SOXS catena di opzioni Direxion Daily Semiconductor Bear 3X ETF

Scadenza Cboe delayed options data · aggiornato al 09:38 UTC

Ogni riga corrisponde a uno strike. La metà sinistra è la call, la metà destra è la put. Bid/ask sono le quotazioni attuali di acquirenti e venditori; il volume indica i contratti scambiati in questa sessione; l'open interest indica i contratti aperti. La riga evidenziata è quella più vicina al prezzo del titolo.

Questa scadenza prezza una mossa di circa ±17.5% (42.78–60.88) · ATM IV 103.9% · P/C open interest 0.51

CALL								Strike	PUT
Bid	Chiedi	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	Chiedi	Vol	OI	IV	Δ	Γ	Θ
25.05	27.15		16		1.00	0.0006	0.000	26	0	0.4000	1	34	185.1%	-0.00	0.0006	-0.003
23.80	26.35				1.00	0.0008	-0.001	27	0	0.2000		64	156.8%	-0.00	0.0008	-0.004
22.85	25.30		3		1.00	0.0011	-0.002	28	0	0.3800		188	166.0%	-0.00	0.0011	-0.005
22.00	24.35			105.9%	1.00	0.0014	-0.004	29	0	0.9100		8	188.7%	-0.01	0.0014	-0.007
20.05	22.20	71	186		1.00	0.0019	-0.006	30	0	0.2700	10	504	141.0%	-0.01	0.0019	-0.009
19.85	22.35				0.99	0.0024	-0.009	31	0	0.2600		32	132.8%	-0.01	0.0024	-0.011
18.90	21.40				0.99	0.0031	-0.012	32	0.0200	0.3000	14	108	130.4%	-0.02	0.0031	-0.014
18.00	20.45		4	102.8%	0.98	0.0040	-0.015	33	0.0300	0.3100	103	40	124.7%	-0.02	0.0040	-0.018
17.10	19.45		80	107.1%	0.98	0.0050	-0.020	34	0	0.3500	3	31	118.3%	-0.03	0.0050	-0.022
16.15	17.55		127		0.97	0.0062	-0.025	35	0.1100	0.2900	45	742	115.0%	-0.03	0.0062	-0.027
15.20	17.55	5	26	107.2%	0.96	0.0075	-0.030	36	0.1400	0.2700	4	40	108.1%	-0.04	0.0076	-0.032
14.25	16.30		55	87.6%	0.95	0.0091	-0.037	37	0.2000	0.3400	11	387	107.6%	-0.05	0.0092	-0.039
13.35	15.50	1	117	98.3%	0.94	0.0108	-0.044	38	0.3000	0.5700	82	161	112.9%	-0.07	0.0109	-0.046
12.45	14.60		99	99.3%	0.92	0.0128	-0.051	39	0.3000	0.5800	1	338	105.9%	-0.08	0.0128	-0.053
12.20	13.10	5	730	100.2%	0.91	0.0148	-0.060	40	0.4800	0.6200	97	1,250	105.0%	-0.10	0.0149	-0.062
10.75	12.90		153	102.1%	0.89	0.0170	-0.068	41	0.5500	0.8700	1	274	105.6%	-0.12	0.0171	-0.070
9.90	12.05		92	101.3%	0.87	0.0192	-0.077	42	0.8000	0.9800	28	272	105.7%	-0.14	0.0194	-0.079
9.50	11.65		241	101.5%	0.86	0.0204	-0.082	42.5	0.8700	1.25			108.4%	-0.15	0.0205	-0.084
9.20	11.05	2	220	99.5%	0.84	0.0215	-0.086	43	0.9600	1.22	5	73	105.4%	-0.16	0.0216	-0.088
8.80	10.85		1	102.9%	0.83	0.0226	-0.091	43.5	0.7000	1.47		2	101.0%	-0.18	0.0228	-0.092
8.40	10.50		61	103.1%	0.82	0.0237	-0.095	44	1.08	1.56	3	175	105.1%	-0.19	0.0239	-0.097
8.05	10.15			103.8%	0.80	0.0248	-0.099	44.5	1.11	1.75			104.4%	-0.20	0.0250	-0.101
8.20	9.30	13	1,416	104.2%	0.79	0.0259	-0.104	45	1.48	1.73	113	567	105.1%	-0.22	0.0261	-0.105
7.75	8.75	10	5	99.7%	0.77	0.0269	-0.108	45.5	1.51	2.09		31	106.9%	-0.23	0.0271	-0.109
7.05	8.65	1	227	98.2%	0.76	0.0279	-0.112	46	1.59	2.13	12	202	104.0%	-0.25	0.0281	-0.113
6.80	8.75		4	105.8%	0.74	0.0288	-0.116	46.5	1.55	2.50	2	2	104.1%	-0.26	0.0291	-0.117
6.50	8.80	1	100	111.2%	0.73	0.0297	-0.119	47	1.68	2.80	5	109	105.2%	-0.28	0.0300	-0.121
6.25	8.15		7	107.5%	0.71	0.0306	-0.122	47.5	1.90	2.86		3	104.0%	-0.30	0.0308	-0.124
6.05	6.90	11	300	96.6%	0.69	0.0313	-0.126	48	2.35	3.10	2	111	108.0%	-0.31	0.0316	-0.127
