SOXS option chain Direxion Daily Semiconductor Bear 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 ±32.0% (35.20–68.30) · 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 | |
| 10.15 | 12.80 | 2 | 108.6% | 0.75 | 0.0189 | -0.065 | 46 | 4.10 | 5.85 | 3 | 105.9% | -0.33 | 0.0200 | -0.073 | ||
| 9.75 | 12.50 | 107.5% | 0.74 | 0.0192 | -0.066 | 46.5 | 3.70 | 6.70 | 105.8% | -0.34 | 0.0203 | -0.074 | ||||
| 9.60 | 12.25 | 108.4% | 0.73 | 0.0194 | -0.067 | 47 | 3.90 | 6.95 | 105.6% | -0.35 | 0.0206 | -0.075 | ||||
| 9.50 | 12.00 | 109.7% | 0.72 | 0.0197 | -0.068 | 47.5 | 4.15 | 7.10 | 104.9% | -0.36 | 0.0209 | -0.076 | ||||
| 9.00 | 11.75 | 107.9% | 0.71 | 0.0200 | -0.069 | 48 | 4.40 | 7.30 | 104.6% | -0.37 | 0.0212 | -0.076 | ||||
| 9.05 | 11.50 | 110.1% | 0.70 | 0.0202 | -0.070 | 48.5 | 4.65 | 7.55 | 104.5% | -0.38 | 0.0215 | -0.077 | ||||
| 8.75 | 11.25 | 109.7% | 0.69 | 0.0204 | -0.071 | 49 | 4.90 | 7.75 | 104.0% | -0.40 | 0.0217 | -0.078 | ||||
| 8.50 | 11.05 | 109.9% | 0.68 | 0.0207 | -0.071 | 49.5 | 5.15 | 8.00 | 103.8% | -0.41 | 0.0220 | -0.078 | ||||
| 8.20 | 10.80 | 109.3% | 0.67 | 0.0209 | -0.072 | 50 | 5.45 | 8.25 | 103.8% | -0.42 | 0.0222 | -0.079 | ||||
| 8.00 | 10.60 | 109.7% | 0.66 | 0.0211 | -0.073 | 50.5 | 5.70 | 8.70 | 104.8% | -0.43 | 0.0224 | -0.079 | ||||
| 7.75 | 10.35 | 109.4% | 0.65 | 0.0212 | -0.073 | 51 | 6.00 | 8.95 | 104.7% | -0.44 | 0.0226 | -0.079 | ||||
| 7.55 | 10.15 | 109.7% | 0.64 | 0.0214 | -0.074 | 51.5 | 6.30 | 9.25 | 104.9% | -0.45 | 0.0228 | -0.080 | ||||
| 7.50 | 9.95 | 110.9% | 0.63 | 0.0216 | -0.074 | 52 | 6.60 | 9.05 | 101.6% | -0.46 | 0.0230 | -0.080 | ||||
| 7.25 | 9.75 | 110.7% | 0.62 | 0.0217 | -0.075 | 52.5 | 6.90 | 9.60 | 103.3% | -0.47 | 0.0231 | -0.080 | ||||
| 7.00 | 9.55 | 110.4% | 0.61 | 0.0218 | -0.075 | 53 | 7.20 | 10.05 | 104.3% | -0.48 | 0.0232 | -0.080 | ||||
| 6.90 | 9.35 | 111.1% | 0.60 | 0.0219 | -0.076 | 53.5 | 7.50 | 10.35 | 104.2% | -0.49 | 0.0234 | -0.080 | ||||
| 6.60 | 8.15 | 103.9% | 0.59 | 0.0220 | -0.076 | 54 | 7.80 | 10.60 | 103.7% | -0.50 | 0.0235 | -0.080 | ||||
| 6.55 | 9.00 | 111.6% | 0.58 | 0.0221 | -0.076 | 54.5 | 8.10 | 10.70 | 102.1% | -0.51 | 0.0236 | -0.080 | ||||
| 6.25 | 7.90 | 15 | 105.0% | 0.57 | 0.0222 | -0.076 | 55 | 8.40 | 11.15 | 102.8% | -0.53 | 0.0236 | -0.080 | |||
| 6.15 | 8.65 | 111.6% | 0.56 | 0.0222 | -0.077 | 55.5 | 8.75 | 11.30 | 101.7% | -0.54 | 0.0237 | -0.080 | ||||
| 5.95 | 8.50 | 111.7% | 0.55 | 0.0223 | -0.077 | 56 | 9.10 | 11.60 | 101.6% | -0.55 | 0.0237 | -0.080 | ||||
| 5.90 | 8.35 | 112.7% | 0.54 | 0.0223 | -0.077 | 56.5 | 9.40 | 12.05 | 102.1% | -0.56 | 0.0237 | -0.079 | ||||
| 5.65 | 8.20 | 112.3% | 0.53 | 0.0223 | -0.077 | 57 | 9.75 | 12.20 | 100.9% | -0.57 | 0.0237 | -0.079 | ||||
| 5.50 | 8.05 | 112.6% | 0.52 | 0.0223 | -0.077 | 57.5 | 10.10 | 12.60 | 101.2% | -0.58 | 0.0237 | -0.079 | ||||
| 5.35 | 6.80 | 11 | 105.6% | 0.51 | 0.0223 | -0.077 | 58 | 10.50 | 13.05 | 102.3% | -0.59 | 0.0237 | -0.078 | |||
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.
callsputs