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Direxion Daily Semiconductor Bull 3X ETF SOXL

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Market dataready · fetched 2026-10-16T00:19:47.987Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.115433415Z

FundamentalsAlpha Vantage · ready

Share price$107.35
1D+4.1%
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$2.04$16.29$30.54$44.79$59.04$54.00$85.87$117.75$149.63$181.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOXL spot · $107.35SOXL PRICE$3.58$4.83$6.11$7.37$9.03$10.78$12.72$14.78$16.99$19.47$23.03$25.89$30.65$5.93$7.87$9.96$12.23$15.07$17.52$20.52$23.81$28.40$32.60$37.17$44.24$54.94
PutsFair0.99×
CallsExpensive1.14×
SkewBearish+2.83 pp
Implied moveBearish±$33.24
TiltBearish25.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ153.67111.2%46.5%83.23128.1%28.0%
25Δ146.08113.6%40.6%89.23126.1%24.2%
30Δ138.44113.5%34.7%94.77124.2%21.0%
35Δ130.97111.0%28.9%100.05122.4%18.2%
40Δ125.76113.8%25.6%105.29123.1%16.0%
45Δ120.43115.2%22.2%110.33119.8%13.5%
50Δ115.29116.9%19.2%115.48118.3%11.5%
55Δ110.17117.9%16.4%120.73116.8%9.7%
60Δ105.09118.2%13.7%126.91118.5%8.2%
65Δ100.06118.9%11.3%132.78116.8%6.7%
70Δ94.74125.1%9.7%138.89114.7%5.2%
75Δ89.44123.2%7.4%147.25116.0%4.0%
80Δ83.06129.8%5.9%159.07120.3%3.0%

20Δ

Calls
Pseudo strike
153.67
IV
111.2%
B/E move
46.5%
Puts
Pseudo strike
83.23
IV
128.1%
B/E move
28.0%

25Δ

Calls
Pseudo strike
146.08
IV
113.6%
B/E move
40.6%
Puts
Pseudo strike
89.23
IV
126.1%
B/E move
24.2%

30Δ

Calls
Pseudo strike
138.44
IV
113.5%
B/E move
34.7%
Puts
Pseudo strike
94.77
IV
124.2%
B/E move
21.0%

35Δ

Calls
Pseudo strike
130.97
IV
111.0%
B/E move
28.9%
Puts
Pseudo strike
100.05
IV
122.4%
B/E move
18.2%

40Δ

Calls
Pseudo strike
125.76
IV
113.8%
B/E move
25.6%
Puts
Pseudo strike
105.29
IV
123.1%
B/E move
16.0%

45Δ

Calls
Pseudo strike
120.43
IV
115.2%
B/E move
22.2%
Puts
Pseudo strike
110.33
IV
119.8%
B/E move
13.5%

50Δ

Calls
Pseudo strike
115.29
IV
116.9%
B/E move
19.2%
Puts
Pseudo strike
115.48
IV
118.3%
B/E move
11.5%

55Δ

Calls
Pseudo strike
110.17
IV
117.9%
B/E move
16.4%
Puts
Pseudo strike
120.73
IV
116.8%
B/E move
9.7%

60Δ

Calls
Pseudo strike
105.09
IV
118.2%
B/E move
13.7%
Puts
Pseudo strike
126.91
IV
118.5%
B/E move
8.2%

65Δ

Calls
Pseudo strike
100.06
IV
118.9%
B/E move
11.3%
Puts
Pseudo strike
132.78
IV
116.8%
B/E move
6.7%

70Δ

Calls
Pseudo strike
94.74
IV
125.1%
B/E move
9.7%
Puts
Pseudo strike
138.89
IV
114.7%
B/E move
5.2%

75Δ

Calls
Pseudo strike
89.44
IV
123.2%
B/E move
7.4%
Puts
Pseudo strike
147.25
IV
116.0%
B/E move
4.0%

80Δ

Calls
Pseudo strike
83.06
IV
129.8%
B/E move
5.9%
Puts
Pseudo strike
159.07
IV
120.3%
B/E move
3.0%