SOXX · Expected Move
iShares Semiconductor ETF · ETF
The expected move for SOXX 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).
SOXX 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 SOXX Expected Move
30-Day Straddle
$18.85
7-Day Straddle
$9.95
30-Day ATM IV
54.1%
IV Rank
60%
Implied one-standard-deviation move through the next 30 days. Compare to SOXX'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.
SOXX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $18.85 | $9.95 | 54.1% | 60% |
| 20261106 | $17.40 | $10.90 | 57.4% | 70% |
| 20261105 | $19.80 | $12.40 | 66.6% | 100% |
| 20261104 | $47.25 | $28.50 | 45.9% | 34% |
| 20261103 | $53.20 | $36.25 | 49.7% | 46% |
| 20261102 | $54.20 | $27.40 | 50.7% | 49% |
| 20261030 | $47.70 | $29.40 | 46.3% | 35% |
| 20261029 | $46.75 | $26.00 | 40.9% | 18% |
| 20261028 | $48.60 | $28.70 | 40.7% | 17% |
| 20261027 | $49.25 | $30.80 | 43.1% | 25% |
| 20261026 | $48.45 | $20.80 | 42.5% | 23% |
| 20261023 | $47.65 | $26.05 | 44.7% | 30% |
| 20261022 | $51.55 | $30.40 | 47.9% | 40% |
| 20261021 | $47.70 | $27.00 | 41.1% | 18% |
| 20261020 | $48.95 | $30.15 | 42.1% | 22% |
| 20261019 | $48.55 | $21.30 | 41.5% | 20% |
| 20261016 | $46.90 | $24.15 | 42.7% | 24% |
| 20261015 | $47.70 | $25.80 | 42.0% | 21% |
| 20261014 | $48.40 | $28.35 | 40.9% | 18% |
| 20261013 | $47.30 | $27.90 | 38.0% | 9% |
| 20261012 | $47.65 | $17.35 | 37.0% | 5% |
| 20261009 | $46.50 | $20.85 | 37.4% | 7% |
| 20261008 | $48.85 | $24.70 | 38.6% | 11% |
| 20261007 | $49.20 | $23.90 | 37.2% | 6% |
| 20261006 | $48.25 | $24.70 | 35.5% | 1% |
| 20261005 | $52.40 | $16.25 | 37.1% | 6% |
| 20261002 | $49.70 | $17.90 | 38.8% | 11% |
| 20261001 | $50.05 | $22.35 | 39.1% | 12% |
| 20260930 | $49.20 | $25.75 | 38.4% | 10% |
| 20260929 | $51.55 | $27.50 | 39.0% | 12% |
| 20260928 | $51.00 | $19.20 | 38.5% | 10% |
| 20260925 | $48.75 | $22.20 | 38.9% | 11% |
| 20260924 | $47.95 | $24.60 | 38.1% | 9% |
| 20260923 | $50.45 | $26.30 | 39.0% | 12% |
| 20260922 | $50.40 | $26.50 | 38.0% | 9% |
| 20260921 | $50.70 | $17.20 | 38.5% | 10% |
| 20260918 | $41.50 | $17.05 | 35.3% | 0% |
| 20260917 | $41.45 | $19.90 | 35.7% | 0% |
| 20260916 | $43.55 | $24.30 | 37.9% | 7% |
| 20260915 | $42.15 | $23.90 | 36.4% | 2% |
| 20260914 | $43.00 | $16.90 | 36.6% | 3% |
| 20260911 | $41.10 | $19.50 | 35.7% | 0% |
| 20260910 | $44.25 | $24.05 | 38.3% | 8% |
| 20260909 | $49.50 | $25.35 | 40.8% | 16% |
| 20260908 | $50.35 | $29.20 | 41.1% | 17% |
| 20260904 | $43.05 | $18.75 | 37.2% | 5% |
| 20260903 | $40.35 | $18.70 | 35.8% | 0% |
| 20260902 | $41.55 | $21.70 | 36.4% | 2% |
| 20260901 | $43.35 | $23.25 | 37.2% | 4% |
| 20260831 | $44.20 | $16.15 | 35.9% | 0% |
| 20260828 | $42.15 | $18.25 | 37.6% | 2% |
| 20260827 | $45.10 | $23.30 | 38.5% | 5% |
| 20260826 | $47.60 | $28.00 | 40.4% | 12% |
| 20260825 | $47.85 | $28.60 | 40.2% | 11% |
| 20260824 | $49.05 | $20.50 | 41.2% | 14% |
| 20260821 | $45.95 | $23.10 | 40.3% | 11% |
| 20260820 | $49.50 | $25.50 | 41.9% | 16% |
| 20260819 | $49.85 | $28.75 | 42.1% | 17% |
| 20260818 | $53.35 | $31.55 | 43.3% | 21% |
| 20260817 | $55.95 | $20.75 | 42.4% | 18% |
More on SOXX
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.