SOXS cadena de opciones Direxion Daily Semiconductor Bear 3X ETF

Vencimiento Cboe delayed options data · a fecha de 00:44 UTC

Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.

Este vencimiento descuenta un movimiento de aproximadamente ±28.2% (33.34–59.54) · ATM IV 119.9% · P/C interés abierto 0.32

CALLS								Strike	PUTS
Bid	Preguntar	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	Preguntar	Vol	OI	IV	Δ	Γ	Θ
20.65	23.30		2		0.98	0.0034	-0.012	24	0.1400	0.2700	2	211	128.9%	-0.02	0.0032	-0.014
19.95	22.40		510		0.97	0.0040	-0.015	25	0.1800	0.2500	117	779	123.0%	-0.03	0.0039	-0.017
18.75	21.45		8		0.96	0.0048	-0.018	26	0.2000	0.3200	56	171	120.8%	-0.04	0.0047	-0.020
17.80	21.40		24		0.95	0.0057	-0.022	27	0.2700	0.5400	3	288	125.7%	-0.04	0.0056	-0.024
17.15	19.65		150		0.94	0.0067	-0.026	28	0.3500	0.5600	81	199	122.0%	-0.05	0.0066	-0.028
16.30	18.75	1	484		0.93	0.0077	-0.031	29	0.4300	0.7700	1	171	123.5%	-0.06	0.0076	-0.032
15.20	18.25	15	897	73.3%	0.92	0.0088	-0.035	30	0.5800	0.7400	160	1,866	119.5%	-0.08	0.0087	-0.037
14.60	16.75	1	182		0.91	0.0100	-0.040	31	0.6200	0.9700	1	64	118.8%	-0.09	0.0099	-0.042
13.45	17.00		241	101.2%	0.89	0.0112	-0.045	32	0.6500	1.18	7	252	116.7%	-0.11	0.0111	-0.047
12.90	15.35	1	278	89.8%	0.87	0.0124	-0.051	33	1.09	1.39	18	80	121.4%	-0.12	0.0123	-0.052
12.05	15.50		1,303	109.7%	0.86	0.0136	-0.056	34	1.20	1.93	2	330	124.5%	-0.14	0.0135	-0.057
11.20	13.60	13	1,093	89.1%	0.84	0.0148	-0.061	35	1.50	1.91	309	474	122.4%	-0.16	0.0147	-0.062
11.05	13.10	219	243	104.6%	0.82	0.0160	-0.066	36	1.65	2.48	17	219	123.2%	-0.18	0.0159	-0.067
10.15	12.90	3	429	109.6%	0.80	0.0170	-0.071	37	2.07	3.25		55	130.3%	-0.20	0.0170	-0.072
9.30	11.75	2	222	101.9%	0.77	0.0180	-0.076	38	2.16	3.05	8	106	120.6%	-0.22	0.0180	-0.077
8.65	11.35		229	105.7%	0.75	0.0190	-0.081	39	2.74	3.85		114	128.2%	-0.25	0.0189	-0.081
8.55	10.35	54	2,088	107.8%	0.73	0.0198	-0.085	40	3.05	3.90	27	530	123.4%	-0.27	0.0198	-0.086
8.00	10.75			112.9%	0.72	0.0202	-0.087	40.5	3.15	5.05			132.3%	-0.28	0.0202	-0.087
8.15	10.95	4	687	122.9%	0.70	0.0206	-0.089	41	3.60	5.00		7	131.9%	-0.29	0.0205	-0.089
7.30	9.75			107.4%	0.69	0.0209	-0.091	41.5	3.25	5.70			130.9%	-0.30	0.0209	-0.091
7.70	9.45	12	513	114.3%	0.68	0.0212	-0.092	42	3.95	4.90	13	62	125.2%	-0.32	0.0212	-0.093
7.50	9.35			116.8%	0.67	0.0215	-0.094	42.5	4.00	6.20			134.1%	-0.33	0.0215	-0.094
7.20	8.75	6	469	113.1%	0.66	0.0217	-0.095	43	3.85	5.20	244	107	117.9%	-0.34	0.0217	-0.096
6.30	8.80			110.0%	0.65	0.0220	-0.097	43.5	4.55	6.55			133.2%	-0.35	0.0220	-0.097
6.75	8.30	75	801	114.4%	0.63	0.0222	-0.098	44	4.30	6.45	3	94	124.9%	-0.36	0.0222	-0.099
6.30	8.30	6		114.8%	0.62	0.0224	-0.099	44.5	4.90	6.60	2		127.1%	-0.37	0.0224	-0.100
7.15	7.80	180	1,435	122.7%	0.61	0.0225	-0.101	45	5.70	6.90	22	215	132.5%	-0.39	0.0225	-0.101
5.40	8.30			115.3%	0.60	0.0227	-0.102	45.5	5.90	6.90	2		129.3%	-0.40	0.0227	-0.102
