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iShares Semiconductor ETF SOXX

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Market datapartial · fetched 2026-10-16T21:49:30.184Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:47:20.380789654Z

FundamentalsAlpha Vantage · unavailable

Share price$494.00
1D-2.9%
AH$492$496$501$506$5105:30 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$2.24$9.35$16.46$23.57$30.68$451.10$481.19$511.27$541.36$571.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOXX spot · $494.00SOXX PRICE$3.01$4.26$5.22$6.55$8.25$9.45$11.77$13.95$16.24$19.98$22.41$26.06$28.63$4.12$5.19$6.71$8.03$9.30$11.59$13.41$15.45$17.52$18.52$21.36$25.51$26.57
PutsFair1.04×
CallsExpensive1.30×
SkewBearish+1.25 pp
Implied moveBearish±$25.17
TiltBearish2.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ518.8740.2%5.6%466.5152.0%6.4%
25Δ515.5343.0%5.2%473.3449.0%5.2%
30Δ510.2641.3%4.3%477.9849.6%4.6%
35Δ506.4341.9%3.8%482.9548.0%3.9%
40Δ502.9143.7%3.5%487.4545.9%3.2%
45Δ498.8642.1%2.9%491.3647.9%2.9%
50Δ495.3044.7%2.6%495.4247.1%2.4%
55Δ491.4145.6%2.3%499.4246.5%2.0%
60Δ487.4446.0%2.0%503.2945.6%1.7%
65Δ482.6449.3%1.7%506.3541.8%1.2%
70Δ478.4548.1%1.4%510.4641.8%1.0%
75Δ473.4348.7%1.1%515.5743.2%0.8%
80Δ469.3746.3%0.8%518.0738.9%0.5%

20Δ

Calls
Pseudo strike
518.87
IV
40.2%
B/E move
5.6%
Puts
Pseudo strike
466.51
IV
52.0%
B/E move
6.4%

25Δ

Calls
Pseudo strike
515.53
IV
43.0%
B/E move
5.2%
Puts
Pseudo strike
473.34
IV
49.0%
B/E move
5.2%

30Δ

Calls
Pseudo strike
510.26
IV
41.3%
B/E move
4.3%
Puts
Pseudo strike
477.98
IV
49.6%
B/E move
4.6%

35Δ

Calls
Pseudo strike
506.43
IV
41.9%
B/E move
3.8%
Puts
Pseudo strike
482.95
IV
48.0%
B/E move
3.9%

40Δ

Calls
Pseudo strike
502.91
IV
43.7%
B/E move
3.5%
Puts
Pseudo strike
487.45
IV
45.9%
B/E move
3.2%

45Δ

Calls
Pseudo strike
498.86
IV
42.1%
B/E move
2.9%
Puts
Pseudo strike
491.36
IV
47.9%
B/E move
2.9%

50Δ

Calls
Pseudo strike
495.30
IV
44.7%
B/E move
2.6%
Puts
Pseudo strike
495.42
IV
47.1%
B/E move
2.4%

55Δ

Calls
Pseudo strike
491.41
IV
45.6%
B/E move
2.3%
Puts
Pseudo strike
499.42
IV
46.5%
B/E move
2.0%

60Δ

Calls
Pseudo strike
487.44
IV
46.0%
B/E move
2.0%
Puts
Pseudo strike
503.29
IV
45.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
482.64
IV
49.3%
B/E move
1.7%
Puts
Pseudo strike
506.35
IV
41.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
478.45
IV
48.1%
B/E move
1.4%
Puts
Pseudo strike
510.46
IV
41.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
473.43
IV
48.7%
B/E move
1.1%
Puts
Pseudo strike
515.57
IV
43.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
469.37
IV
46.3%
B/E move
0.8%
Puts
Pseudo strike
518.07
IV
38.9%
B/E move
0.5%