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Direxion Daily Semiconductor Bear 3X ETF SOXS

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Market dataready · fetched 2026-10-16T00:18:23.414Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.161605368Z

FundamentalsAlpha Vantage · ready

Share price$43.64
1D-3.3%
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$1.14$6.76$12.39$18.02$23.64$23.44$33.79$44.15$54.50$64.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOXS spot · $43.64SOXS PRICE$1.74$2.28$2.77$3.40$3.95$4.67$5.25$6.31$7.14$7.97$9.22$10.68$11.58$2.23$2.65$3.89$4.83$5.83$7.22$8.23$10.07$11.17$13.27$16.78$18.85$22.02
PutsExpensive1.17×
CallsExpensive1.11×
SkewBullish-7.44 pp
Implied moveBearish±$13.49
TiltBearish24.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.31138.1%62.8%34.24120.2%26.7%
25Δ64.06136.3%52.0%36.91108.1%21.5%
30Δ58.91129.6%41.4%38.60120.1%20.4%
35Δ55.70129.8%35.4%40.67119.6%17.9%
40Δ52.25124.7%28.8%42.72118.4%15.5%
45Δ49.68124.7%24.5%44.89121.1%13.7%
50Δ47.00119.4%19.7%46.88117.2%11.4%
55Δ45.06125.4%17.7%49.36120.5%10.0%
60Δ42.82123.4%14.5%51.29115.4%8.1%
65Δ40.67119.9%11.5%53.99116.9%6.7%
70Δ38.54122.6%9.5%57.97123.9%5.6%
75Δ36.29125.8%7.6%60.67120.1%4.2%
80Δ34.37117.6%5.3%64.37119.1%3.0%

20Δ

Calls
Pseudo strike
69.31
IV
138.1%
B/E move
62.8%
Puts
Pseudo strike
34.24
IV
120.2%
B/E move
26.7%

25Δ

Calls
Pseudo strike
64.06
IV
136.3%
B/E move
52.0%
Puts
Pseudo strike
36.91
IV
108.1%
B/E move
21.5%

30Δ

Calls
Pseudo strike
58.91
IV
129.6%
B/E move
41.4%
Puts
Pseudo strike
38.60
IV
120.1%
B/E move
20.4%

35Δ

Calls
Pseudo strike
55.70
IV
129.8%
B/E move
35.4%
Puts
Pseudo strike
40.67
IV
119.6%
B/E move
17.9%

40Δ

Calls
Pseudo strike
52.25
IV
124.7%
B/E move
28.8%
Puts
Pseudo strike
42.72
IV
118.4%
B/E move
15.5%

45Δ

Calls
Pseudo strike
49.68
IV
124.7%
B/E move
24.5%
Puts
Pseudo strike
44.89
IV
121.1%
B/E move
13.7%

50Δ

Calls
Pseudo strike
47.00
IV
119.4%
B/E move
19.7%
Puts
Pseudo strike
46.88
IV
117.2%
B/E move
11.4%

55Δ

Calls
Pseudo strike
45.06
IV
125.4%
B/E move
17.7%
Puts
Pseudo strike
49.36
IV
120.5%
B/E move
10.0%

60Δ

Calls
Pseudo strike
42.82
IV
123.4%
B/E move
14.5%
Puts
Pseudo strike
51.29
IV
115.4%
B/E move
8.1%

65Δ

Calls
Pseudo strike
40.67
IV
119.9%
B/E move
11.5%
Puts
Pseudo strike
53.99
IV
116.9%
B/E move
6.7%

70Δ

Calls
Pseudo strike
38.54
IV
122.6%
B/E move
9.5%
Puts
Pseudo strike
57.97
IV
123.9%
B/E move
5.6%

75Δ

Calls
Pseudo strike
36.29
IV
125.8%
B/E move
7.6%
Puts
Pseudo strike
60.67
IV
120.1%
B/E move
4.2%

80Δ

Calls
Pseudo strike
34.37
IV
117.6%
B/E move
5.3%
Puts
Pseudo strike
64.37
IV
119.1%
B/E move
3.0%