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Direxion Daily Semiconductor Bull 3X ETF SOXL

i

Market dataready · fetched 2026-11-07T03:34:59.912Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T01:00:00.125201761Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T03:34:59.119670+00:00

Share price$45.97
1D-3.4%
AH$43$45$46$48$505:30 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$0.81$4.03$7.25$10.47$13.69$24.30$40.25$56.20$72.15$88.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SOXL spot · $45.97SOXL PRICE$1.15$1.58$2.03$2.52$3.07$3.70$4.27$5.13$6.05$7.48$8.01$8.96$11.31$1.98$2.46$3.16$3.84$4.58$5.35$6.15$6.98$8.15$12.26$12.76
Puts——
CallsFair0.97×
Skew——
Implied moveBearish±$10.42
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.72185.6%30.2%36.86240.6%24.1%
25Δ56.72191.6%26.8%39.24219.9%20.0%
30Δ54.73192.0%23.5%41.08219.6%17.5%
35Δ52.86193.2%20.5%42.88215.2%15.1%
40Δ51.13196.2%17.9%44.58210.8%13.0%
45Δ49.50200.3%15.7%46.23206.2%11.1%
50Δ47.76197.6%13.2%47.82200.9%9.3%
55Δ46.22206.1%11.7%49.37195.2%7.8%
60Δ44.58212.9%10.1%51.10195.3%6.6%
65Δ42.81235.1%9.4%
70Δ41.11217.4%6.9%
75Δ39.42212.3%5.2%56.70191.3%3.3%
80Δ36.72246.0%4.5%57.68173.8%2.3%

20Δ

Calls
Pseudo strike
58.72
IV
185.6%
B/E move
30.2%
Puts
Pseudo strike
36.86
IV
240.6%
B/E move
24.1%

25Δ

Calls
Pseudo strike
56.72
IV
191.6%
B/E move
26.8%
Puts
Pseudo strike
39.24
IV
219.9%
B/E move
20.0%

30Δ

Calls
Pseudo strike
54.73
IV
192.0%
B/E move
23.5%
Puts
Pseudo strike
41.08
IV
219.6%
B/E move
17.5%

35Δ

Calls
Pseudo strike
52.86
IV
193.2%
B/E move
20.5%
Puts
Pseudo strike
42.88
IV
215.2%
B/E move
15.1%

40Δ

Calls
Pseudo strike
51.13
IV
196.2%
B/E move
17.9%
Puts
Pseudo strike
44.58
IV
210.8%
B/E move
13.0%

45Δ

Calls
Pseudo strike
49.50
IV
200.3%
B/E move
15.7%
Puts
Pseudo strike
46.23
IV
206.2%
B/E move
11.1%

50Δ

Calls
Pseudo strike
47.76
IV
197.6%
B/E move
13.2%
Puts
Pseudo strike
47.82
IV
200.9%
B/E move
9.3%

55Δ

Calls
Pseudo strike
46.22
IV
206.1%
B/E move
11.7%
Puts
Pseudo strike
49.37
IV
195.2%
B/E move
7.8%

60Δ

Calls
Pseudo strike
44.58
IV
212.9%
B/E move
10.1%
Puts
Pseudo strike
51.10
IV
195.3%
B/E move
6.6%

65Δ

Calls
Pseudo strike
42.81
IV
235.1%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
41.11
IV
217.4%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
39.42
IV
212.3%
B/E move
5.2%
Puts
Pseudo strike
56.70
IV
191.3%
B/E move
3.3%

80Δ

Calls
Pseudo strike
36.72
IV
246.0%
B/E move
4.5%
Puts
Pseudo strike
57.68
IV
173.8%
B/E move
2.3%

Options history

IV · four-Friday blend141.66%
Daily close
SOXL89.9%128.2%166.4%2026-08-10: 147.91%2026-08-11: 137.99%2026-08-12: 128.55%2026-08-13: 127.28%2026-08-14: 114.39%2026-08-17: 128.85%2026-08-18: 133.38%2026-08-19: 128.13%2026-08-20: 124.48%2026-08-21: 119.05%2026-08-24: 128.89%2026-08-25: 123.01%2026-08-26: 128.72%2026-08-27: 118.88%2026-08-28: 106.12%2026-08-31: 100.22%2026-09-01: 111.53%2026-09-02: 105.45%2026-09-03: 101.22%2026-09-04: 106.69%2026-09-08: 123.00%2026-09-09: 114.19%2026-09-10: 119.46%2026-09-11: 101.68%2026-09-14: 109.35%2026-09-15: 109.51%2026-09-16: 114.86%2026-09-17: 101.37%2026-09-18: 97.51%2026-09-21: 108.93%2026-09-22: 109.13%2026-09-23: 109.06%2026-09-24: 107.32%2026-09-25: 104.73%2026-09-28: 112.24%2026-09-29: 108.77%2026-09-30: 112.61%2026-10-01: 105.92%2026-10-02: 98.03%2026-10-05: 97.24%2026-10-06: 95.20%2026-10-07: 98.98%2026-10-08: 109.75%2026-10-09: 100.32%2026-10-12: 104.67%2026-10-13: 113.51%2026-10-14: 131.07%2026-10-15: 126.61%2026-10-16: 130.76%2026-10-19: 128.99%2026-10-20: 131.79%2026-10-21: 126.00%2026-10-22: 161.10%2026-10-23: 135.38%2026-10-26: 135.50%2026-10-27: 131.14%2026-10-28: 133.51%2026-10-29: 128.68%2026-10-30: 141.66%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
147.91%
137.99%
128.55%
127.28%
114.39%
128.85%
133.38%
128.13%
124.48%
119.05%
128.89%
123.01%
128.72%
118.88%
106.12%
100.22%
111.53%
105.45%
101.22%
106.69%
123.00%
114.19%
119.46%
101.68%
109.35%
109.51%
114.86%
101.37%
97.51%
108.93%
109.13%
109.06%
107.32%
104.73%
112.24%
108.77%
112.61%
105.92%
98.03%
97.24%
95.20%
98.98%
109.75%
100.32%
104.67%
113.51%
131.07%
126.61%
130.76%
128.99%
131.79%
126.00%
161.10%
135.38%
135.50%
131.14%
133.51%
128.68%
141.66%