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Direxion Daily Semiconductor Bull 3X ETF SOXL

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Market dataready · fetched 2026-10-15T20:04:51.562Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:04:47.381931358Z

FundamentalsAlpha Vantage · ready

Share price$107.75
1D+7.6%
AH$95$98$102$106$1095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSOXL
Sold putSold callAH

Direxion Daily Semiconductor Bull 3X ETF options

Live interpolated SOXL call and put midpoint premiums by absolute delta.Direxion Daily Semiconductor Bull 3X ETF$0.61$2.68$4.76$6.83$8.91$94.35$100.79$107.23$113.67$120.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $107.75OPTION PRICELive SOXL spot · $107.75SOXL PRICE$0.83$1.12$1.44$1.80$2.22$2.62$3.12$3.47$4.08$4.67$5.61$6.56$7.50$1.03$1.37$1.71$2.04$2.41$2.87$3.61$3.82$4.78$5.55$6.36$7.38$8.31
PutsCheap0.81×
CallsCheap0.81×
SkewBearish+6.64 pp
Implied moveBearish±$6.73
TiltBearish6.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.70136.8%7.2%100.85154.0%7.4%
25Δ113.38137.9%6.3%102.18151.7%6.4%
30Δ112.20139.3%5.5%103.51149.4%5.5%
35Δ111.12141.2%4.8%104.84147.1%4.6%
40Δ110.09143.8%4.2%105.97143.8%3.9%
45Δ109.03143.4%3.6%106.99143.4%3.4%
50Δ108.01145.3%3.1%108.04152.6%3.1%
55Δ107.00138.9%2.5%108.98138.9%2.4%
60Δ105.99141.3%2.2%110.19148.9%2.2%
65Δ104.97140.3%1.8%111.34149.5%1.8%
70Δ103.71141.3%1.5%112.53148.4%1.5%
75Δ102.44142.3%1.2%113.87149.0%1.2%
80Δ101.17143.3%0.9%115.14144.8%0.9%

20Δ

Calls
Pseudo strike
114.70
IV
136.8%
B/E move
7.2%
Puts
Pseudo strike
100.85
IV
154.0%
B/E move
7.4%

25Δ

Calls
Pseudo strike
113.38
IV
137.9%
B/E move
6.3%
Puts
Pseudo strike
102.18
IV
151.7%
B/E move
6.4%

30Δ

Calls
Pseudo strike
112.20
IV
139.3%
B/E move
5.5%
Puts
Pseudo strike
103.51
IV
149.4%
B/E move
5.5%

35Δ

Calls
Pseudo strike
111.12
IV
141.2%
B/E move
4.8%
Puts
Pseudo strike
104.84
IV
147.1%
B/E move
4.6%

40Δ

Calls
Pseudo strike
110.09
IV
143.8%
B/E move
4.2%
Puts
Pseudo strike
105.97
IV
143.8%
B/E move
3.9%

45Δ

Calls
Pseudo strike
109.03
IV
143.4%
B/E move
3.6%
Puts
Pseudo strike
106.99
IV
143.4%
B/E move
3.4%

50Δ

Calls
Pseudo strike
108.01
IV
145.3%
B/E move
3.1%
Puts
Pseudo strike
108.04
IV
152.6%
B/E move
3.1%

55Δ

Calls
Pseudo strike
107.00
IV
138.9%
B/E move
2.5%
Puts
Pseudo strike
108.98
IV
138.9%
B/E move
2.4%

60Δ

Calls
Pseudo strike
105.99
IV
141.3%
B/E move
2.2%
Puts
Pseudo strike
110.19
IV
148.9%
B/E move
2.2%

65Δ

Calls
Pseudo strike
104.97
IV
140.3%
B/E move
1.8%
Puts
Pseudo strike
111.34
IV
149.5%
B/E move
1.8%

70Δ

Calls
Pseudo strike
103.71
IV
141.3%
B/E move
1.5%
Puts
Pseudo strike
112.53
IV
148.4%
B/E move
1.5%

75Δ

Calls
Pseudo strike
102.44
IV
142.3%
B/E move
1.2%
Puts
Pseudo strike
113.87
IV
149.0%
B/E move
1.2%

80Δ

Calls
Pseudo strike
101.17
IV
143.3%
B/E move
0.9%
Puts
Pseudo strike
115.14
IV
144.8%
B/E move
0.9%