SOXL · Expected Move
Direxion Daily Semiconductor Bull 3X ETF · ETF
The expected move for SOXL is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
SOXL straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current SOXL Expected Move
30-Day Straddle
$19.68
7-Day Straddle
$8.93
30-Day ATM IV
149.3%
IV Rank
49%
Implied one-standard-deviation move through the next 30 days. Compare to SOXL's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
SOXL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $19.68 | $8.93 | 149.3% | 49% |
| 20261106 | $17.23 | $10.55 | 168.5% | 70% |
| 20261105 | $17.42 | $12.25 | 186.8% | 89% |
| 20261104 | $20.05 | $12.73 | 133.3% | 32% |
| 20261103 | $24.77 | $16.30 | 146.9% | 46% |
| 20261102 | $23.83 | $11.95 | 148.2% | 48% |
| 20261030 | $22.75 | $13.07 | 133.9% | 33% |
| 20261029 | $26.83 | $15.32 | 119.0% | 17% |
| 20261028 | $29.60 | $17.55 | 121.3% | 19% |
| 20261027 | $28.25 | $16.93 | 122.1% | 20% |
| 20261026 | $25.93 | $11.43 | 124.1% | 22% |
| 20261023 | $24.18 | $13.32 | 129.4% | 28% |
| 20261022 | $25.77 | $15.97 | 138.7% | 38% |
| 20261021 | $28.23 | $15.85 | 120.7% | 18% |
| 20261020 | $27.15 | $17.00 | 121.1% | 19% |
| 20261019 | $27.07 | $11.85 | 118.5% | 16% |
| 20261016 | $25.95 | $14.03 | 125.0% | 23% |
| 20261015 | $28.70 | $15.25 | 119.7% | 17% |
| 20261014 | $29.75 | $17.48 | 118.5% | 16% |
| 20261013 | $32.55 | $18.43 | 110.6% | 8% |
| 20261012 | $31.90 | $12.10 | 105.7% | 2% |
| 20261009 | $32.58 | $14.93 | 105.8% | 2% |
| 20261008 | $35.35 | $17.73 | 112.1% | 9% |
| 20261007 | $38.60 | $11.57 | 107.3% | 4% |
| 20261006 | $39.67 | $13.45 | 103.6% | 0% |
| 20261005 | $42.35 | $14.78 | 108.4% | 4% |
| 20261002 | $40.47 | $15.08 | 111.7% | 8% |
| 20261001 | $40.03 | $14.95 | 117.0% | 14% |
| 20260930 | $39.75 | $17.05 | 118.4% | 15% |
| 20260929 | $38.62 | $14.60 | 113.8% | 10% |
| 20260928 | $38.85 | $16.35 | 115.2% | 12% |
| 20260925 | $36.50 | $16.90 | 111.5% | 8% |
| 20260924 | $35.70 | $15.05 | 110.9% | 7% |
| 20260923 | $37.17 | $16.35 | 112.5% | 9% |
| 20260922 | $39.62 | $14.53 | 113.5% | 10% |
| 20260921 | $37.70 | $14.98 | 113.2% | 9% |
| 20260918 | $28.57 | $12.50 | 104.4% | 0% |
| 20260917 | $27.30 | $10.20 | 106.7% | 2% |
| 20260916 | $25.95 | $12.30 | 109.1% | 5% |
| 20260915 | $25.17 | $10.05 | 105.9% | 1% |
| 20260914 | $25.62 | $11.00 | 107.4% | 3% |
| 20260911 | $28.45 | $13.25 | 106.1% | 1% |
| 20260910 | $29.60 | $13.35 | 114.7% | 11% |
| 20260909 | $33.17 | $14.93 | 116.3% | 13% |
| 20260908 | $34.62 | $13.73 | 122.3% | 19% |
| 20260904 | $28.52 | $12.88 | 110.8% | 7% |
| 20260903 | $25.12 | $9.03 | 104.8% | 0% |
| 20260902 | $25.02 | $10.70 | 104.9% | 0% |
| 20260901 | $26.58 | $12.22 | 108.6% | 3% |
| 20260831 | $28.42 | $12.70 | 106.2% | 0% |
| 20260828 | $26.98 | $12.45 | 111.9% | 0% |
| 20260827 | $31.20 | $13.68 | 114.5% | 3% |
| 20260826 | $31.48 | $15.55 | 118.7% | 8% |
| 20260825 | $31.73 | $13.50 | 119.0% | 8% |
| 20260824 | $31.75 | $15.32 | 122.3% | 12% |
| 20260821 | $31.85 | $16.15 | 120.2% | 10% |
| 20260820 | $33.73 | $14.57 | 123.2% | 13% |
| 20260819 | $33.52 | $15.68 | 122.7% | 12% |
| 20260818 | $37.83 | $15.40 | 126.7% | 17% |
| 20260817 | $44.45 | $19.43 | 124.6% | 15% |
More on SOXL
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.