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Direxion Daily Semiconductor Bear 3X ETF SOXS

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Market dataready · fetched 2026-10-16T21:50:48.704Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:50:28.782245372Z

FundamentalsAlpha Vantage · ready

Share price$49.06
1D+8.3%
AH$45$46$47$48$505:30 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$0.69$3.88$7.08$10.28$13.47$31.58$39.00$46.43$53.85$61.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOXS spot · $49.06SOXS PRICE$1.03$1.32$1.67$2.07$2.43$2.87$3.33$3.79$4.40$5.01$5.67$6.43$7.29$1.07$1.45$1.86$2.46$2.85$3.52$4.13$4.69$6.70$7.46$9.79$11.45$12.55
PutsExpensive1.52×
CallsExpensive1.13×
SkewBearish+5.11 pp
Implied moveBearish±$7.45
TiltBearish19.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.75150.5%23.9%42.93128.8%14.7%
25Δ57.25143.3%19.4%44.18130.4%12.9%
30Δ55.55143.0%16.6%45.40130.1%11.2%
35Δ54.06143.5%14.4%46.46137.8%10.3%
40Δ52.54139.8%12.1%47.67131.9%8.7%
45Δ51.25139.2%10.3%48.80135.8%7.7%
50Δ50.00137.6%8.7%49.96134.8%6.6%
55Δ48.81135.1%7.2%51.07131.1%5.5%
60Δ47.65136.3%6.1%53.11156.8%5.4%
65Δ46.49134.9%5.0%54.36151.6%4.4%
70Δ45.34133.2%4.0%56.96167.6%3.8%
75Δ44.13131.8%3.1%59.03168.2%3.0%
80Δ42.88130.0%2.3%60.57159.9%2.1%

20Δ

Calls
Pseudo strike
59.75
IV
150.5%
B/E move
23.9%
Puts
Pseudo strike
42.93
IV
128.8%
B/E move
14.7%

25Δ

Calls
Pseudo strike
57.25
IV
143.3%
B/E move
19.4%
Puts
Pseudo strike
44.18
IV
130.4%
B/E move
12.9%

30Δ

Calls
Pseudo strike
55.55
IV
143.0%
B/E move
16.6%
Puts
Pseudo strike
45.40
IV
130.1%
B/E move
11.2%

35Δ

Calls
Pseudo strike
54.06
IV
143.5%
B/E move
14.4%
Puts
Pseudo strike
46.46
IV
137.8%
B/E move
10.3%

40Δ

Calls
Pseudo strike
52.54
IV
139.8%
B/E move
12.1%
Puts
Pseudo strike
47.67
IV
131.9%
B/E move
8.7%

45Δ

Calls
Pseudo strike
51.25
IV
139.2%
B/E move
10.3%
Puts
Pseudo strike
48.80
IV
135.8%
B/E move
7.7%

50Δ

Calls
Pseudo strike
50.00
IV
137.6%
B/E move
8.7%
Puts
Pseudo strike
49.96
IV
134.8%
B/E move
6.6%

55Δ

Calls
Pseudo strike
48.81
IV
135.1%
B/E move
7.2%
Puts
Pseudo strike
51.07
IV
131.1%
B/E move
5.5%

60Δ

Calls
Pseudo strike
47.65
IV
136.3%
B/E move
6.1%
Puts
Pseudo strike
53.11
IV
156.8%
B/E move
5.4%

65Δ

Calls
Pseudo strike
46.49
IV
134.9%
B/E move
5.0%
Puts
Pseudo strike
54.36
IV
151.6%
B/E move
4.4%

70Δ

Calls
Pseudo strike
45.34
IV
133.2%
B/E move
4.0%
Puts
Pseudo strike
56.96
IV
167.6%
B/E move
3.8%

75Δ

Calls
Pseudo strike
44.13
IV
131.8%
B/E move
3.1%
Puts
Pseudo strike
59.03
IV
168.2%
B/E move
3.0%

80Δ

Calls
Pseudo strike
42.88
IV
130.0%
B/E move
2.3%
Puts
Pseudo strike
60.57
IV
159.9%
B/E move
2.1%