  In this paper, we prove the large deviation principle (LDP) for stochastic
differential equations driven by stochastic integrals in one dimension. The
result can be proved with a minimal use of rough path theory, and this implies
the LDP for many class of rough volatility models, and it characterizes the
asymptotic behavior of implied volatility. First, we introduce a new concept
called $\alpha$-Uniformly Exponentially Tightness, and prove the LDP for
stochastic integrals on H\"{o}lder spaces. Second, we apply this type of LDP to
deduce the LDP for stochastic differential equations driven by stochastic
integrals in one dimension.
