SOXS option chain Direxion Daily Semiconductor Bear 3X ETF
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 ±31.2% (35.80–68.25) · ATM IV 112.5% · P/C open interest 0.89
| 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 | |
| 21.80 | 23.45 | 6 | 1.00 | 0.0035 | -0.010 | 30 | 0.1000 | 0.8500 | 1 | 54 | 107.6% | -0.06 | 0.0063 | -0.026 | ||
| 16.90 | 19.25 | 15 | 93.0% | 0.95 | 0.0091 | -0.033 | 35 | 1.21 | 1.34 | 30 | 606 | 109.1% | -0.12 | 0.0110 | -0.044 | |
| 16.10 | 18.50 | 1 | 100.4% | 0.93 | 0.0104 | -0.038 | 36 | 0.9000 | 1.71 | 1 | 6 | 104.1% | -0.14 | 0.0120 | -0.047 | |
| 15.35 | 17.75 | 104.8% | 0.92 | 0.0117 | -0.043 | 37 | 1.51 | 1.99 | 15 | 109.7% | -0.15 | 0.0130 | -0.051 | |||
| 14.65 | 17.00 | 10 | 107.7% | 0.90 | 0.0130 | -0.048 | 38 | 1.45 | 2.16 | 2 | 28 | 104.9% | -0.17 | 0.0140 | -0.055 | |
| 13.90 | 16.25 | 108.3% | 0.88 | 0.0142 | -0.053 | 39 | 1.65 | 2.60 | 2 | 1 | 106.0% | -0.19 | 0.0150 | -0.058 | ||
| 13.25 | 15.50 | 127 | 109.4% | 0.86 | 0.0153 | -0.057 | 40 | 2.40 | 2.68 | 25 | 83 | 108.3% | -0.21 | 0.0160 | -0.062 | |
| 12.55 | 14.70 | 4 | 1 | 108.5% | 0.84 | 0.0164 | -0.061 | 41 | 2.28 | 3.25 | 1 | 1 | 106.3% | -0.23 | 0.0169 | -0.065 |
| 11.95 | 13.20 | 26 | 100.8% | 0.82 | 0.0173 | -0.065 | 42 | 2.35 | 3.60 | 6 | 103.7% | -0.25 | 0.0178 | -0.069 | ||
| 11.35 | 12.90 | 2 | 3 | 105.4% | 0.80 | 0.0182 | -0.069 | 43 | 2.76 | 4.00 | 1 | 4 | 104.3% | -0.27 | 0.0186 | -0.072 |
| 10.85 | 12.95 | 4 | 112.8% | 0.77 | 0.0190 | -0.071 | 44 | 3.15 | 4.40 | 7 | 104.3% | -0.29 | 0.0194 | -0.075 | ||
| 10.30 | 12.10 | 2 | 23 | 110.9% | 0.75 | 0.0196 | -0.074 | 45 | 4.00 | 4.80 | 2 | 23 | 107.7% | -0.31 | 0.0202 | -0.077 |
| 9.70 | 11.80 | 12 | 112.8% | 0.73 | 0.0202 | -0.076 | 46 | 4.60 | 5.20 | 5 | 7 | 108.5% | -0.33 | 0.0208 | -0.080 | |
| 9.20 | 11.25 | 17 | 113.0% | 0.71 | 0.0207 | -0.078 | 47 | 5.10 | 5.55 | 26 | 2 | 107.7% | -0.36 | 0.0214 | -0.082 | |
| 8.80 | 9.80 | 62 | 106.6% | 0.68 | 0.0211 | -0.080 | 48 | 5.10 | 6.05 | 28 | 30 | 104.0% | -0.38 | 0.0219 | -0.084 | |
| 8.30 | 9.60 | 2 | 31 | 108.9% | 0.66 | 0.0215 | -0.082 | 49 | 6.05 | 6.80 | 109.0% | -0.40 | 0.0223 | -0.085 | ||
| 8.20 | 8.85 | 103 | 199 | 109.5% | 0.64 | 0.0218 | -0.083 | 50 | 6.70 | 7.10 | 20 | 27 | 107.9% | -0.42 | 0.0227 | -0.087 |
| 7.35 | 9.35 | 8 | 113.5% | 0.62 | 0.0220 | -0.084 | 51 | 6.40 | 8.05 | 11 | 104.4% | -0.44 | 0.0230 | -0.088 | ||
| 7.00 | 9.30 | 1 | 8 | 116.7% | 0.60 | 0.0222 | -0.085 | 52 | 7.50 | 8.65 | 1 | 2 | 108.3% | -0.47 | 0.0232 | -0.089 |
| 6.65 | 8.10 | 44 | 111.4% | 0.58 | 0.0224 | -0.086 | 53 | 7.55 | 9.25 | 22 | 104.2% | -0.49 | 0.0234 | -0.089 | ||
| 6.65 | 7.40 | 7 | 21 | 111.9% | 0.56 | 0.0225 | -0.086 | 54 | 8.40 | 9.95 | 2 | 3 | 106.3% | -0.51 | 0.0235 | -0.090 |
| 5.85 | 6.75 | 33 | 123 | 107.0% | 0.54 | 0.0225 | -0.087 | 55 | 8.75 | 10.60 | 5 | 104.2% | -0.53 | 0.0235 | -0.090 | |
| 5.50 | 6.85 | 11 | 23 | 110.1% | 0.52 | 0.0225 | -0.087 | 56 | 9.40 | 11.25 | 1 | 103.9% | -0.55 | 0.0234 | -0.090 | |
| 4.65 | 5.20 | 19 | 54 | 110.0% | 0.44 | 0.0220 | -0.086 | 60 | 11.90 | 14.10 | 101.2% | -0.63 | 0.0227 | -0.087 | ||
| 3.40 | 3.90 | 28 | 36 | 109.3% | 0.36 | 0.0205 | -0.081 | 65 | 15.65 | 18.10 | 100.1% | -0.71 | 0.0209 | -0.081 | ||
| 2.64 | 2.95 | 72 | 306 | 110.6% | 0.29 | 0.0185 | -0.074 | 70 | 19.70 | 22.25 | 9 | 96.5% | -0.78 | 0.0185 | -0.071 | |
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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.