SOXS catena di opzioni Direxion Daily Semiconductor Bear 3X ETF

Scadenza Cboe delayed options data · aggiornato al 09:42 UTC

Ogni riga corrisponde a uno strike. La metà sinistra è la call, la metà destra è la put. Bid/ask sono le quotazioni attuali di acquirenti e venditori; il volume indica i contratti scambiati in questa sessione; l'open interest indica i contratti aperti. La riga evidenziata è quella più vicina al prezzo del titolo.

Questa scadenza prezza una mossa di circa ±30.9% (34.03–64.43) · ATM IV 126.5% · P/C open interest 0.30

CALL								Strike	PUT
Bid	Chiedi	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	Chiedi	Vol	OI	IV	Δ	Γ	Θ
24.05	24.95	32	526	141.3%	0.98	0.0038	-0.020	25	0.2000	0.4800	108	722	136.4%	-0.03	0.0034	-0.018
21.35	25.00		8		0.97	0.0044	-0.024	26	0.2000	2.39	1	172	182.9%	-0.04	0.0040	-0.021
21.75	23.25	20	8	127.4%	0.96	0.0052	-0.027	27	0.1500	0.5500	5	288	123.7%	-0.04	0.0047	-0.025
19.65	22.15		150		0.95	0.0059	-0.031	28	0.3800	0.7700		200	131.7%	-0.05	0.0055	-0.028
20.15	21.20	11	474	125.7%	0.94	0.0067	-0.035	29	0.3500	0.6600	10	168	120.9%	-0.06	0.0063	-0.033
19.30	20.30	66	843	125.6%	0.93	0.0076	-0.039	30	0.6300	0.7100	620	1,505	123.1%	-0.07	0.0072	-0.037
17.00	19.55	13	171	79.1%	0.92	0.0084	-0.043	31	0.7200	1.27		64	130.6%	-0.08	0.0080	-0.042
17.55	18.65	35	242	125.1%	0.90	0.0093	-0.048	32	0.8800	1.07	14	265	123.0%	-0.10	0.0090	-0.046
15.30	17.80	16	272	93.5%	0.89	0.0103	-0.053	33	1.05	1.54	6	85	127.5%	-0.11	0.0099	-0.051
15.70	17.15	5	1,303	122.7%	0.87	0.0112	-0.058	34	1.26	1.75	152	327	127.2%	-0.13	0.0108	-0.056
15.40	16.20	162	1,055	124.1%	0.86	0.0121	-0.063	35	1.48	1.75	51	566	123.3%	-0.14	0.0118	-0.061
14.20	15.85	6	246	126.0%	0.84	0.0130	-0.067	36	1.58	2.12	218	114	122.7%	-0.16	0.0127	-0.066
13.75	14.90	5	428	126.4%	0.82	0.0138	-0.072	37	1.96	2.73	28	50	128.2%	-0.18	0.0136	-0.070
11.75	14.25	1	229	110.8%	0.80	0.0147	-0.077	38	2.26	2.67	4	105	123.6%	-0.20	0.0144	-0.075
12.00	13.40	14	232	120.2%	0.78	0.0154	-0.081	39	2.67	3.80		114	133.4%	-0.21	0.0152	-0.080
11.95	12.85	111	2,097	127.9%	0.76	0.0162	-0.085	40	3.00	3.45	35	535	125.2%	-0.23	0.0159	-0.084
0	0				0.00	0.0000	0.000	40.5	0	0				0.00	0.0000	0.000
10.30	13.10	19	688	126.1%	0.74	0.0168	-0.089	41	3.40	4.25		9	129.7%	-0.25	0.0166	-0.088
0	0				0.00	0.0000	0.000	41.5	0	0				0.00	0.0000	0.000
10.10	11.60	25	502	121.0%	0.72	0.0174	-0.093	42	3.25	4.70	23	43	124.5%	-0.27	0.0172	-0.091
0	0				0.00	0.0000	0.000	42.5	0	0				0.00	0.0000	0.000
10.15	11.20	2	471	128.7%	0.70	0.0180	-0.096	43	4.10	4.95	12	99	126.8%	-0.29	0.0178	-0.095
0	0				0.00	0.0000	0.000	43.5	0	0				0.00	0.0000	0.000
9.00	10.25	6	802	119.3%	0.68	0.0184	-0.099	44	4.75	5.10	16	86	125.8%	-0.32	0.0182	-0.098
0	0				0.00	0.0000	0.000	44.5	0	0				0.00	0.0000	0.000
9.05	9.95	344	1,423	126.6%	0.66	0.0188	-0.102	45	5.25	5.75	100	142	127.6%	-0.34	0.0187	-0.101
0	0				0.00	0.0000	0.000	45.5	0	0				0.00	0.0000	0.000
7.75	9.70	28	155	121.7%	0.64	0.0192	-0.104	46	5.05	6.25	351	128	121.4%	-0.36	0.0190	-0.103
0	0				0.00	0.0000	0.000	46.5	0	0				0.00	0.0000	0.000
8.30	9.25	36	197	130.9%	0.62	0.0195	-0.106	47	6.20	6.70	53	20	126.3%	-0.38	0.0193	-0.106
0	0				0.00	0.0000	0.000	47.5	0	0				0.00	0.0000	0.000
