← Back to Stock / ETF implied volatility screener

SOXX - iShares Semiconductor ETF
Implied Volatility Analysis

Implied Volatility:
36.4%
Put/Call-Ratio:
1.82

iShares Semiconductor ETF has an Implied Volatility (IV) of 36.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SOXX is 24 and the Implied Volatility Percentile (IVP) is 27. The current Implied Volatility Index for SOXX is -0.77 standard deviations away from its 1 year mean.

Market Cap$7.11B
Dividend Yield1.04% ($4.35)
Next Dividend Date3/23/2023 (3d) !
Implied Volatility (IV) 30d
36.44
Implied Volatility Rank (IVR) 1y
23.68
Implied Volatility Percentile (IVP) 1y
26.98
Historical Volatility (HV) 30d
30.71
IV / HV
1.19
Open Interest
53.47K
Option Volume
2.58K
Put/Call Ratio (Volume)
1.82

Data was calculated after the 3/17/2023 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.