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iShares Semiconductor ETF SOXX

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Market dataready · fetched 2026-11-07T03:58:18.019Z

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 · 2026-11-07T00:59:57.419130162Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T03:58:15.989580+00:00

NewsAlpha Vantage · collected 2026-11-06T06:30:14.395205+00:00

Share price$137.20
1D-1.2%
AH$134$135$137$139$1405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSOXX
Sold putSold callAH

iShares Semiconductor ETF options

Live interpolated SOXX call and put midpoint premiums by absolute delta.iShares Semiconductor ETF$0.90$4.05$7.20$10.34$13.49$-0.14$0.18$0.50$0.82$1.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESOXX PRICE$1.24$1.67$2.20$2.62$3.20$4.00$6.44$7.35$7.92$9.79$12.59$1.88$2.35$3.03$3.66$4.38$5.26$6.12$6.69$8.14
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ147.8460.4%8.7%125.3583.9%10.0%
25Δ145.9161.2%7.6%128.3478.6%8.2%
30Δ144.3463.5%6.8%130.4179.0%7.2%
35Δ142.3661.1%5.7%132.5276.9%6.1%
40Δ140.8462.0%5.0%134.4375.9%5.2%
45Δ139.4465.4%4.6%136.2676.4%4.5%
50Δ138.0575.4%3.8%
55Δ139.6771.0%3.1%
60Δ134.6966.8%2.9%141.6674.1%2.7%
65Δ133.0966.5%2.4%
70Δ131.7362.2%1.8%
75Δ129.5167.1%1.5%
80Δ126.4375.8%1.3%

20Δ

Calls
Pseudo strike
147.84
IV
60.4%
B/E move
8.7%
Puts
Pseudo strike
125.35
IV
83.9%
B/E move
10.0%

25Δ

Calls
Pseudo strike
145.91
IV
61.2%
B/E move
7.6%
Puts
Pseudo strike
128.34
IV
78.6%
B/E move
8.2%

30Δ

Calls
Pseudo strike
144.34
IV
63.5%
B/E move
6.8%
Puts
Pseudo strike
130.41
IV
79.0%
B/E move
7.2%

35Δ

Calls
Pseudo strike
142.36
IV
61.1%
B/E move
5.7%
Puts
Pseudo strike
132.52
IV
76.9%
B/E move
6.1%

40Δ

Calls
Pseudo strike
140.84
IV
62.0%
B/E move
5.0%
Puts
Pseudo strike
134.43
IV
75.9%
B/E move
5.2%

45Δ

Calls
Pseudo strike
139.44
IV
65.4%
B/E move
4.6%
Puts
Pseudo strike
136.26
IV
76.4%
B/E move
4.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
138.05
IV
75.4%
B/E move
3.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
139.67
IV
71.0%
B/E move
3.1%

60Δ

Calls
Pseudo strike
134.69
IV
66.8%
B/E move
2.9%
Puts
Pseudo strike
141.66
IV
74.1%
B/E move
2.7%

65Δ

Calls
Pseudo strike
133.09
IV
66.5%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
131.73
IV
62.2%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
129.51
IV
67.1%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
126.43
IV
75.8%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend63.24%
Daily close
SOXX30.1%47.9%65.7%2026-08-10: 49.47%2026-08-11: 46.85%2026-08-12: 44.15%2026-08-13: 42.35%2026-08-14: 38.68%2026-08-17: 43.26%2026-08-18: 45.07%2026-08-19: 43.30%2026-08-20: 41.24%2026-08-21: 40.46%2026-08-24: 43.12%2026-08-25: 41.43%2026-08-26: 42.94%2026-08-27: 38.71%2026-08-28: 35.45%2026-08-31: 34.31%2026-09-01: 37.43%2026-09-02: 36.05%2026-09-03: 34.25%2026-09-04: 35.64%2026-09-08: 42.13%2026-09-09: 39.41%2026-09-10: 41.34%2026-09-11: 34.35%2026-09-14: 37.81%2026-09-15: 37.51%2026-09-16: 39.22%2026-09-17: 33.44%2026-09-18: 32.55%2026-09-21: 36.65%2026-09-22: 36.51%2026-09-23: 36.86%2026-09-24: 36.00%2026-09-25: 36.00%2026-09-28: 37.67%2026-09-29: 37.20%2026-09-30: 37.96%2026-10-01: 37.08%2026-10-02: 33.47%2026-10-05: 33.93%2026-10-06: 32.55%2026-10-07: 34.59%2026-10-08: 38.14%2026-10-09: 35.02%2026-10-12: 36.34%2026-10-13: 39.83%2026-10-14: 45.33%2026-10-15: 42.66%2026-10-16: 43.86%2026-10-19: 44.70%2026-10-20: 45.92%2026-10-21: 43.36%2026-10-22: 55.65%2026-10-23: 46.96%2026-10-26: 46.28%2026-10-27: 44.91%2026-10-28: 45.50%2026-10-29: 43.72%2026-10-30: 49.45%2026-11-03: 58.40%2026-11-06: 63.24%Aug 10Sep 22Nov 6
61 observations2026-08-10 — 2026-11-06
Table
DateIV (%)
49.47%
46.85%
44.15%
42.35%
38.68%
43.26%
45.07%
43.30%
41.24%
40.46%
43.12%
41.43%
42.94%
38.71%
35.45%
34.31%
37.43%
36.05%
34.25%
35.64%
42.13%
39.41%
41.34%
34.35%
37.81%
37.51%
39.22%
33.44%
32.55%
36.65%
36.51%
36.86%
36.00%
36.00%
37.67%
37.20%
37.96%
37.08%
33.47%
33.93%
32.55%
34.59%
38.14%
35.02%
36.34%
39.83%
45.33%
42.66%
43.86%
44.70%
45.92%
43.36%
55.65%
46.96%
46.28%
44.91%
45.50%
43.72%
49.45%
58.40%
63.24%

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