5.60	7.60		24	107.5%	0.68	0.0320	-0.129	48.5	2.56	3.25	40	65	107.4%	-0.33	0.0323	-0.130
5.30	6.40	2	110	96.0%	0.66	0.0327	-0.131	49	2.80	3.45	22	82	107.5%	-0.35	0.0330	-0.133
5.40	7.40	4	12	116.5%	0.64	0.0333	-0.134	49.5	2.55	3.80		6	103.3%	-0.37	0.0336	-0.135
5.30	5.75	138	1,621	102.4%	0.62	0.0338	-0.136	50	3.35	3.90	12	390	108.7%	-0.38	0.0341	-0.137
4.40	5.30	5	200	98.1%	0.59	0.0346	-0.139	51	3.65	4.50	1	68	107.7%	-0.42	0.0349	-0.141
4.25	4.75	120	375	101.2%	0.55	0.0351	-0.142	52	4.30	4.80	15	102	106.6%	-0.45	0.0354	-0.143
3.60	4.40	24	328	100.0%	0.52	0.0353	-0.143	53	4.65	5.90	7	59	110.5%	-0.49	0.0357	-0.144
3.00	4.40	34	278	102.6%	0.49	0.0352	-0.143	54	5.00	6.80		26	111.3%	-0.52	0.0356	-0.144
3.10	3.60	31	763	103.2%	0.45	0.0349	-0.142	55	5.25	7.05	1	39	102.7%	-0.56	0.0353	-0.144
2.82	3.15	7	196	102.8%	0.42	0.0344	-0.141	56	5.80	7.75		9	101.9%	-0.59	0.0348	-0.142
2.49	3.05	5	285	105.3%	0.39	0.0336	-0.138	57	6.45	8.60		1	103.4%	-0.62	0.0341	-0.139
2.21	2.58	13	63	103.2%	0.36	0.0327	-0.135	58	6.95	9.25		7	99.9%	-0.65	0.0332	-0.136
2.00	2.98	1	71	112.2%	0.33	0.0317	-0.131	59	7.75	10.00		1	100.7%	-0.68	0.0321	-0.132
1.79	2.12	90	911	104.8%	0.31	0.0305	-0.127	60	9.00	10.50	61	117	103.5%	-0.71	0.0309	-0.128
1.39	1.98	1	328	103.4%	0.28	0.0292	-0.122	61	9.50	11.65			104.5%	-0.73	0.0296	-0.123
1.34	1.86	1	70	106.5%	0.26	0.0279	-0.117	62	10.50	12.35		11	105.7%	-0.75	0.0283	-0.118
1.17	1.84	1	297	109.0%	0.24	0.0265	-0.112	63	11.15	13.40		2	106.4%	-0.78	0.0269	-0.112
1.05	1.61		31	108.7%	0.22	0.0251	-0.106	64	11.45	13.55		3	83.1%	-0.80	0.0255	-0.107
0.7600	1.20	28	659	101.9%	0.20	0.0237	-0.101	65	12.90	15.10		4	107.0%	-0.81	0.0242	-0.101
0.5400	1.26	5	40	103.5%	0.18	0.0224	-0.096	66	13.75	16.00		1	107.0%	-0.83	0.0228	-0.096
0.7200	1.11	4	30	108.3%	0.17	0.0210	-0.090	67	14.45	16.95			104.4%	-0.85	0.0215	-0.090
0.6100	0.9700	5	181	107.5%	0.15	0.0197	-0.085	68	15.35	17.80		10	102.9%	-0.86	0.0202	-0.085
0.5400	0.9400	2	16	109.4%	0.14	0.0184	-0.080	69	16.30	18.70			103.0%	-0.88	0.0190	-0.080
0.4200	0.8900	4	267	109.5%	0.13	0.0172	-0.075	70	17.25	19.65		71	104.0%	-0.89	0.0178	-0.075
0.2600	0.8700	3	16	108.8%	0.11	0.0160	-0.070	71	18.15	20.55			101.4%	-0.90	0.0168	-0.070
0.2100	0.7200	3	53	107.1%	0.10	0.0150	-0.066	72	19.85	21.60			124.8%	-0.91	0.0158	-0.066
0.3200	0.7000	5	54	112.9%	0.09	0.0139	-0.061	73	20.20	22.55		5	109.7%	-0.92	0.0148	-0.062
0.3000	0.6200	2	14	113.4%	0.09	0.0129	-0.057	74	21.00	23.50		1	103.1%	-0.93	0.0139	-0.060
0.2500	0.5300	7	343	112.3%	0.08	0.0120	-0.053	75	22.00	24.45		3	103.5%	-0.94	0.0130	-0.057

Strike mostrati: entro ±50% del prezzo del sottostante. Valore intrinseco = max(0, prezzo − strike) per le call, max(0, strike − prezzo) per le put; estrinseco = prezzo dell'opzione − intrinseco. Greche e IV calcolate dal feed della borsa.

Volatility smile — Sep 18, 2026

Pagina della volatilità →

Volatilità implicita per strike per questa scadenza. I put out-of-the-money prezzano solitamente una IV più alta rispetto alle call — lo skew.

callput

SOXS catena di opzioni Direxion Daily Semiconductor Bear 3X ETF

Volatility smile — Sep 18, 2026

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