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 ±71.0% (12.87–75.97) · ATM IV 123.3% · P/C open interest 0.18
| 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 | |
| 22.00 | 25.55 | 6 | 121.6% | 0.95 | 0.0064 | -0.018 | 25 | 3.10 | 6.40 | 31 | 121.8% | -0.15 | 0.0067 | -0.021 | ||
| 21.45 | 25.05 | 122.2% | 0.94 | 0.0067 | -0.019 | 26 | 3.40 | 6.85 | 2 | 120.9% | -0.17 | 0.0070 | -0.022 | |||
| 21.00 | 24.60 | 123.5% | 0.93 | 0.0071 | -0.020 | 27 | 3.85 | 7.35 | 1 | 121.1% | -0.18 | 0.0073 | -0.023 | |||
| 20.55 | 24.15 | 1 | 124.4% | 0.92 | 0.0073 | -0.021 | 28 | 4.70 | 7.90 | 35 | 123.8% | -0.19 | 0.0076 | -0.024 | ||
| 20.15 | 23.70 | 125.3% | 0.91 | 0.0076 | -0.022 | 29 | 4.90 | 8.45 | 122.4% | -0.20 | 0.0078 | -0.025 | ||||
| 19.80 | 23.25 | 11 | 105 | 126.2% | 0.90 | 0.0079 | -0.023 | 30 | 6.70 | 8.15 | 2 | 43 | 125.1% | -0.21 | 0.0081 | -0.025 |
| 19.30 | 22.95 | 13 | 126.9% | 0.89 | 0.0081 | -0.024 | 31 | 7.30 | 8.75 | 1 | 6 | 125.9% | -0.22 | 0.0083 | -0.026 | |
| 19.15 | 22.50 | 3 | 128.4% | 0.87 | 0.0084 | -0.025 | 32 | 7.40 | 8.90 | 6 | 6 | 121.4% | -0.23 | 0.0085 | -0.027 | |
| 18.55 | 22.15 | 7 | 19 | 127.8% | 0.86 | 0.0086 | -0.026 | 33 | 7.05 | 9.70 | 1 | 4 | 118.1% | -0.24 | 0.0087 | -0.028 |
| 18.25 | 21.75 | 41 | 128.4% | 0.85 | 0.0088 | -0.027 | 34 | 8.80 | 11.40 | 7 | 130.0% | -0.25 | 0.0089 | -0.028 | ||
| 17.85 | 21.35 | 73 | 128.4% | 0.84 | 0.0090 | -0.027 | 35 | 9.50 | 12.05 | 13 | 130.8% | -0.26 | 0.0091 | -0.029 | ||
| 17.55 | 21.00 | 2 | 129.0% | 0.83 | 0.0091 | -0.028 | 36 | 10.00 | 12.65 | 130.3% | -0.27 | 0.0093 | -0.029 | |||
| 17.15 | 20.65 | 129.0% | 0.82 | 0.0093 | -0.029 | 37 | 10.50 | 12.85 | 8 | 127.8% | -0.28 | 0.0095 | -0.030 | |||
| 16.80 | 20.30 | 1 | 129.1% | 0.81 | 0.0095 | -0.029 | 38 | 11.30 | 14.00 | 1 | 131.2% | -0.29 | 0.0096 | -0.031 | ||
| 16.60 | 19.40 | 24 | 127.3% | 0.81 | 0.0096 | -0.030 | 39 | 12.00 | 14.65 | 6 | 131.6% | -0.30 | 0.0098 | -0.031 | ||
| 16.25 | 19.40 | 20 | 29 | 128.8% | 0.80 | 0.0098 | -0.030 | 40 | 12.30 | 13.95 | 3 | 3 | 123.9% | -0.31 | 0.0099 | -0.032 |
| 16.00 | 19.30 | 1 | 130.3% | 0.79 | 0.0099 | -0.031 | 41 | 13.30 | 15.75 | 130.7% | -0.32 | 0.0100 | -0.032 | |||
| 15.65 | 18.95 | 9 | 130.1% | 0.78 | 0.0100 | -0.032 | 42 | 13.20 | 15.75 | 1 | 16 | 124.5% | -0.33 | 0.0102 | -0.032 | |
| 15.40 | 18.65 | 18 | 130.4% | 0.77 | 0.0101 | -0.032 | 43 | 13.80 | 16.80 | 125.9% | -0.34 | 0.0103 | -0.033 | |||
| 15.00 | 18.30 | 58 | 129.8% | 0.76 | 0.0102 | -0.033 | 44 | 13.80 | 16.00 | 116.8% | -0.35 | 0.0104 | -0.033 | |||
| 14.85 | 17.10 | 1 | 40 | 126.7% | 0.75 | 0.0103 | -0.033 | 45 | 15.80 | 18.15 | 45 | 50 | 128.7% | -0.36 | 0.0105 | -0.034 |
