Zacks Investment ResearchT3·6d ago
SOXL Direxion Daily Semiconductor Bull 3X ETF
ETF 54.93 DelayedETF quote, holdings, sector allocation, technicals, and options analytics. Expected move IV rank history Fibonacci levels
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
SOXL
$54.93
—
Key stats
$54.93
- 52-Week Range
- $28.12 – $302.00
- YTD
- +16.28%
- IV Rank (30D)
- 51.99
- Straddle Price
- $19.42
- P/C Vol Ratio
- 0.67
- Open
- $48.00
- Day Range
- $47.36 – $56.46
- Volume
- 206,983,356
- Prev Close
- $45.97
About
Direxion Daily Semiconductor Bull 3X ETF (SOXL) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2010-03-11
- Has Options
- Yes
Fund profile
holdings as of Nov 6, 2026issuer datathrough Jul 2026flows, SEC filings
Resets to 3x its benchmark's return each day. Over longer periods the result compounds and can differ sharply from 3x the benchmark, especially when it is volatile. Decay analysis
- Expense ratio
- 0.75% prospectus, filed Mar 3, 2026
- Assets
- $12.8B shares × price, Nov 6, 2026
- Trailing yield
- 0.20% paid quarterly
- Average daily volume
- $10.8B 30 sessions
- Holdings
- 44 top 10 are 236.0%
- Listed
- Mar 11, 2010 NYSE Arca
- Last fee change
- -1 bp filed Feb 26, 2025
- Tracking difference
- +19.09 pts vs index, after fees, FY 2025
Cost78
Liquidity100
Scale100
Diversificationn/a
Moves with. US large-cap stocks (31% of its variance, beta 4.44); Emerging markets over US (27% of its variance, beta 3.30); Value over growth (22% of its variance, beta -2.63); Small caps over large (4% of its variance, beta 2.30). These factors explain 81% of its daily moves over the last year.
Stated objective. The Fund seeks daily investment results, before fees and expenses, of 300% of the daily performance of the Index. The Fund does not seek to achieve its stated investment objective for a period of time different than a trading day. (from the fund's prospectus)
All 44 holdingsFlow historySimilar fundsOverlap toolAll Leveraged Equity ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- +$6.9B latest reported month
- Latest 3 months
- +$2.5B +13.0% of assets
- Latest 12 months
- −$16.7B −86.1% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$6.9B |
| Jun 2026 | −$810M |
| May 2026 | −$3.6B |
| Apr 2026 | −$8.8B |
| Mar 2026 | +$3.1B |
| Feb 2026 | −$591M |
| Jan 2026 | −$5.9B |
| Dec 2025 | −$1.5B |
| Nov 2025 | +$1.4B |
| Oct 2025 | −$2.7B |
| Sep 2025 | −$2.2B |
| Aug 2025 | −$1.9B |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 84 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| SOXXiShares Semiconductor ETF | 76% | 0.33% | $39.1B | +34.1% | compare |
| CHPYYieldMax Semiconductor Portfolio Option Income ETF | 68% | 1.03% | $1.0B | −15.2% | compare |
| SOXYYieldMax Target 12 Semiconductor Option Income ETF | 67% | 1.06% | $64M | +14.0% | compare |
| SOXQInvesco PHLX Semiconductor ETF | 64% | 0.19% | $2.5B | +30.4% | compare |
| FTXLFirst Trust Nasdaq Semiconductor ETF | 63% | 0.60% | $925M | +46.0% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Nov 6, 2026issuer data- Holdings vs fair value
- +9.7% 41% under, 20% over · 97% covered
- Price / earnings
- 31.6 7% loss-making · 89% covered
- Price / book · sales
- 7.2 · 8.2 revenue growth +23.4%
- Above 200-day average
- 20% 5% above 50-day · by weight
- Short interest
- 2.8% of float, weighted · 2.4 days to cover
- Insider buying
- 9% of weight had net insider buying, 90 days; 69% net selling
- 13F holders
- +3.3% change in shares held by institutions, latest quarter
- Reporting earnings
- 4.2% of weight in 7 days; 12.7% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.50%
Each figure is the fund's holdings weighted by position size, using our data on those stocks, and covers only the share of the stock holdings stated. Positive fair value means the holdings trade below our estimate.
What changed in the portfolio
Jan 31, 2026 → Apr 30, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Decrease | AMATApplied Materials Inc. | 4.49% | 2.73% | −15.2% |
| Decrease | LRCXLam Research Corporation | 3.57% | 1.90% | −17.5% |
| Decrease | ASMLASML HOLDING NV | 3.01% | 1.57% | −11.7% |
| Increase | MRVLMarvell Technology Inc | 2.11% | 3.49% | +35.3% |
| Increase | NVDANVIDIA Corp. | 5.15% | 3.89% | +23.5% |
| Increase | AVGOBroadcom Inc | 3.92% | 4.51% | +55.8% |
| Increase | QCOMQUALCOMM Inc. | 2.15% | 2.18% | +46.0% |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 48.7%. Full holdings and history
Under the hood
fiscal year to Oct 31, 2025SEC census- Authorized participants
- 9 active of 9 with agreements; top 3 did 90%
- Created · redeemed
- $17.0B · $27.5B over the fiscal year
- Redemptions in kind
- 68% creations 68% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 0.45% of assets on loan on average; earned 3.1 bp
- Return vs index
- +19.09 pts after fees; +20.11 before
- Diversification status
- Non-diversified may concentrate in fewer issuers
From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.
