SOXS cadeia de opções Direxion Daily Semiconductor Bear 3X ETF

Expiração Cboe delayed options data · em 18:43 UTC

Cada linha corresponde a um strike. A metade esquerda é a call, a metade direita é a put. Bid/ask são as cotações atuais de compradores e vendedores; volume é o número de contratos negociados na sessão; open interest são os contratos em aberto. A linha destacada é a mais próxima do preço da ação.

Este vencimento precifica um movimento de aproximadamente ±28.8% (32.99–59.74) · IV ATM 123.0% · P/C open interest 0.32

CALLS								Strike	PUTS
Bid	Perguntar	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	Perguntar	Vol	OI	IV	Δ	Γ	Θ
20.90	23.35		2		0.98	0.0045	-0.017	24	0.1400	0.2700	2	211	126.5%	-0.03	0.0035	-0.015
19.90	22.35		510		0.98	0.0050	-0.020	25	0.1900	0.2700	52	779	122.2%	-0.03	0.0042	-0.019
19.00	21.45		8		0.97	0.0059	-0.023	26	0.2300	0.3800	51	171	122.3%	-0.04	0.0051	-0.022
18.00	20.50		24		0.96	0.0068	-0.027	27	0.2700	0.5400	3	288	123.0%	-0.05	0.0060	-0.026
17.00	19.60		150		0.95	0.0078	-0.031	28	0.3800	0.5700	81	199	120.6%	-0.06	0.0070	-0.030
16.65	18.75	1	484	120.8%	0.93	0.0089	-0.035	29	0.4300	0.7700	1	171	120.7%	-0.07	0.0081	-0.034
16.15	17.75	10	897	126.6%	0.92	0.0100	-0.040	30	0.6000	0.7400	124	1,866	117.1%	-0.08	0.0093	-0.039
14.45	16.85	1	182	104.0%	0.90	0.0111	-0.045	31	0.5500	1.13		64	117.7%	-0.10	0.0105	-0.044
13.50	16.10		241	105.1%	0.89	0.0123	-0.050	32	0.8700	1.18	7	252	117.9%	-0.11	0.0117	-0.049
12.75	15.00		278	101.6%	0.87	0.0135	-0.055	33	0.9800	1.30	18	80	114.7%	-0.13	0.0129	-0.054
12.00	14.65		1,303	111.5%	0.85	0.0147	-0.060	34	1.28	1.93	2	330	122.3%	-0.15	0.0141	-0.059
12.70	13.35	13	1,093	125.4%	0.83	0.0159	-0.065	35	1.50	1.82	301	474	116.1%	-0.17	0.0153	-0.064
11.85	13.10	219	243	129.3%	0.81	0.0170	-0.070	36	1.79	2.13	12	219	116.6%	-0.19	0.0164	-0.069
11.20	12.45	3	429	129.7%	0.78	0.0180	-0.075	37	2.07	3.25		55	126.4%	-0.21	0.0175	-0.074
9.20	11.75	2	222	112.6%	0.76	0.0190	-0.080	38	2.36	2.95	8	106	117.8%	-0.23	0.0185	-0.078
8.60	11.15		229	113.7%	0.74	0.0198	-0.084	39	2.75	3.85		114	124.1%	-0.26	0.0194	-0.083
9.45	10.30	37	2,088	127.0%	0.71	0.0206	-0.088	40	3.20	3.80	20	530	119.6%	-0.28	0.0202	-0.086
7.75	10.20			113.9%	0.70	0.0209	-0.089	40.5	3.15	5.55			133.1%	-0.29	0.0205	-0.088
8.40	10.00	4	687	124.7%	0.69	0.0213	-0.091	41	3.65	5.00		7	127.9%	-0.30	0.0209	-0.090
7.25	9.55			113.8%	0.68	0.0216	-0.093	41.5	3.85	6.15			137.0%	-0.32	0.0212	-0.092
8.05	9.40	12	513	126.0%	0.67	0.0218	-0.094	42	4.10	4.90	13	62	122.0%	-0.33	0.0215	-0.093
6.75	9.10			115.2%	0.65	0.0221	-0.096	42.5	4.45	6.75			139.2%	-0.34	0.0217	-0.095
7.30	8.85	6	469	123.2%	0.64	0.0223	-0.097	43	4.55	5.10	241	107	118.9%	-0.35	0.0220	-0.096
6.25	8.60			115.4%	0.63	0.0225	-0.098	43.5	4.85	7.25			137.9%	-0.36	0.0222	-0.097
6.15	8.00	65	801	113.4%	0.62	0.0226	-0.100	44	5.10	6.65	1	94	129.4%	-0.38	0.0223	-0.098
5.90	8.25	6		118.0%	0.61	0.0228	-0.101	44.5	5.35	6.90			129.1%	-0.39	0.0225	-0.100
6.95	7.70	150	1,435	127.1%	0.59	0.0229	-0.102	45	5.80	6.25	21	215	122.0%	-0.40	0.0226	-0.100
5.30	7.65			115.3%	0.58	0.0230	-0.102	45.5	5.90	8.30			137.1%	-0.41	0.0227	-0.101
