SOXL option chain Direxion Daily Semiconductor Bull 3X ETF
Cboe delayed options data · as of 00:38 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±15.0% (90.38–122.33) · ATM IV 96.7% · P/C open interest 3.38
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 44.50 | 48.60 | 5 | 143.7% | 0.98 | 0.0014 | -0.038 | 60 | 0 | 0.3400 | 13 | 143.8% | -0.02 | 0.0013 | -0.041 | ||
| 39.60 | 43.70 | 135.9% | 0.98 | 0.0021 | -0.051 | 65 | 0 | 0.6000 | 138.2% | -0.02 | 0.0020 | -0.054 | ||||
| 34.75 | 38.90 | 126.7% | 0.96 | 0.0031 | -0.069 | 70 | 0.1600 | 0.7800 | 2 | 130.9% | -0.04 | 0.0030 | -0.073 | |||
| 30.05 | 34.15 | 5 | 124.2% | 0.94 | 0.0045 | -0.095 | 75 | 0.5000 | 1.15 | 2 | 11 | 124.2% | -0.06 | 0.0044 | -0.098 | |
| 25.40 | 29.35 | 5 | 114.7% | 0.91 | 0.0065 | -0.128 | 80 | 0.6100 | 1.16 | 13 | 10 | 111.0% | -0.08 | 0.0064 | -0.131 | |
| 21.40 | 24.35 | 5 | 108.4% | 0.87 | 0.0090 | -0.167 | 85 | 1.29 | 1.80 | 8 | 27 | 109.5% | -0.13 | 0.0090 | -0.169 | |
| 17.55 | 20.25 | 1 | 2 | 108.0% | 0.82 | 0.0119 | -0.209 | 90 | 1.80 | 2.69 | 5 | 33 | 103.0% | -0.18 | 0.0119 | -0.210 |
| 13.55 | 16.10 | 2 | 100.2% | 0.74 | 0.0148 | -0.248 | 95 | 3.20 | 4.15 | 1 | 6 | 103.7% | -0.25 | 0.0148 | -0.249 | |
| 10.75 | 12.65 | 54 | 100.8% | 0.66 | 0.0173 | -0.278 | 100 | 4.90 | 6.00 | 57 | 355 | 102.7% | -0.34 | 0.0173 | -0.278 | |
| 7.45 | 9.70 | 6 | 9 | 95.3% | 0.57 | 0.0189 | -0.294 | 105 | 6.85 | 7.95 | 4 | 9 | 98.0% | -0.43 | 0.0189 | -0.293 |
| 5.20 | 8.25 | 34 | 4 | 99.6% | 0.47 | 0.0194 | -0.292 | 110 | 9.55 | 11.15 | 7 | 4 | 99.7% | -0.53 | 0.0194 | -0.292 |
| 3.50 | 5.60 | 30 | 94.3% | 0.38 | 0.0188 | -0.275 | 115 | 12.30 | 14.15 | 1 | 6 | 95.4% | -0.62 | 0.0188 | -0.274 | |
| 2.90 | 3.80 | 26 | 9 | 96.0% | 0.29 | 0.0172 | -0.245 | 120 | 14.50 | 19.10 | 91.4% | -0.71 | 0.0172 | -0.243 | ||
| 1.36 | 2.85 | 49 | 54 | 92.2% | 0.22 | 0.0149 | -0.208 | 125 | 18.50 | 22.60 | 1 | 89.9% | -0.78 | 0.0149 | -0.206 | |
| 0.9900 | 1.77 | 14 | 2 | 91.3% | 0.16 | 0.0124 | -0.171 | 130 | 23.65 | 26.70 | 1 | 95.8% | -0.84 | 0.0124 | -0.168 | |
| 0.7800 | 1.58 | 9 | 5 | 98.0% | 0.12 | 0.0100 | -0.137 | 135 | 27.75 | 31.45 | 1 | 1 | 94.6% | -0.88 | 0.0100 | -0.134 |
| 0.2200 | 1.08 | 2 | 93.5% | 0.09 | 0.0079 | -0.109 | 140 | 32.45 | 36.35 | 2 | 1 | 100.0% | -0.91 | 0.0079 | -0.105 | |
| 0.0900 | 0.7000 | 92.3% | 0.06 | 0.0062 | -0.087 | 145 | 36.95 | 41.10 | 95.7% | -0.93 | 0.0062 | -0.083 | ||||
| 0.2100 | 0.7700 | 2 | 104.4% | 0.05 | 0.0048 | -0.071 | 150 | 42.10 | 45.95 | 2 | 103.9% | -0.95 | 0.0049 | -0.066 | ||
| 0 | 1.41 | 120.5% | 0.04 | 0.0038 | -0.058 | 155 | 46.60 | 50.85 | 94.5% | -0.96 | 0.0039 | -0.052 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs