← Back to Stock / ETF implied volatility screenerSOXX - iShares Semiconductor ETF
SOXX - iShares Semiconductor ETF
Implied Volatility Analysis
Implied Volatility:
39.9%
39.9%
Put/Call-Ratio:
0.16
0.16
iShares Semiconductor ETF has an Implied Volatility (IV) of 39.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SOXX is 59 and the Implied Volatility Percentile (IVP) is 70. The current Implied Volatility Index for SOXX is 0.66 standard deviations away from its 1 year mean.
| Market Cap | $6.41B |
|---|---|
| Dividend Yield | 0.99% ($3.52) |
| Next Dividend Date | 9/26/2022 (93d) |
| Implied Volatility (IV) 30d | 39.93 |
| Implied Volatility Rank (IVR) 1y | 59.22 |
| Implied Volatility Percentile (IVP) 1y | 70.04 |
| Historical Volatility (HV) 30d | 48.15 |
| IV / HV | 0.83 |
| Open Interest | 34.22K |
| Option Volume | 1.77K |
| Put/Call Ratio (Volume) | 0.16 |
Data was calculated after the 6/24/2022 closing.
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