5.75	7.65	5	146	116.7%	0.59	0.0228	-0.103	46	6.05	7.10	34	418	127.4%	-0.41	0.0228	-0.103
4.80	7.40			109.7%	0.58	0.0229	-0.103	46.5	6.50	7.50	2		130.1%	-0.42	0.0229	-0.104
6.30	7.45	68	195	128.0%	0.56	0.0229	-0.104	47	6.05	8.35	1	46	128.4%	-0.43	0.0230	-0.104
4.45	7.45			114.8%	0.55	0.0230	-0.105	47.5	7.00	9.05			138.2%	-0.44	0.0230	-0.105
5.45	6.60	7	385	119.8%	0.54	0.0230	-0.106	48	7.30	9.30		84	137.8%	-0.45	0.0230	-0.106
4.10	7.50			119.3%	0.53	0.0230	-0.106	48.5	7.30	9.70			135.8%	-0.47	0.0230	-0.106
4.95	6.20	11	292	118.7%	0.52	0.0230	-0.107	49	7.90	10.30		75	141.2%	-0.48	0.0230	-0.106
3.75	6.50			113.9%	0.51	0.0230	-0.107	49.5	7.60	10.05			130.4%	-0.49	0.0230	-0.107
4.55	5.80	103	10.0K	118.1%	0.50	0.0229	-0.107	50	7.40	10.40	16	1,187	126.0%	-0.50	0.0230	-0.107
3.40	6.85			120.3%	0.49	0.0229	-0.107	50.5	8.85	11.05			139.2%	-0.51	0.0229	-0.107
3.65	5.95	1	870	117.5%	0.48	0.0228	-0.108	51	9.00	11.40	120	100	137.8%	-0.52	0.0228	-0.107
3.00	5.95			114.6%	0.47	0.0227	-0.108	51.5	9.55	11.75			139.9%	-0.53	0.0228	-0.107
4.05	5.25	3	704	120.7%	0.46	0.0226	-0.108	52	9.50	12.30		10	138.3%	-0.54	0.0227	-0.107
3.20	4.95	9	101	115.7%	0.44	0.0224	-0.107	53	10.60	12.85		4	140.9%	-0.56	0.0224	-0.107
2.82	5.75		51	124.9%	0.42	0.0221	-0.107	54	11.25	13.60		19	140.9%	-0.57	0.0222	-0.107
2.86	4.80	30	714	121.5%	0.41	0.0218	-0.107	55	11.45	14.35	1	99	136.4%	-0.59	0.0218	-0.106
2.98	4.35	1	40	123.2%	0.39	0.0214	-0.106	56	12.75	15.15		3	142.3%	-0.61	0.0215	-0.105
2.36	4.30		145	121.4%	0.37	0.0210	-0.105	57	12.70	15.90		6	134.8%	-0.63	0.0211	-0.104
2.16	3.80		173	118.8%	0.36	0.0207	-0.104	58	13.50	16.95		77	138.0%	-0.64	0.0207	-0.103
2.62	3.50	1	68	124.6%	0.34	0.0202	-0.103	59	15.05	17.40		10	142.4%	-0.66	0.0203	-0.102
2.64	3.95	223	3,220	133.4%	0.33	0.0198	-0.101	60	15.35	18.40		97	139.8%	-0.67	0.0199	-0.100
2.02	3.65		767	128.0%	0.31	0.0194	-0.100	61	15.75	18.85		2	132.3%	-0.68	0.0195	-0.099
0.8000	4.20		168	124.7%	0.30	0.0189	-0.098	62	17.05	19.45		6	135.2%	-0.70	0.0190	-0.097
1.60	3.35		98	127.8%	0.29	0.0185	-0.097	63	17.65	20.75			137.9%	-0.71	0.0186	-0.096
2.04	2.67	7	43	128.6%	0.28	0.0180	-0.095	64	18.55	21.75		2	140.5%	-0.72	0.0181	-0.094
1.77	2.61	11	607	128.3%	0.26	0.0175	-0.094	65	19.45	22.65		3	141.9%	-0.73	0.0177	-0.092
0.8500	3.35		178	129.4%	0.25	0.0171	-0.092	66	20.75	23.50			146.9%	-0.75	0.0172	-0.090
1.37	2.46	1	19	128.2%	0.24	0.0166	-0.090	67	21.15	24.40			142.5%	-0.76	0.0168	-0.089
0.4800	3.55		39	133.7%	0.23	0.0162	-0.088	68	22.00	25.60		2	146.3%	-0.77	0.0163	-0.087
1.15	2.20	1	406	128.1%	0.22	0.0158	-0.087	69	22.75	26.40		4	144.3%	-0.78	0.0159	-0.085

Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.

Sonrisa de volatilidad — Nov 20, 2026

Página de volatilidad →

Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.

callsputs

SOXS cadena de opciones Direxion Daily Semiconductor Bear 3X ETF

Sonrisa de volatilidad — Nov 20, 2026

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