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iShares Semiconductor ETF SOXX

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Market dataready · fetched 2026-10-16T00:21:53.421Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:05.028235897Z

FundamentalsAlpha Vantage · ready

Share price$510.57
1D+1.1%
AH$495$501$507$512$5185:30 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$4.88$23.18$41.48$59.78$78.08$428.20$474.57$520.95$567.32$613.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOXX spot · $510.57SOXX PRICE$6.85$8.97$11.94$14.24$17.45$20.86$26.36$31.48$36.43$42.45$50.36$59.31$72.80$8.13$10.80$13.23$15.84$19.14$22.61$26.23$29.62$33.96$38.40$42.37$49.56$52.34
PutsCheap0.93×
CallsExpensive1.29×
SkewBullish-7.37 pp
Implied moveBalanced±$52.58
TiltBullish4.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ575.3040.6%14.0%461.9542.6%11.1%
25Δ561.9439.8%11.8%472.6742.3%9.5%
30Δ553.7741.8%10.8%483.3240.5%7.9%
35Δ542.3940.2%9.0%492.7239.0%6.6%
40Δ533.9041.0%8.0%500.6539.0%5.7%
45Δ525.4341.4%7.0%508.5238.6%4.8%
50Δ517.7044.9%6.6%516.1938.0%4.0%
55Δ508.6446.3%5.8%523.5136.8%3.3%
60Δ499.2446.5%4.9%531.0036.3%2.7%
65Δ489.4247.2%4.2%538.4235.5%2.1%
70Δ478.3649.1%3.6%545.2234.0%1.5%
75Δ466.2450.7%2.9%554.4834.4%1.1%
80Δ450.1654.7%2.4%559.6831.4%0.6%

20Δ

Calls
Pseudo strike
575.30
IV
40.6%
B/E move
14.0%
Puts
Pseudo strike
461.95
IV
42.6%
B/E move
11.1%

25Δ

Calls
Pseudo strike
561.94
IV
39.8%
B/E move
11.8%
Puts
Pseudo strike
472.67
IV
42.3%
B/E move
9.5%

30Δ

Calls
Pseudo strike
553.77
IV
41.8%
B/E move
10.8%
Puts
Pseudo strike
483.32
IV
40.5%
B/E move
7.9%

35Δ

Calls
Pseudo strike
542.39
IV
40.2%
B/E move
9.0%
Puts
Pseudo strike
492.72
IV
39.0%
B/E move
6.6%

40Δ

Calls
Pseudo strike
533.90
IV
41.0%
B/E move
8.0%
Puts
Pseudo strike
500.65
IV
39.0%
B/E move
5.7%

45Δ

Calls
Pseudo strike
525.43
IV
41.4%
B/E move
7.0%
Puts
Pseudo strike
508.52
IV
38.6%
B/E move
4.8%

50Δ

Calls
Pseudo strike
517.70
IV
44.9%
B/E move
6.6%
Puts
Pseudo strike
516.19
IV
38.0%
B/E move
4.0%

55Δ

Calls
Pseudo strike
508.64
IV
46.3%
B/E move
5.8%
Puts
Pseudo strike
523.51
IV
36.8%
B/E move
3.3%

60Δ

Calls
Pseudo strike
499.24
IV
46.5%
B/E move
4.9%
Puts
Pseudo strike
531.00
IV
36.3%
B/E move
2.7%

65Δ

Calls
Pseudo strike
489.42
IV
47.2%
B/E move
4.2%
Puts
Pseudo strike
538.42
IV
35.5%
B/E move
2.1%

70Δ

Calls
Pseudo strike
478.36
IV
49.1%
B/E move
3.6%
Puts
Pseudo strike
545.22
IV
34.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
466.24
IV
50.7%
B/E move
2.9%
Puts
Pseudo strike
554.48
IV
34.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
450.16
IV
54.7%
B/E move
2.4%
Puts
Pseudo strike
559.68
IV
31.4%
B/E move
0.6%