SOXS · Expected Move
Direxion Daily Semiconductor Bear 3X ETF · ETF
The expected move for SOXS 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).
SOXS 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 SOXS Expected Move
30-Day Straddle
$14.27
7-Day Straddle
$6.04
30-Day ATM IV
127.7%
IV Rank
21%
Implied one-standard-deviation move through the next 30 days. Compare to SOXS'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.
SOXS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $14.27 | $6.04 | 127.7% | 21% |
| 20261023 | $48.10 | $8.53 | 142.0% | 34% |
| 20261022 | $48.00 | $10.38 | 144.2% | 36% |
| 20261021 | $12.18 | $7.40 | 121.9% | 16% |
| 20261020 | $42.70 | $8.15 | 128.2% | 22% |
| 20261019 | $13.10 | $5.75 | 121.8% | 16% |
| 20261016 | $14.68 | $7.33 | 130.4% | 24% |
| 20261015 | $12.25 | $6.43 | 124.3% | 18% |
| 20261014 | $11.50 | $6.93 | 121.8% | 16% |
| 20261013 | $10.02 | $5.45 | 104.4% | 0% |
| 20261012 | $9.38 | $3.52 | 108.5% | 3% |
| 20261009 | $8.89 | $3.67 | 116.4% | 10% |
| 20261008 | $8.85 | $4.21 | 118.1% | 12% |
| 20261007 | $7.32 | $3.92 | 107.6% | 2% |
| 20261006 | $7.62 | $3.87 | 109.7% | 4% |
| 20261005 | $8.20 | $2.21 | 113.1% | 7% |
| 20261002 | $7.38 | $2.70 | 113.7% | 8% |
| 20261001 | $8.95 | $3.70 | 120.5% | 14% |
| 20260930 | $9.00 | $4.28 | 120.4% | 14% |
| 20260929 | $9.15 | $4.86 | 117.6% | 12% |
| 20260928 | $9.73 | $3.47 | 118.1% | 12% |
| 20260925 | $8.32 | $3.73 | 116.5% | 11% |
| 20260924 | $8.65 | $4.07 | 115.4% | 10% |
| 20260923 | $9.18 | $4.30 | 119.6% | 13% |
| 20260922 | $9.32 | $4.61 | 116.4% | 11% |
| 20260921 | $9.38 | $3.12 | 113.3% | 8% |
| 20260918 | $9.57 | $3.99 | 108.0% | 3% |
| 20260917 | $10.70 | $5.14 | 107.7% | 3% |
| 20260916 | $13.23 | $6.97 | 116.8% | 11% |
| 20260915 | $12.93 | $7.30 | 110.4% | 5% |
| 20260914 | $13.45 | $5.29 | 109.5% | 4% |
| 20260911 | $10.43 | $4.75 | 107.3% | 2% |
| 20260910 | $11.95 | $6.62 | 115.3% | 10% |
| 20260909 | $12.28 | $6.30 | 124.0% | 17% |
| 20260908 | $12.75 | $7.17 | 125.8% | 19% |
| 20260904 | $11.15 | $5.15 | 111.0% | 6% |
| 20260903 | $11.85 | $5.84 | 104.9% | 0% |
| 20260902 | $12.62 | $6.42 | 107.0% | 0% |
| 20260901 | $13.80 | $7.15 | 114.1% | 1% |
| 20260831 | $12.98 | $4.38 | 112.7% | 0% |
| 20260828 | $12.32 | $5.58 | 113.2% | 0% |
| 20260827 | $12.50 | $5.92 | 122.9% | 6% |
| 20260826 | $13.60 | $7.80 | 125.2% | 9% |
| 20260825 | $14.50 | $8.20 | 128.4% | 12% |
| 20260824 | $15.78 | $5.89 | 130.5% | 14% |
| 20260821 | $12.95 | $6.17 | 128.8% | 12% |
| 20260820 | $13.60 | $6.97 | 130.9% | 14% |
| 20260819 | $14.00 | $7.67 | 131.7% | 15% |
| 20260818 | $13.03 | $7.97 | 128.3% | 12% |
| 20260817 | $11.20 | $4.26 | 124.5% | 8% |
| 20260814 | $10.60 | $36.38 | 123.6% | 7% |
| 20260813 | $12.18 | $36.27 | 136.8% | 20% |
| 20260812 | $12.47 | $37.33 | 134.6% | 18% |
| 20260811 | $14.32 | $42.12 | 141.6% | 25% |
| 20260810 | $15.50 | $5.39 | 150.8% | 35% |
| 20260807 | — | — | 159.2% | 43% |
| 20260806 | $17.32 | $8.43 | 174.3% | 59% |
| 20260805 | $17.88 | $9.72 | 176.0% | 61% |
| 20260804 | $18.80 | $10.95 | 193.1% | 78% |
| 20260803 | $22.30 | $8.93 | 181.1% | 66% |
More on SOXS
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.