IntraAlpha
Create free account Start free

Direxion Daily Semiconductor Bear 3X ETF SOXS

i

Market dataready · fetched 2026-11-08T04:12:37.613Z

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 · 2026-11-07T01:00:00.148973543Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-08T04:12:35.119383+00:00

Share price$70.95
1D+4.8%
AH$64$67$70$73$765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSOXS
Sold putSold callAH

Direxion Daily Semiconductor Bear 3X ETF options

Live interpolated SOXS call and put midpoint premiums by absolute delta.Direxion Daily Semiconductor Bear 3X ETF$1.53$8.03$14.54$21.04$27.55$43.76$57.29$70.82$84.34$97.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SOXS spot · $70.95SOXS PRICE$2.23$2.94$3.78$4.50$5.19$6.30$7.11$8.08$9.76$10.85$12.64$14.22$16.26$2.38$3.31$4.11$5.39$6.59$9.82$11.09$13.05$15.03$17.42$21.30$25.67
Puts——
CallsExpensive1.06×
Skew——
Implied moveBearish±$16.93
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.56261.2%42.1%58.90210.5%20.3%
25Δ93.02258.5%35.2%61.34211.5%18.2%
30Δ89.06263.4%30.9%64.03204.9%15.5%
35Δ84.33253.5%25.2%66.32214.1%14.1%
40Δ80.22235.7%20.4%68.77214.8%12.4%
45Δ77.50243.1%18.1%
50Δ74.25233.5%14.7%73.97223.5%9.6%
55Δ71.43228.6%12.1%76.39216.0%8.0%
60Δ68.87243.1%10.8%79.21217.3%6.8%
65Δ66.15234.9%8.5%82.04220.8%5.6%
70Δ63.32241.3%7.1%85.19220.3%4.5%
75Δ60.56240.1%5.4%89.66228.7%3.6%
80Δ57.55243.8%4.0%94.66233.1%2.8%

20Δ

Calls
Pseudo strike
98.56
IV
261.2%
B/E move
42.1%
Puts
Pseudo strike
58.90
IV
210.5%
B/E move
20.3%

25Δ

Calls
Pseudo strike
93.02
IV
258.5%
B/E move
35.2%
Puts
Pseudo strike
61.34
IV
211.5%
B/E move
18.2%

30Δ

Calls
Pseudo strike
89.06
IV
263.4%
B/E move
30.9%
Puts
Pseudo strike
64.03
IV
204.9%
B/E move
15.5%

35Δ

Calls
Pseudo strike
84.33
IV
253.5%
B/E move
25.2%
Puts
Pseudo strike
66.32
IV
214.1%
B/E move
14.1%

40Δ

Calls
Pseudo strike
80.22
IV
235.7%
B/E move
20.4%
Puts
Pseudo strike
68.77
IV
214.8%
B/E move
12.4%

45Δ

Calls
Pseudo strike
77.50
IV
243.1%
B/E move
18.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
74.25
IV
233.5%
B/E move
14.7%
Puts
Pseudo strike
73.97
IV
223.5%
B/E move
9.6%

55Δ

Calls
Pseudo strike
71.43
IV
228.6%
B/E move
12.1%
Puts
Pseudo strike
76.39
IV
216.0%
B/E move
8.0%

60Δ

Calls
Pseudo strike
68.87
IV
243.1%
B/E move
10.8%
Puts
Pseudo strike
79.21
IV
217.3%
B/E move
6.8%

65Δ

Calls
Pseudo strike
66.15
IV
234.9%
B/E move
8.5%
Puts
Pseudo strike
82.04
IV
220.8%
B/E move
5.6%

70Δ

Calls
Pseudo strike
63.32
IV
241.3%
B/E move
7.1%
Puts
Pseudo strike
85.19
IV
220.3%
B/E move
4.5%

75Δ

Calls
Pseudo strike
60.56
IV
240.1%
B/E move
5.4%
Puts
Pseudo strike
89.66
IV
228.7%
B/E move
3.6%

80Δ

Calls
Pseudo strike
57.55
IV
243.8%
B/E move
4.0%
Puts
Pseudo strike
94.66
IV
233.1%
B/E move
2.8%

Options history

IV · four-Friday blend157.12%
Daily close
SOXS91.4%132.7%174.0%2026-08-10: 149.21%2026-08-11: 143.07%2026-08-12: 136.16%2026-08-13: 129.99%2026-08-14: 121.76%2026-08-17: 129.49%2026-08-18: 135.41%2026-08-19: 134.62%2026-08-20: 126.65%2026-08-21: 123.94%2026-08-24: 131.73%2026-08-25: 128.28%2026-08-26: 129.61%2026-08-27: 116.86%2026-08-28: 111.26%2026-08-31: 108.83%2026-09-01: 111.48%2026-09-02: 108.62%2026-09-03: 102.87%2026-09-04: 107.34%2026-09-08: 121.99%2026-09-09: 120.98%2026-09-10: 126.48%2026-09-11: 102.68%2026-09-14: 117.60%2026-09-15: 113.01%2026-09-16: 120.44%2026-09-17: 100.47%2026-09-18: 102.58%2026-09-21: 109.18%2026-09-22: 109.09%2026-09-23: 111.25%2026-09-24: 108.81%2026-09-25: 106.25%2026-09-28: 114.01%2026-09-29: 109.91%2026-09-30: 114.88%2026-10-01: 105.55%2026-10-02: 100.37%2026-10-05: 100.23%2026-10-06: 97.07%2026-10-07: 98.84%2026-10-08: 111.55%2026-10-09: 107.03%2026-10-12: 110.80%2026-10-13: 118.11%2026-10-14: 136.11%2026-10-15: 130.88%2026-10-16: 134.04%2026-10-19: 138.82%2026-10-20: 143.77%2026-10-21: 132.49%2026-10-22: 168.31%2026-10-23: 145.12%2026-10-26: 140.61%2026-10-27: 133.59%2026-10-28: 134.94%2026-10-29: 133.64%2026-10-30: 157.12%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
149.21%
143.07%
136.16%
129.99%
121.76%
129.49%
135.41%
134.62%
126.65%
123.94%
131.73%
128.28%
129.61%
116.86%
111.26%
108.83%
111.48%
108.62%
102.87%
107.34%
121.99%
120.98%
126.48%
102.68%
117.60%
113.01%
120.44%
100.47%
102.58%
109.18%
109.09%
111.25%
108.81%
106.25%
114.01%
109.91%
114.88%
105.55%
100.37%
100.23%
97.07%
98.84%
111.55%
107.03%
110.80%
118.11%
136.11%
130.88%
134.04%
138.82%
143.77%
132.49%
168.31%
145.12%
140.61%
133.59%
134.94%
133.64%
157.12%