SOXS option chain Direxion Daily Semiconductor Bear 3X ETF

Expiration Cboe delayed options data · as of 18:38 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 ±15.3% (44.16–60.11) · ATM IV 93.8% · P/C open interest 0.50

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
24.55	26.95			196.8%	1.00	0.0008	0.000	27	0	0.7500		64	206.4%	-0.00	0.0008	-0.005
23.50	25.95		3	183.8%	1.00	0.0011	0.000	28	0	0.8800		188	203.7%	-0.01	0.0011	-0.006
22.60	25.05			186.5%	1.00	0.0014	0.000	29	0	0.8700		8	193.5%	-0.01	0.0014	-0.007
21.60	22.40	8	192		1.00	0.0018	0.000	30	0	0.1300	2	472	130.4%	-0.01	0.0018	-0.009
20.60	23.05			168.1%	0.99	0.0023	-0.001	31	0.0100	0.2200		32	135.0%	-0.01	0.0023	-0.011
19.65	22.00			159.4%	0.99	0.0030	-0.004	32	0.0300	0.1900	1	109	126.9%	-0.01	0.0030	-0.014
18.65	21.00		4	150.9%	0.99	0.0037	-0.008	33	0.0500	0.1000	3	78	112.8%	-0.02	0.0037	-0.017
17.70	20.10		80	149.1%	0.98	0.0046	-0.012	34	0.0200	0.2500		30	117.3%	-0.02	0.0046	-0.021
16.70	19.10		127	140.8%	0.97	0.0057	-0.017	35	0.0600	0.3100	15	733	117.2%	-0.03	0.0057	-0.025
15.75	18.15	5	26	136.4%	0.97	0.0069	-0.022	36	0.0200	0.3200	3	40	108.5%	-0.04	0.0070	-0.030
14.80	16.70		54	112.7%	0.96	0.0084	-0.028	37	0.1600	0.2600	8	374	106.2%	-0.05	0.0084	-0.036
13.90	16.30		118	129.8%	0.95	0.0100	-0.035	38	0.2000	0.3400	8	159	105.0%	-0.06	0.0101	-0.042
13.00	15.40	2	99	127.1%	0.93	0.0119	-0.042	39	0.0400	0.6900		337	105.3%	-0.07	0.0120	-0.049
12.10	14.60	6	729	126.3%	0.92	0.0139	-0.050	40	0.4200	0.5300	43	1,129	105.2%	-0.09	0.0140	-0.057
11.25	13.50		153	119.0%	0.90	0.0162	-0.059	41	0.5100	0.6700	28	275	104.2%	-0.10	0.0163	-0.065
10.40	12.80	5	92	120.0%	0.88	0.0185	-0.068	42	0.6400	0.8000	8	292	102.8%	-0.12	0.0187	-0.073
10.00	12.35	2	241	118.6%	0.87	0.0198	-0.072	42.5	0.6600	0.9700	3		103.1%	-0.13	0.0199	-0.077
9.60	12.00	19	220	118.9%	0.86	0.0210	-0.077	43	0.7200	1.04	6	73	101.8%	-0.15	0.0212	-0.082
9.45	11.55		1	121.5%	0.85	0.0222	-0.081	43.5	0.8600	1.26	3	2	104.8%	-0.16	0.0224	-0.086
8.85	9.95	19	61	95.2%	0.83	0.0235	-0.086	44	0.8200	1.27	5	172	100.1%	-0.17	0.0237	-0.091
8.70	10.75			119.8%	0.82	0.0247	-0.090	44.5	0.8000	1.40	6		97.9%	-0.19	0.0249	-0.095
8.10	9.10	15	1,401	94.3%	0.81	0.0260	-0.095	45	1.28	1.48	254	646	103.2%	-0.20	0.0262	-0.099
7.75	10.05		15	115.8%	0.79	0.0272	-0.099	45.5	1.26	1.69		31	101.9%	-0.21	0.0274	-0.103
7.40	8.10	6	227	90.8%	0.78	0.0284	-0.103	46	1.42	1.84	28	202	102.2%	-0.23	0.0286	-0.107
7.05	8.85	1	4	107.6%	0.76	0.0295	-0.107	46.5	1.43	1.98		1	99.8%	-0.25	0.0298	-0.111
6.70	7.80	8	100	97.0%	0.74	0.0306	-0.112	47	1.38	2.15		98	96.9%	-0.26	0.0309	-0.115
6.40	8.70		7	114.6%	0.73	0.0317	-0.115	47.5	1.36	2.38	3	3	95.2%	-0.28	0.0319	-0.119
6.10	8.40	22	310	114.7%	0.71	0.0326	-0.119	48	1.79	2.59	5	112	99.2%	-0.30	0.0329	-0.122
