Implied Volatility
The 30-day options-implied volatility of SOXX / iShares Trust - iShares Semiconductor ETF is 26.04.
26.04%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-05 | 0.26 | 0.24 | |
| 2025-09-04 | 0.30 | 0.24 | |
| 2025-09-03 | 0.27 | 0.24 | |
| 2025-09-02 | 0.29 | 0.24 | |
| 2025-08-29 | 0.27 | 0.22 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-28 | 0.26 | 0.25 | |
| 2025-08-27 | 0.28 | 0.25 | |
| 2025-08-26 | 0.28 | 0.25 | |
| 2025-08-25 | 0.29 | 0.26 | |
| 2025-08-22 | 0.28 | 0.24 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-21 | 0.30 | 0.24 | |
| 2025-08-20 | 0.28 | 0.24 | |
| 2025-08-19 | 0.28 | 0.23 | |
| 2025-08-18 | 0.27 | 0.23 | |
| 2025-08-15 | 0.27 | 0.22 |
Volatility Smile
A volatility smile is a common graph shape that results from plotting the strike price and implied volatility of a group of options with the same underlying asset and expiration date.
