I noticed a lot of bearish pressure coming from the options market on $SOXS. Check out this order imbalance! -469 K option volume delta. What is option volume delta?
$SOXS Direxion Daily Semiconductors Bear 3X Option Order Flow Sentiment is 55.8% Bearish.
30-day Implied Volatility (IV30) Climbs to its Highest Mark in 2 months
The IV30 rose to 107.6, the highest level since Nov 25, 2025 when it reached 107.4. Stock Option traders are pricing in an average daily move of ±6.8%. The 52-Week historical volatility is 96.8 with an average daily move of ±6.1%. View Implied Vol
30-Day Downside Put Protection goes to its Highest Mark in 2 months
The cost to protect downside risk climbed to 12.0%, the highest level since Nov 25, 2025 when it was at 12.0%. The 52-Week average is 11.1% and the 52-Week range is 8.4% - 23.7%.
30-day Implied Volatility (IV30) Climbs to its Highest Mark in 2 months
The IV30 rose to 107.5, the highest level since Nov 25, 2025 when it reached 107.4. Stock Option traders are pricing in an average daily move of ±6.8%. The 52-Week historical volatility is 96.8 with an average daily move of ±6.1%. View Implied Vol
30-Day Downside Put Protection goes to its Highest Mark in 2 months
The cost to protect downside risk climbed to 12.0%, the highest level since Nov 25, 2025 when it was at 12.0%. The 52-Week average is 11.1% and the 52-Week range is 8.4% - 23.7%.