5.80	8.10		20	114.7%	0.69	0.0336	-0.122	48.5	1.63	2.75		61	94.1%	-0.32	0.0338	-0.125
5.50	7.80	13	110	114.4%	0.67	0.0344	-0.125	49	2.53	2.90	50	86	102.7%	-0.33	0.0347	-0.128
5.20	7.55	2	12	114.5%	0.66	0.0352	-0.128	49.5	2.81	3.20	11	6	104.7%	-0.35	0.0355	-0.131
5.10	5.70	87	1,656	97.1%	0.64	0.0358	-0.130	50	2.60	3.40	76	392	99.0%	-0.37	0.0362	-0.133
4.55	6.70	2	201	115.5%	0.60	0.0369	-0.135	51	3.35	3.90	22	67	102.9%	-0.41	0.0373	-0.137
4.05	4.50	111	369	95.0%	0.56	0.0376	-0.137	52	2.95	4.45	10	116	92.6%	-0.45	0.0380	-0.139
3.65	4.10	49	345	96.4%	0.52	0.0380	-0.139	53	3.75	5.05	39	63	96.4%	-0.48	0.0384	-0.140
3.15	3.60	56	273	94.6%	0.49	0.0380	-0.139	54	4.20	5.60	138	26	94.4%	-0.52	0.0384	-0.140
2.91	3.30	53	717	97.3%	0.45	0.0377	-0.139	55	5.70	6.30	8	40	105.9%	-0.56	0.0381	-0.139
2.53	2.91	11	197	96.5%	0.42	0.0370	-0.137	56	4.85	6.95		9	87.8%	-0.59	0.0375	-0.137
2.18	2.67	46	285	97.1%	0.38	0.0361	-0.134	57	5.30	7.70		1	85.3%	-0.63	0.0366	-0.134
1.91	3.45		73	110.7%	0.35	0.0350	-0.131	58	6.05	8.40		7	85.0%	-0.66	0.0355	-0.130
1.70	3.10		71	110.6%	0.32	0.0337	-0.127	59	6.80	9.20		1	85.2%	-0.69	0.0342	-0.125
1.51	1.79	43	941	97.2%	0.29	0.0322	-0.122	60	8.60	10.00	1	178	99.8%	-0.72	0.0328	-0.120
1.33	2.86	1	329	115.4%	0.27	0.0307	-0.117	61	8.40	10.75			83.6%	-0.74	0.0312	-0.115
1.15	2.20		69	109.6%	0.24	0.0291	-0.111	62	9.25	11.65		11	84.3%	-0.77	0.0296	-0.109
1.04	2.42		297	116.7%	0.22	0.0274	-0.106	63	10.10	12.60		2	85.4%	-0.79	0.0280	-0.103
0.8900	2.14		31	115.6%	0.20	0.0258	-0.100	64	11.00	13.45		3	84.7%	-0.81	0.0263	-0.096
0.7300	0.9900	33	668	98.6%	0.18	0.0242	-0.095	65	11.85	14.35	3	4	82.9%	-0.83	0.0246	-0.090
0.6500	1.76		34	115.5%	0.17	0.0226	-0.089	66	12.70	15.25		1	79.5%	-0.85	0.0230	-0.084
0.5700	0.9900	3	27	104.3%	0.15	0.0210	-0.083	67	13.65	16.10			73.8%	-0.86	0.0214	-0.078
0.4700	0.9600	3	183	105.8%	0.14	0.0196	-0.078	68	14.55	17.00		10		-0.88	0.0198	-0.072
0.4400	0.7800	1	18	105.1%	0.12	0.0182	-0.073	69	15.50	18.00				-0.89	0.0184	-0.066
0.4000	0.6700	38	268	105.2%	0.11	0.0168	-0.068	70	16.50	18.90		71		-0.90	0.0169	-0.060
0.3500	0.8000	3	16	110.9%	0.10	0.0156	-0.064	71	17.45	19.85				-0.91	0.0159	-0.055
0.2800	0.6200	2	54	107.8%	0.09	0.0144	-0.059	72	18.30	20.80				-0.92	0.0151	-0.049
0.2800	0.4600	1	57	106.4%	0.08	0.0133	-0.055	73	19.30	21.80		5		-0.93	0.0142	-0.044
0	1.07		15	119.4%	0.07	0.0122	-0.051	74	20.25	22.70		1		-0.94	0.0136	-0.040
0.2000	0.4000	8	329	107.9%	0.07	0.0113	-0.047	75	21.30	23.75		3		-0.95	0.0132	-0.037

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 — Sep 18, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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SOXS option chain Direxion Daily Semiconductor Bear 3X ETF

Volatility smile — Sep 18, 2026

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