SOXL Implied Volatility
SOXL $90.50 · Updated Oct 26, 4:00 PM ET
SOXL at-the-money implied volatility is 150.2% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 123.9%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 90 | 150.2% |
| Nov 6, 2026 | 11 | 90 | 135.4% |
| Nov 13, 2026 | 18 | 90 | 126.5% |
| Nov 20, 2026 | 25 | 90 | 130.1% |
| Nov 27, 2026 | 32 | 90 | 123.9% |
| Dec 4, 2026 | 39 | 90 | 121.3% |
| Dec 18, 2026 | 53 | 90 | 123.3% |
| Jan 15, 2027 | 81 | 90 | 119.6% |
| Feb 19, 2027 | 116 | 90 | 116.5% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 50 | 0.0% | 255.1% |
| 55 | 0.0% | 234.7% |
| 60 | 0.0% | 206.5% |
| 65 | 177.9% | 190.9% |
| 70 | 156.1% | 179.3% |
| 75 | 148.1% | 172.0% |
| 80 | 142.2% | 159.5% |
| 85 | 148.6% | 156.7% |
| 90 | 150.9% | 149.5% |
| 93 | 148.9% | 149.6% |
| 94 | 143.1% | 153.7% |
| 95 | 145.2% | 145.1% |
| 96 | 143.1% | 151.3% |
| 97 | 143.1% | 148.7% |
| 98 | 143.1% | 147.4% |
| 99 | 144.9% | 146.1% |
| 100 | 142.4% | 148.6% |
How this is calculated: Implied Volatility methodology