dividend Date12/20/2022 (79d)
Implied Volatility (IV) 30d
137.65
Implied Volatility Rank (IVR) 1y
62.87
Implied Volatility Percentile (IVP) 1y
78.80
Historical Volatility (HV) 30d
90.87
IV / HV
1.51
Open Interest
31.38K
Option Volume
7.15K
Put/Call Ratio (Volume)
0.44

Data was calculated after the 9/30/2022 closing.

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