SOXL Options Chain
SOXL $90.50 · Updated Oct 26, 4:00 PM ET
SOXL is at $90.50. The nearest expiration, Oct 30, 2026 (4 days out), lists 119 strikes, with 93,923 calls and 61,498 puts traded in the latest session. At-the-money implied volatility is 0.8%. The at-the-money straddle prices a move of about $11.47 (12.7%) by expiration.
EXPIRATION
- Oct 30, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Jan 15, 2027
- Feb 19, 2027
ATM IV
0.2%
90 strike
EXPECTED MOVE
$45.93
ATM straddle
MAX PAIN
$395.00
+336.5%
PUT/CALL VOLUME
1.38
2,711 / 1,971
FEB 19, 2027 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 0.00 | 0.00 | 45.25 | 1 | 0.0% | 1.000 | 0.0000 | -0.005 | 45 | -0.000 | 0.0000 | -0.000 | 25.0% | 204 | 3.90 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 46.20 | 16 | 0.0% | 1.000 | 0.0000 | -0.006 | 50 | -0.000 | 0.0000 | -0.000 | 25.0% | 425 | 5.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 43.40 | 1 | 0.0% | 1.000 | 0.0000 | -0.007 | 55 | -0.000 | 0.0000 | -0.000 | 25.0% | 51 | 6.67 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 41.00 | 6 | 0.0% | 1.000 | 0.0000 | -0.007 | 60 | -0.000 | 0.0000 | -0.000 | 12.5% | 188 | 8.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 31.86 | 5 | 0.0% | 1.000 | 0.0000 | -0.008 | 65 | -0.000 | 0.0000 | -0.000 | 12.5% | 88 | 10.09 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 33.75 | 31 | 0.0% | 1.000 | 0.0000 | -0.009 | 70 | -0.000 | 0.0000 | -0.000 | 12.5% | 89 | 12.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 30.30 | 7 | 0.0% | 1.000 | 0.0000 | -0.009 | 75 | -0.000 | 0.0000 | -0.000 | 6.3% | 107 | 14.28 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 29.20 | 37 | 0.0% | 1.000 | 0.0000 | -0.010 | 80 | -0.000 | 0.0001 | -0.000 | 6.3% | 35 | 16.80 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 26.58 | 45 | 0.0% | 1.000 | 0.0000 | -0.010 | 85 | -0.000 | 0.0000 | -0.000 | 3.1% | 15 | 19.45 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 23.85 | 132 | 0.0% | 1.000 | 0.0000 | -0.011 | 90 | -0.000 | 0.0000 | 0.000 | 0.4% | 19 | 22.08 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 22.76 | 38 | 1.6% | 0.000 | 0.0003 | -0.000 | 95 | 0.012 | 0.0000 | -1.000 | 0.0% | 3 | 25.30 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 20.20 | 398 | 3.1% | 0.000 | 0.0000 | -0.000 | 100 | 0.012 | 0.0000 | -1.000 | 0.0% | 226 | 28.40 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 19.10 | 11 | 6.3% | 0.000 | 0.0001 | -0.000 | 105 | 0.013 | 0.0000 | -1.000 | 0.0% | 20 | 31.47 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 17.70 | 36 | 6.3% | 0.000 | 0.0000 | -0.000 | 110 | 0.013 | 0.0000 | -1.000 | 0.0% | 19 | 34.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 16.00 | 25 | 12.5% | 0.001 | 0.0004 | -0.000 | 115 | 0.014 | 0.0000 | -1.000 | 0.0% | 12 | 38.22 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 14.23 | 63 | 12.5% | 0.000 | 0.0001 | -0.000 | 120 | 0.015 | 0.0000 | -1.000 | 0.0% | 12 | 42.73 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 13.48 | 53 | 12.5% | 0.000 | 0.0000 | -0.000 | 125 | 0.015 | 0.0000 | -1.000 | 0.0% | 1 | 50.15 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 10.05 | 2 | 12.5% | 0.000 | 0.0000 | -0.000 | 126 | 0.015 | 0.0000 | -1.000 | 0.0% | 1 | 42.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 10.67 | 47 | 12.5% | 0.000 | 0.0000 | -0.000 | 127 | 0.015 | 0.0000 | -1.000 | 0.0% | 2 | 47.42 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 12.72 | 3 | 12.5% | 0.000 | 0.0000 | -0.000 | 128 | 0.016 | 0.0000 | -1.000 | 0.0% | 1 | 47.01 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 12.70 | 2 | 12.5% | 0.000 | 0.0000 | -0.000 | 129 | 0.016 | 0.0000 | -1.000 | 0.0% | 5 | 49.07 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 12.00 | 45 | 12.5% | 0.000 | 0.0000 | -0.000 | 130 | 0.016 | 0.0000 | -1.000 | 0.0% | 8 | 49.60 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 10.96 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 131 | 0.016 | 0.0000 | -1.000 | 0.0% | 1 | 50.64 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 10.51 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 132 | 0.016 | 0.0000 | -1.000 | 0.0% | 1 | 55.46 | 0.00 | 0.00 | ||
| 133 | 0.016 | 0.0000 | -1.000 | 0.0% | 2 | 49.35 | 0.00 | 0.00 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology