SOFX Implied Volatility
SOFX options trade at a 30-day at-the-money implied volatility of 110.6%, an IV rank of 22 out of 100 over the past year. This page breaks down SOFX's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.
Data as of Aug 24, 2026, 3:55 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
SOFX 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 110.6% |
| ATM IV — 2 month | 120.8% |
| IV rank (1 year) | 22 / 100 |
| IV percentile (1 year) | 11% |
| Expected move (front expiration) | ±$2.85 (±28.9%) |
| Historical volatility — 10 day | 88.6% |
| Historical volatility — 21 day | 123.1% |
| Historical volatility — 30 day | 114.2% |
| Historical volatility — 60 day | 112.0% |
| IV / HV ratio | 0.97 |
| Term slope (front − 3M) | -10.2 pts |
An IV rank of 22 places current implied volatility in the lower part of its 52-week range. An IV/HV ratio of 0.97 means implied volatility is roughly in line with recent realized volatility. The term structure is in contango — front-month IV sits below 3-month IV, the typical shape in calm markets.
SOFX IV Rank History
SOFX IV rank (0–100), past year.
IV rank has fallen from 82 in Feb '26 to 22 today. An IV percentile of 11% means implied volatility was lower than today on 11% of trading days in the past year.
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SOFX Options FAQ
What is the implied volatility of SOFX options?
SOFX options trade at a 30-day at-the-money implied volatility of 110.6% as of Aug 24, 2026. That is an IV rank of 22 out of 100, meaning implied volatility is subdued relative to its own 52-week range.
Is SOFX implied volatility high or low right now?
By its own 52-week standards, SOFX implied volatility is currently low: IV rank is 22 out of 100 as of Aug 24, 2026. Compared with realized movement, the IV/HV ratio of 0.97 shows options pricing less movement than the stock has recently delivered.
What move do SOFX options imply before the next expiration?
Front-expiration SOFX options imply a one-standard-deviation move of ±$2.85 (±28.9%) as of Aug 24, 2026, derived from at-the-money option prices.
What is the difference between SOFX's IV rank and IV percentile?
IV rank (currently 22) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 11%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.
Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.
Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.