SOXL option chain Direxion Daily Semiconductor Bull 3X ETF

Expiration 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 ±30.9% (73.72–139.76) · ATM IV 106.2% · P/C open interest —

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
19.85	23.90	2		109.4%	0.67	0.0084	-0.141	96	10.95	12.10	118		109.6%	-0.32	0.0083	-0.146
19.60	23.45			108.7%	0.67	0.0084	-0.142	96.5	9.50	13.05	32		106.2%	-0.33	0.0084	-0.147
19.30	23.35	2		109.1%	0.66	0.0085	-0.143	97	10.95	13.05	208		109.6%	-0.33	0.0084	-0.147
19.05	23.10			109.2%	0.66	0.0085	-0.144	97.5	9.95	13.85	110		107.2%	-0.33	0.0085	-0.148
18.80	22.85	2		109.2%	0.65	0.0086	-0.145	98	10.70	13.80	204		107.9%	-0.34	0.0085	-0.148
18.50	22.55			108.8%	0.65	0.0086	-0.145	98.5	10.50	14.35	55		107.4%	-0.34	0.0086	-0.149
18.25	22.30	2		108.8%	0.65	0.0087	-0.146	99	10.75	14.80	114		108.1%	-0.35	0.0086	-0.149
18.00	22.05	4		108.8%	0.64	0.0088	-0.147	99.5	11.00	14.90	48		107.5%	-0.35	0.0087	-0.150
17.75	21.80	132		108.7%	0.64	0.0088	-0.147	100	12.30	13.70	291		106.1%	-0.36	0.0087	-0.150
17.20	21.10	6		107.7%	0.63	0.0089	-0.149	101	11.75	15.55	202		107.0%	-0.37	0.0088	-0.151
16.70	20.80	103		108.1%	0.62	0.0090	-0.150	102	12.05	16.10	110		106.3%	-0.38	0.0089	-0.151
16.20	20.30			107.8%	0.61	0.0091	-0.151	103	12.55	16.75	4		106.6%	-0.39	0.0090	-0.152
15.95	20.00	2		107.5%	0.60	0.0091	-0.152	103.5	12.85	17.00	102		106.6%	-0.39	0.0090	-0.152
16.50	18.95	3		107.3%	0.60	0.0091	-0.152	104	13.30	17.25	202		107.1%	-0.40	0.0091	-0.152
15.45	19.70			107.8%	0.59	0.0092	-0.152	104.5	13.60	17.50	2		107.1%	-0.40	0.0091	-0.153
15.20	19.00	120		106.1%	0.59	0.0092	-0.153	105	13.80	16.85	155		103.7%	-0.40	0.0092	-0.153
14.95	19.05			106.9%	0.58	0.0092	-0.153	105.5	13.80	18.00	2		105.7%	-0.41	0.0092	-0.153
15.65	18.65	6		109.2%	0.58	0.0093	-0.154	106	14.25	18.25			106.1%	-0.41	0.0092	-0.153
14.45	18.75			107.0%	0.57	0.0093	-0.154	106.5	14.35	18.50	27		105.4%	-0.42	0.0092	-0.153
14.25	18.20	1		105.9%	0.57	0.0093	-0.154	107	14.75	18.80	39		105.8%	-0.42	0.0093	-0.153
14.00	18.10			106.1%	0.57	0.0094	-0.155	107.5	14.85	19.05	2		105.0%	-0.43	0.0093	-0.153
13.80	17.75	9		105.7%	0.56	0.0094	-0.155	108	15.60	18.45			103.6%	-0.43	0.0093	-0.153
13.60	17.85			106.7%	0.56	0.0094	-0.155	108.5	15.35	19.65	40		104.8%	-0.44	0.0094	-0.153
13.35	17.45	1		105.8%	0.55	0.0094	-0.155	109	15.85	19.85			105.1%	-0.44	0.0094	-0.153
13.30	16.75	10		106.0%	0.54	0.0095	-0.156	110	16.30	19.45	248		101.4%	-0.45	0.0094	-0.153
12.55	16.55			105.4%	0.53	0.0095	-0.156	111	17.40	21.05	4		106.1%	-0.46	0.0095	-0.153
12.35	15.50	1		103.8%	0.52	0.0096	-0.156	112	17.45	21.65			104.2%	-0.47	0.0095	-0.152
11.70	16.00			105.7%	0.51	0.0096	-0.156	113	18.05	22.25	2		104.1%	-0.48	0.0095	-0.152
11.30	15.25			104.3%	0.50	0.0096	-0.156	114	18.65	22.85			103.8%	-0.49	0.0096	-0.151
10.95	15.00			104.6%	0.49	0.0096	-0.156	115	19.55	23.05	4		103.2%	-0.50	0.0096	-0.151
10.55	14.65			104.4%	0.49	0.0096	-0.156	116	19.85	24.05	83		103.2%	-0.51	0.0096	-0.150
10.15	14.20			103.8%	0.48	0.0096	-0.156	117	20.50	24.70	6		103.1%	-0.52	0.0096	-0.149
9.80	13.35			102.0%	0.47	0.0096	-0.155	118	21.10	25.30	176		102.6%	-0.53	0.0096	-0.148
9.45	13.45	4		103.2%	0.46	0.0096	-0.155	119	21.75	25.95	44		102.5%	-0.53	0.0096	-0.147
10.15	11.85	68		102.4%	0.45	0.0096	-0.155	120	22.40	26.60	3		102.2%	-0.54	0.0096	-0.146

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 — Oct 23, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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SOXL option chain Direxion Daily Semiconductor Bull 3X ETF

Volatility smile — Oct 23, 2026

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