| 14.55 | 17.75 | 10 | 130.6% | 0.74 | 0.0104 | -0.033 | 46 | 15.60 | 18.80 | 2 | 124.8% | -0.36 | 0.0106 | -0.034 | ||
| 14.25 | 17.40 | 7 | 130.3% | 0.73 | 0.0105 | -0.034 | 47 | 16.30 | 19.45 | 3 | 124.6% | -0.37 | 0.0107 | -0.034 | ||
| 14.00 | 17.15 | 8 | 130.5% | 0.72 | 0.0106 | -0.034 | 48 | 17.15 | 20.15 | 125.2% | -0.38 | 0.0107 | -0.034 | |||
| 13.65 | 16.90 | 3 | 130.3% | 0.72 | 0.0107 | -0.035 | 49 | 17.75 | 20.80 | 124.6% | -0.39 | 0.0108 | -0.035 | |||
| 13.50 | 16.70 | 182 | 131.0% | 0.71 | 0.0107 | -0.035 | 50 | 18.20 | 21.50 | 123.4% | -0.40 | 0.0109 | -0.035 | |||
| 13.15 | 16.50 | 10 | 130.9% | 0.70 | 0.0108 | -0.035 | 51 | 18.95 | 22.25 | 2 | 123.7% | -0.41 | 0.0110 | -0.035 | ||
| 12.85 | 16.25 | 2 | 130.7% | 0.69 | 0.0109 | -0.035 | 52 | 19.75 | 22.95 | 123.8% | -0.41 | 0.0110 | -0.035 | |||
| 12.70 | 16.00 | 3 | 131.1% | 0.68 | 0.0109 | -0.036 | 53 | 20.45 | 23.70 | 123.8% | -0.42 | 0.0111 | -0.035 | |||
| 12.45 | 15.75 | 131.0% | 0.68 | 0.0110 | -0.036 | 54 | 21.20 | 24.40 | 123.6% | -0.43 | 0.0111 | -0.035 | ||||
| 12.20 | 15.50 | 49 | 130.9% | 0.67 | 0.0110 | -0.036 | 55 | 21.95 | 25.10 | 123.5% | -0.44 | 0.0111 | -0.036 | |||
| 11.90 | 15.30 | 7 | 130.7% | 0.66 | 0.0111 | -0.037 | 56 | 22.80 | 25.85 | 123.9% | -0.45 | 0.0112 | -0.036 | |||
| 11.75 | 15.10 | 201 | 131.1% | 0.65 | 0.0111 | -0.037 | 57 | 23.50 | 26.60 | 123.6% | -0.45 | 0.0112 | -0.036 | |||
| 11.50 | 14.90 | 101 | 131.0% | 0.65 | 0.0111 | -0.037 | 58 | 24.30 | 27.40 | 123.9% | -0.46 | 0.0112 | -0.036 | |||
| 11.30 | 14.65 | 1 | 130.9% | 0.64 | 0.0112 | -0.037 | 59 | 24.90 | 28.10 | 123.0% | -0.47 | 0.0113 | -0.036 | |||
| 11.40 | 14.45 | 1 | 101 | 132.2% | 0.63 | 0.0112 | -0.037 | 60 | 25.65 | 29.00 | 123.4% | -0.48 | 0.0113 | -0.036 | ||
| 10.95 | 14.25 | 5 | 131.2% | 0.62 | 0.0112 | -0.037 | 61 | 26.35 | 29.65 | 122.5% | -0.48 | 0.0113 | -0.036 | |||
| 10.65 | 14.00 | 2 | 11 | 130.7% | 0.62 | 0.0112 | -0.038 | 62 | 27.20 | 30.55 | 123.2% | -0.49 | 0.0113 | -0.036 | ||
| 11.20 | 12.75 | 23 | 640 | 129.5% | 0.61 | 0.0112 | -0.038 | 63 | 27.95 | 31.30 | 2 | 123.0% | -0.50 | 0.0113 | -0.036 | |
| 10.25 | 13.70 | 130.9% | 0.60 | 0.0112 | -0.038 | 64 | 28.80 | 32.15 | 123.4% | -0.50 | 0.0113 | -0.036 | ||||
| 10.10 | 13.50 | 131.0% | 0.60 | 0.0113 | -0.038 | 65 | 29.60 | 32.95 | 123.4% | -0.51 | 0.0113 | -0.036 | ||||
| 9.90 | 13.30 | 130.9% | 0.59 | 0.0113 | -0.038 | 66 | 30.35 | 33.80 | 123.4% | -0.52 | 0.0113 | -0.036 | ||||
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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.