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Direxion Daily Semiconductor Bull 3X ETF SOXL

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Market dataready · fetched 2026-10-16T21:51:17.299Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:51:14.37576354Z

FundamentalsAlpha Vantage · ready

Share price$94.01
1D-9.1%
AH$93$96$99$101$1045:30 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$1.09$5.82$10.56$15.29$20.02$68.66$88.25$107.84$127.42$147.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOXL spot · $94.01SOXL PRICE$1.60$2.20$2.80$3.47$4.29$5.17$6.06$7.27$8.52$9.90$11.45$13.39$15.97$2.47$3.08$3.92$4.90$5.90$6.91$8.02$9.28$10.58$13.14$13.56$15.54$18.66
PutsFair1.00×
CallsExpensive1.24×
SkewBearish+4.77 pp
Implied moveBearish±$14.08
TiltBearish11.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ109.53118.8%18.2%80.42153.4%17.1%
25Δ107.06122.9%16.2%83.82143.3%14.1%
30Δ104.41123.3%14.0%86.55140.5%12.1%
35Δ102.01124.0%12.2%88.91141.6%10.6%
40Δ99.92127.4%10.8%91.22140.7%9.2%
45Δ97.80129.8%9.5%93.50138.1%7.9%
50Δ95.61130.0%8.2%95.78136.5%6.7%
55Δ93.46133.4%7.1%98.01135.0%5.6%
60Δ91.25136.3%6.1%100.22132.4%4.6%
65Δ88.95138.7%5.1%103.34140.5%4.1%
70Δ86.52140.3%4.2%104.77126.9%3.0%
75Δ83.78144.1%3.4%107.38125.4%2.3%
80Δ80.54151.5%2.7%111.03128.4%1.7%

20Δ

Calls
Pseudo strike
109.53
IV
118.8%
B/E move
18.2%
Puts
Pseudo strike
80.42
IV
153.4%
B/E move
17.1%

25Δ

Calls
Pseudo strike
107.06
IV
122.9%
B/E move
16.2%
Puts
Pseudo strike
83.82
IV
143.3%
B/E move
14.1%

30Δ

Calls
Pseudo strike
104.41
IV
123.3%
B/E move
14.0%
Puts
Pseudo strike
86.55
IV
140.5%
B/E move
12.1%

35Δ

Calls
Pseudo strike
102.01
IV
124.0%
B/E move
12.2%
Puts
Pseudo strike
88.91
IV
141.6%
B/E move
10.6%

40Δ

Calls
Pseudo strike
99.92
IV
127.4%
B/E move
10.8%
Puts
Pseudo strike
91.22
IV
140.7%
B/E move
9.2%

45Δ

Calls
Pseudo strike
97.80
IV
129.8%
B/E move
9.5%
Puts
Pseudo strike
93.50
IV
138.1%
B/E move
7.9%

50Δ

Calls
Pseudo strike
95.61
IV
130.0%
B/E move
8.2%
Puts
Pseudo strike
95.78
IV
136.5%
B/E move
6.7%

55Δ

Calls
Pseudo strike
93.46
IV
133.4%
B/E move
7.1%
Puts
Pseudo strike
98.01
IV
135.0%
B/E move
5.6%

60Δ

Calls
Pseudo strike
91.25
IV
136.3%
B/E move
6.1%
Puts
Pseudo strike
100.22
IV
132.4%
B/E move
4.6%

65Δ

Calls
Pseudo strike
88.95
IV
138.7%
B/E move
5.1%
Puts
Pseudo strike
103.34
IV
140.5%
B/E move
4.1%

70Δ

Calls
Pseudo strike
86.52
IV
140.3%
B/E move
4.2%
Puts
Pseudo strike
104.77
IV
126.9%
B/E move
3.0%

75Δ

Calls
Pseudo strike
83.78
IV
144.1%
B/E move
3.4%
Puts
Pseudo strike
107.38
IV
125.4%
B/E move
2.3%

80Δ

Calls
Pseudo strike
80.54
IV
151.5%
B/E move
2.7%
Puts
Pseudo strike
111.03
IV
128.4%
B/E move
1.7%