7.95	8.45	281	212	128.8%	0.60	0.0197	-0.108	48	6.70	7.40	36	91	127.3%	-0.40	0.0195	-0.107
0	0				0.00	0.0000	0.000	48.5	0	0				0.00	0.0000	0.000
7.55	8.05	69	256	129.3%	0.58	0.0198	-0.110	49	6.75	8.05	4	76	123.6%	-0.42	0.0197	-0.109
0	0				0.00	0.0000	0.000	49.5	0	0				0.00	0.0000	0.000
7.20	7.65	510	10.0K	130.0%	0.56	0.0199	-0.111	50	8.15	8.65	5	1,187	130.6%	-0.43	0.0198	-0.111
0	0				0.00	0.0000	0.000	50.5	0	0				0.00	0.0000	0.000
6.10	7.30	104	770	124.4%	0.54	0.0200	-0.112	51	7.85	11.00		100	137.6%	-0.45	0.0198	-0.112
0	0				0.00	0.0000	0.000	51.5	0	0				0.00	0.0000	0.000
5.85	6.95	488	241	125.6%	0.52	0.0200	-0.113	52	8.10	10.90		10	128.5%	-0.47	0.0199	-0.112
6.25	6.65	21	97	132.4%	0.50	0.0199	-0.114	53	9.20	11.55		4	132.3%	-0.49	0.0198	-0.113
5.20	6.40	8	47	127.2%	0.49	0.0199	-0.114	54	9.80	12.95		19	138.0%	-0.51	0.0198	-0.113
5.40	6.25	53	733	132.9%	0.47	0.0197	-0.114	55	11.15	13.65		99	143.8%	-0.53	0.0196	-0.113
4.55	5.75		40	126.8%	0.45	0.0196	-0.114	56	11.85	13.60		3	137.8%	-0.54	0.0195	-0.113
4.85	6.05	11	136	136.7%	0.44	0.0194	-0.113	57	12.55	14.35		6	138.1%	-0.56	0.0193	-0.113
4.55	5.20	15	162	131.7%	0.42	0.0192	-0.113	58	12.70	15.05		77	133.2%	-0.57	0.0191	-0.113
4.05	4.95	36	35	129.7%	0.40	0.0190	-0.112	59	14.00	15.80		10	138.5%	-0.59	0.0189	-0.112
4.15	4.75	323	3,062	133.1%	0.39	0.0187	-0.112	60	14.80	17.30	1	97	145.0%	-0.60	0.0186	-0.111
3.55	4.60	19	771	130.7%	0.38	0.0184	-0.111	61	15.55	17.55		2	140.7%	-0.62	0.0184	-0.110
3.55	4.25	95	160	131.6%	0.36	0.0181	-0.110	62	16.35	18.90		6	146.0%	-0.63	0.0181	-0.109
3.20	4.05	23	125	130.5%	0.35	0.0178	-0.108	63	17.15	19.75			146.9%	-0.64	0.0178	-0.108
2.30	4.05	4	41	125.8%	0.34	0.0175	-0.107	64	17.00	20.55		2	138.8%	-0.66	0.0175	-0.107
3.30	3.85	40	740	136.7%	0.32	0.0172	-0.106	65	18.80	21.45		3	148.7%	-0.67	0.0172	-0.106
3.20	3.85	55	281	137.4%	0.31	0.0169	-0.105	66	19.30	22.20			145.5%	-0.68	0.0169	-0.105
2.34	3.55		19	131.6%	0.30	0.0166	-0.103	67	19.80	22.30			135.9%	-0.69	0.0165	-0.103
2.45	3.30	3	36	133.4%	0.29	0.0162	-0.102	68	21.25	23.90		2	149.0%	-0.70	0.0162	-0.102
1.90	3.85	3	403	136.5%	0.28	0.0159	-0.100	69	21.75	24.35		4	142.4%	-0.71	0.0159	-0.100
2.26	3.10	9	309	135.6%	0.27	0.0156	-0.099	70	22.80	24.20	1	141	134.6%	-0.72	0.0156	-0.099
1.11	3.00		66	125.3%	0.26	0.0152	-0.097	71	22.90	26.15			138.0%	-0.73	0.0152	-0.097
2.35	2.86	300	19	139.8%	0.25	0.0149	-0.096	72	23.60	26.65		9	132.5%	-0.74	0.0149	-0.096
0.7100	2.81		5	123.9%	0.24	0.0145	-0.094	73	24.60	28.25			141.7%	-0.75	0.0146	-0.094

Strike mostrati: entro ±50% del prezzo del sottostante. Valore intrinseco = max(0, prezzo − strike) per le call, max(0, strike − prezzo) per le put; estrinseco = prezzo dell'opzione − intrinseco. Greche e IV calcolate dal feed della borsa.

Volatility smile — Nov 20, 2026

Pagina della volatilità →

Volatilità implicita per strike per questa scadenza. I put out-of-the-money prezzano solitamente una IV più alta rispetto alle call — lo skew.

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SOXS catena di opzioni Direxion Daily Semiconductor Bear 3X ETF

Volatility smile — Nov 20, 2026

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