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 ±41.5% (62.23–150.47) · ATM IV 114.7% · P/C open interest 2.22
| 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 | |
| 52.50 | 57.45 | 297 | 130.7% | 0.92 | 0.0023 | -0.054 | 54 | 2.01 | 4.45 | 11 | 718 | 134.4% | -0.08 | 0.0022 | -0.056 | |
| 51.55 | 56.50 | 221 | 128.4% | 0.92 | 0.0024 | -0.056 | 55 | 2.70 | 3.15 | 44 | 2,039 | 127.4% | -0.08 | 0.0023 | -0.058 | |
| 50.70 | 55.50 | 160 | 131.5% | 0.91 | 0.0025 | -0.058 | 56 | 2.34 | 3.65 | 26 | 59 | 125.5% | -0.08 | 0.0024 | -0.060 | |
| 50.05 | 55.00 | 41 | 129.2% | 0.91 | 0.0026 | -0.060 | 57 | 2.30 | 3.95 | 2 | 171 | 124.4% | -0.09 | 0.0025 | -0.062 | |
| 49.05 | 54.00 | 126 | 126.4% | 0.90 | 0.0027 | -0.062 | 58 | 2.70 | 3.85 | 5 | 119 | 123.6% | -0.09 | 0.0026 | -0.064 | |
| 48.55 | 53.50 | 16 | 129.5% | 0.90 | 0.0028 | -0.064 | 59 | 2.80 | 4.40 | 2 | 132 | 124.8% | -0.10 | 0.0027 | -0.066 | |
| 47.55 | 52.50 | 625 | 126.6% | 0.89 | 0.0029 | -0.066 | 60 | 3.65 | 4.10 | 93 | 1,475 | 125.2% | -0.10 | 0.0028 | -0.068 | |
| 46.85 | 51.50 | 31 | 127.4% | 0.89 | 0.0030 | -0.068 | 61 | 3.30 | 4.80 | 11 | 489 | 124.4% | -0.11 | 0.0029 | -0.070 | |
| 46.05 | 51.00 | 21 | 126.4% | 0.89 | 0.0031 | -0.070 | 62 | 3.40 | 4.70 | 11 | 209 | 121.6% | -0.11 | 0.0030 | -0.072 | |
| 45.50 | 50.00 | 55 | 125.9% | 0.88 | 0.0032 | -0.073 | 63 | 3.60 | 4.95 | 4 | 159 | 121.3% | -0.11 | 0.0032 | -0.074 | |
| 44.55 | 49.50 | 80 | 125.9% | 0.88 | 0.0034 | -0.075 | 64 | 4.00 | 5.20 | 7 | 157 | 122.0% | -0.12 | 0.0033 | -0.076 | |
| 43.55 | 48.50 | 1 | 523 | 123.0% | 0.87 | 0.0035 | -0.077 | 65 | 4.80 | 5.20 | 12 | 866 | 123.2% | -0.12 | 0.0034 | -0.078 |
| 43.05 | 48.00 | 180 | 125.0% | 0.86 | 0.0036 | -0.079 | 66 | 4.70 | 6.60 | 327 | 126.7% | -0.13 | 0.0035 | -0.080 | ||
| 39.85 | 44.80 | 1 | 732 | 122.1% | 0.84 | 0.0040 | -0.087 | 70 | 5.70 | 7.10 | 46 | 1,993 | 121.1% | -0.15 | 0.0039 | -0.088 |
| 36.50 | 41.45 | 1 | 861 | 120.3% | 0.81 | 0.0045 | -0.096 | 75 | 7.70 | 8.30 | 51 | 882 | 121.2% | -0.18 | 0.0044 | -0.097 |
| 33.90 | 36.50 | 9 | 288 | 115.2% | 0.78 | 0.0050 | -0.105 | 80 | 9.25 | 9.60 | 54 | 2,871 | 117.6% | -0.21 | 0.0049 | -0.106 |
| 30.15 | 34.85 | 2 | 398 | 117.6% | 0.75 | 0.0055 | -0.113 | 85 | 10.95 | 12.15 | 59 | 2,801 | 117.7% | -0.24 | 0.0054 | -0.114 |
| 27.50 | 31.75 | 13 | 807 | 114.0% | 0.71 | 0.0059 | -0.120 | 90 | 12.05 | 14.60 | 222 | 1,991 | 114.4% | -0.28 | 0.0058 | -0.120 |
| 25.00 | 28.85 | 26 | 563 | 111.9% | 0.68 | 0.0062 | -0.126 | 95 | 14.40 | 16.95 | 34 | 1,427 | 113.6% | -0.31 | 0.0062 | -0.126 |
| 23.30 | 25.00 | 64 | 702 | 111.2% | 0.64 | 0.0065 | -0.130 | 100 | 17.65 | 19.05 | 367 | 1,425 | 113.6% | -0.35 | 0.0065 | -0.130 |
| 22.00 | 24.60 | 45 | 1,422 | 117.9% | 0.61 | 0.0068 | -0.134 | 105 | 19.70 | 21.95 | 260 | 467 | 111.5% | -0.38 | 0.0067 | -0.134 |
| 18.35 | 22.60 | 19 | 878 | 113.1% | 0.57 | 0.0069 | -0.136 | 110 | 22.65 | 25.75 | 282 | 580 | 113.3% | -0.42 | 0.0069 | -0.136 |
| 16.95 | 20.75 | 63 | 419 | 113.8% | 0.54 | 0.0071 | -0.137 | 115 | 26.00 | 28.20 | 6 | 825 | 111.7% | -0.45 | 0.0071 | -0.137 |
| 15.85 | 18.00 | 33 | 638 | 112.2% | 0.51 | 0.0071 | -0.138 | 120 | 29.15 | 31.95 | 8 | 1,097 | 112.2% | -0.48 | 0.0071 | -0.137 |
| 14.50 | 16.25 | 26 | 328 | 111.9% | 0.48 | 0.0071 | -0.137 | 125 | 32.70 | 34.85 | 3 | 524 | 110.9% | -0.51 | 0.0072 | -0.136 |
| 13.10 | 15.00 | 25 | 787 | 112.0% | 0.45 | 0.0071 | -0.136 | 130 | 36.20 | 39.00 | 19 | 599 | 111.9% | -0.55 | 0.0071 | -0.134 |
| 11.60 | 13.70 | 40 | 319 | 111.1% | 0.42 | 0.0070 | -0.134 | 135 | 39.85 | 42.30 | 8 | 989 | 110.6% | -0.57 | 0.0071 | -0.132 |
| 10.50 | 11.80 | 157 | 662 | 109.0% | 0.39 | 0.0069 | -0.132 | 140 | 44.35 | 46.15 | 7 | 545 | 112.3% | -0.60 | 0.0070 | -0.130 |
| 9.10 | 11.85 | 87 | 321 | 110.8% | 0.36 | 0.0068 | -0.129 | 145 | 47.35 | 50.15 | 202 | 349 | 109.9% | -0.63 | 0.0068 | -0.126 |
| 9.00 | 10.40 | 79 | 761 | 111.7% | 0.34 | 0.0066 | -0.125 | 150 | 50.90 | 55.15 | 3 | 1,072 | 111.1% | -0.65 | 0.0067 | -0.123 |
| 7.40 | 10.05 | 3 | 330 | 110.9% | 0.32 | 0.0064 | -0.122 | 155 | 54.70 | 58.75 | 8 | 349 | 108.7% | -0.68 | 0.0065 | -0.119 |
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs