SOXX options: IV rank, expected move and trade screens
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SOXX last closed at $149.30 with 30-day implied volatility of 55.7%. That is in the upper half of its one-year range (IV rank 73), so premiums are somewhat richer than usual for SOXX. Measured by IV percentile, IV is higher than 81% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $22.82, or 15.3%.
Option volume at the close (265K contracts) was 1.3x its average, busier than usual. None of our preset screens found trades on SOXX at the close.
SOXX stats at the close
- Price
- $149.30
- Implied volatility
- 55.7%
- 30-day, at the money
- IV rank
- 73
- IV sits 73% of the way from its one-year low to its one-year high.
- IV percentile
- 81
- IV is higher than 81% of the past year's readings.
- Option volume
- 1.3x avg
- 265K contracts vs 202K average
SOXX expected move by expiration
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Nov 20, 20267 days | 62.0% | ±$12.81 (8.6%) | $136.49 to $162.11 | $10.25 |
| Dec 11, 202628 days | 55.2% | ±$22.82 (15.3%) | $126.48 to $172.12 | $18.15 |
| Jan 15, 202763 days | 49.1% | ±$30.43 (20.4%) | $118.87 to $179.73 | $24.20 |
| Feb 19, 202798 days | 45.9% | ±$35.48 (23.8%) | $113.82 to $184.78 | $28.15 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Trades that pass our screens as of the close
SOXX options FAQ
- What is SOXX's IV rank?
- At the last close, SOXX's IV rank was 73 with 30-day implied volatility of 55.7%. IV sits 73% of the way from its one-year low to its one-year high. Its IV percentile was 81: IV is higher than 81% of the past year's readings.
- What is the expected move for SOXX?
- Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $22.82 (15.3%), a range of $126.48 to $172.12. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
- Is SOXX option volume above average?
- At the last close, SOXX option volume was 1.3x its average, busier than usual.
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Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.