5.20	7.45	1	146	116.6%	0.57	0.0231	-0.103	46	6.15	7.10	31	418	122.8%	-0.42	0.0228	-0.102
4.85	7.20			115.0%	0.56	0.0232	-0.104	46.5	6.45	8.25	1		130.9%	-0.43	0.0229	-0.103
6.20	7.35	58	195	132.8%	0.55	0.0232	-0.105	47	6.75	8.60	1	46	131.5%	-0.44	0.0229	-0.103
4.50	6.85			116.1%	0.54	0.0232	-0.105	47.5	7.00	9.40			135.7%	-0.46	0.0229	-0.104
4.45	6.70	6	385	117.8%	0.53	0.0232	-0.106	48	7.30	9.30		84	131.8%	-0.47	0.0229	-0.104
4.15	6.55			117.2%	0.52	0.0232	-0.106	48.5	7.50	10.00			134.4%	-0.48	0.0229	-0.105
4.70	6.50	9	292	125.2%	0.50	0.0231	-0.106	49	7.90	10.30		75	135.0%	-0.49	0.0229	-0.105
3.80	6.20			117.4%	0.49	0.0231	-0.107	49.5	8.20	10.60			134.6%	-0.50	0.0228	-0.105
5.15	5.75	99	10.0K	128.9%	0.48	0.0230	-0.107	50	8.55	10.70	16	1,187	132.8%	-0.51	0.0228	-0.105
3.40	6.00			118.2%	0.47	0.0229	-0.107	50.5	8.85	11.30			135.0%	-0.52	0.0227	-0.105
3.45	5.55		870	117.5%	0.46	0.0228	-0.107	51	9.20	11.35	120	100	132.5%	-0.53	0.0226	-0.105
3.10	5.70			118.5%	0.45	0.0227	-0.107	51.5	9.55	11.90			134.5%	-0.54	0.0225	-0.105
3.55	5.25	2	704	121.4%	0.44	0.0226	-0.107	52	9.90	12.25		10	134.7%	-0.55	0.0224	-0.105
3.00	4.95	7	101	118.9%	0.43	0.0223	-0.106	53	10.60	12.95		4	134.7%	-0.57	0.0221	-0.105
3.10	4.65		51	122.2%	0.41	0.0220	-0.106	54	11.25	13.65		19	133.9%	-0.58	0.0218	-0.104
3.20	4.40	20	714	125.7%	0.39	0.0216	-0.105	55	12.00	14.40	1	99	134.3%	-0.60	0.0214	-0.103
2.98	4.15	1	40	125.9%	0.37	0.0212	-0.104	56	12.75	15.15		3	134.4%	-0.62	0.0211	-0.102
2.36	4.30		145	125.8%	0.36	0.0208	-0.103	57	13.45	16.00		6	134.7%	-0.63	0.0207	-0.101
2.16	3.80		173	123.2%	0.34	0.0204	-0.102	58	14.30	16.80		77	135.7%	-0.65	0.0202	-0.100
2.68	3.55	1	68	130.1%	0.33	0.0199	-0.101	59	15.05	17.55		10	135.0%	-0.66	0.0198	-0.098
2.64	3.35	192	3,220	131.6%	0.31	0.0195	-0.099	60	15.95	18.40		97	136.7%	-0.68	0.0194	-0.097
1.95	3.15		767	126.1%	0.30	0.0190	-0.098	61	16.75	19.20		2	136.5%	-0.69	0.0189	-0.095
1.00	4.05		168	129.2%	0.29	0.0186	-0.096	62	17.45	19.30		6	127.5%	-0.70	0.0184	-0.094
1.60	3.35		98	131.7%	0.28	0.0181	-0.094	63	18.35	20.90			136.6%	-0.71	0.0180	-0.092
1.62	2.75	6	43	128.6%	0.26	0.0176	-0.093	64	19.40	21.75		2	139.1%	-0.73	0.0175	-0.090
2.06	2.61	7	607	135.3%	0.25	0.0172	-0.091	65	20.25	22.60		3	139.2%	-0.74	0.0171	-0.088
0.8500	3.35		178	133.1%	0.24	0.0167	-0.089	66	21.05	23.50			139.2%	-0.75	0.0166	-0.087
1.37	2.36	1	19	130.5%	0.23	0.0162	-0.088	67	21.85	24.40			139.0%	-0.76	0.0162	-0.085
0.0900	3.50		39	131.7%	0.22	0.0158	-0.086	68	22.75	25.30		2	139.7%	-0.77	0.0157	-0.083
1.15	2.20	1	406	131.5%	0.21	0.0154	-0.084	69	23.60	26.20		4	139.7%	-0.78	0.0153	-0.081

Strikes exibidos: dentro de ±50% do preço do ativo subjacente. Valor intrínseco = max(0, preço − strike) para calls, max(0, strike − preço) para puts; extrínseco = preço da opção − intrínseco. Greeks e IV conforme calculados pelo feed da bolsa.

Sorriso de volatilidade — Nov 20, 2026

Página de volatilidade →

Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.

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SOXS cadeia de opções Direxion Daily Semiconductor Bear 3X ETF

Sorriso de volatilidade — Nov 20, 2026

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