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Direxion Daily Semiconductor Bear 3X ETF SOXS

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Market dataready · fetched 2026-10-15T20:04:56.627Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:04:52.635855898Z

FundamentalsAlpha Vantage · ready

Share price$43.54
1D-6.4%
AH$43$44$46$47$495:30 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$0.25$1.25$2.25$3.25$4.24$39.20$41.57$43.93$46.30$48.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $43.54OPTION PRICELive SOXS spot · $43.54SOXS PRICE$0.36$0.49$0.68$0.77$0.90$1.08$1.26$1.47$1.67$1.83$1.99$3.96$3.05$0.37$0.50$0.67$0.69$0.91$1.14$1.34$1.51$1.69$1.98$2.33$2.63$3.20
PutsCheap0.90×
CallsFair0.99×
SkewBullish-16.05 pp
Implied moveBearish±$2.60
TiltBalanced1.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.62147.7%7.9%41.03141.1%6.6%
25Δ46.05149.4%6.9%41.54141.4%5.7%
30Δ45.67161.4%6.5%41.94147.2%5.2%
35Δ45.03150.7%5.2%42.57122.9%3.8%
40Δ44.52144.7%4.3%42.90132.8%3.6%
45Δ44.09146.3%3.8%43.27139.6%3.2%
50Δ43.67144.9%3.2%43.66140.8%2.8%
55Δ43.25145.0%2.7%44.05136.1%2.3%
60Δ42.85143.2%2.3%44.41131.0%1.9%
65Δ42.48135.6%1.8%44.84132.7%1.6%
70Δ42.14128.2%1.3%45.31134.9%1.3%
75Δ40.41231.0%1.9%45.74132.3%1.0%
80Δ40.89149.6%0.9%46.41136.3%0.8%

20Δ

Calls
Pseudo strike
46.62
IV
147.7%
B/E move
7.9%
Puts
Pseudo strike
41.03
IV
141.1%
B/E move
6.6%

25Δ

Calls
Pseudo strike
46.05
IV
149.4%
B/E move
6.9%
Puts
Pseudo strike
41.54
IV
141.4%
B/E move
5.7%

30Δ

Calls
Pseudo strike
45.67
IV
161.4%
B/E move
6.5%
Puts
Pseudo strike
41.94
IV
147.2%
B/E move
5.2%

35Δ

Calls
Pseudo strike
45.03
IV
150.7%
B/E move
5.2%
Puts
Pseudo strike
42.57
IV
122.9%
B/E move
3.8%

40Δ

Calls
Pseudo strike
44.52
IV
144.7%
B/E move
4.3%
Puts
Pseudo strike
42.90
IV
132.8%
B/E move
3.6%

45Δ

Calls
Pseudo strike
44.09
IV
146.3%
B/E move
3.8%
Puts
Pseudo strike
43.27
IV
139.6%
B/E move
3.2%

50Δ

Calls
Pseudo strike
43.67
IV
144.9%
B/E move
3.2%
Puts
Pseudo strike
43.66
IV
140.8%
B/E move
2.8%

55Δ

Calls
Pseudo strike
43.25
IV
145.0%
B/E move
2.7%
Puts
Pseudo strike
44.05
IV
136.1%
B/E move
2.3%

60Δ

Calls
Pseudo strike
42.85
IV
143.2%
B/E move
2.3%
Puts
Pseudo strike
44.41
IV
131.0%
B/E move
1.9%

65Δ

Calls
Pseudo strike
42.48
IV
135.6%
B/E move
1.8%
Puts
Pseudo strike
44.84
IV
132.7%
B/E move
1.6%

70Δ

Calls
Pseudo strike
42.14
IV
128.2%
B/E move
1.3%
Puts
Pseudo strike
45.31
IV
134.9%
B/E move
1.3%

75Δ

Calls
Pseudo strike
40.41
IV
231.0%
B/E move
1.9%
Puts
Pseudo strike
45.74
IV
132.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
40.89
IV
149.6%
B/E move
0.9%
Puts
Pseudo strike
46.41
IV
136.3%
B/E move
0.8%