The IV30 fell to 81.1, the lowest level since Sep 15, 2025 when it traded at 81.6. Stock Option traders are pricing in an average daily move of ±5.1%. The 52-Week historical volatility is 96.0 with an average daily move of ±6.0%. View Implied Vol
30-Day Downside Put Protection Falls to Lowest Level in 3 months
The cost to protect downside risk fell to 9.1%, the lowest level since Sep 15, 2025 when it was at 9.1%. The 52-Week average is 11.0% and the 52-Week range is 8.4% - 23.7%.
$SOXS Direxion Daily Semiconductors Bear 3X Option Order Flow Sentiment is 69.1% Bearish.
Something to keep an eye on: Mostly professional traders are showing a short build up in $SOXS. Net option volume delta is -535 K!