ETF Profile
holdings as of 2026-11-06
Holdings
44
AUM
$51.4B
Provider
Direxion
Inception
2010-03-11
Exchange
ARCX
Data As Of
2026-11-06
Expense Ratio
0.75%
Dividend Yield
0.20%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-22 | 2026-09-29 | $0.0929 | CD |
| 2025-09-23 | 2025-09-30 | $0.0101 | CD |
| 2025-06-24 | 2025-07-01 | $0.0680 | CD |
| 2025-03-25 | 2025-04-01 | $0.0648 | CD |
| 2024-12-23 | 2024-12-31 | $0.0768 | CD |
| 2024-09-24 | 2024-10-01 | $0.0595 | CD |
Asset Allocation
Top Holdings
top 44 of 44 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | ICESEMI SWAP ASSET LEG | 76.00% | Derivative | — |
| — | ICESEMI SWAP ASSET LEG | 41.35% | Derivative | — |
| — | DREYFUS TRSRY SECURITIES CASH MGMT | 26.46% | Cash/Money Market | — |
| — | ICESEMI SWAP ASSET LEG | 22.34% | Derivative | — |
| — | ICESEMI SWAP ASSET LEG | 21.97% | Derivative | — |
| — | ICESEMI SWAP ASSET LEG | 20.21% | Derivative | — |
| — | GOLDMAN FINL SQ TRSRY INST 506 | 18.41% | Cash/Money Market | — |
| — | ICESEMI SWAP ASSET LEG | 17.02% | Derivative | — |
| — | DREYFUS GOVT CASH MAN INS | 12.10% | Cash/Money Market | — |
| — | ICESEMI SWAP ASSET LEG | 12.02% | Derivative | — |
| — | ICESEMI SWAP ASSET LEG | 11.87% | Derivative | — |
| — | GOLDMAN SACHS FIN GOV 465 INSTITUT | 11.35% | Cash/Money Market | — |
| — | JP MORGAN 100 US TRSY CAPITAL 3163 | 10.52% | Cash/Money Market | — |
| AMD | ADVANCED MICRO DEVICES | 6.73% | Equity (US) | US |
| NVDA | NVIDIA CORP | 6.44% | Equity (US) | US |
| AVGO | BROADCOM INC | 6.17% | Equity (US) | US |
| MU | MICRON TECHNOLOGY INC | 5.36% | Equity (US) | US |
| INTC | INTEL CORP | 4.57% | Equity (US) | US |
| TXN | TEXAS INSTRUMENTS INC | 4.17% | Equity (US) | US |
| ADI | ANALOG DEVICES INC | 3.90% | Equity (US) | US |
| QCOM | QUALCOMM INC | 3.60% | Equity (US) | US |
| NXPI | NXP SEMICONDUCTORS NV | 3.33% | Equity (Foreign) | NL |
| MPWR | MONOLITHIC POWER SYSTEMS INC | 2.90% | Equity (US) | US |
| KLAC | KLA CORP | 2.90% | Equity (US) | US |
| AMAT | APPLIED MATERIALS INC | 2.73% | Equity (US) | US |
| TSM | TAIWAN SEMICONDUCTOR-SP ADR | 2.55% | Equity (Foreign) | TW |
| MRVL | MARVELL TECHNOLOGY INC | 2.47% | Equity (US) | US |
| LRCX | LAM RESEARCH CORP | 2.41% | Equity (US) | US |
| SKHY | SK HYNIX INC-ADR | 2.26% | Equity (Foreign) | KR |
| MCHP | MICROCHIP TECHNOLOGY INC | 1.87% | Equity (US) | US |
| TER | TERADYNE INC | 1.79% | Equity (US) | US |
| — | ICESEMI SWAP ASSET LEG | 1.48% | Derivative | — |
| ALAB | ASTERA LABS INC | 1.38% | Equity (US) | US |
| ON | ON SEMICONDUCTOR | 1.32% | Equity (US) | US |
| ASML | ASML HOLDING NV-NY REG SHS | 1.20% | Equity (Foreign) | NL |
| CRDO | CREDO TECHNOLOGY GROUP HOLDI | 1.03% | Equity (US) | US |
| ENTG | ENTEGRIS INC | 1.03% | Equity (US) | US |
| TSEM | TOWER SEMICONDUCTOR LTD | 0.74% | Equity (Foreign) | IL |
| MTSI | MACOM TECHNOLOGY SOLUTIONS H | 0.73% | Equity (US) | US |
| ASX | ASE TECHNOLOGY HOLDING -ADR | 0.65% | Equity (Foreign) | TW |
| CBRS | CEREBRAS SYSTEMS INC - A | 0.42% | Equity (US) | US |
| UMC | UNITED MICROELECTRON-SP ADR | 0.41% | Equity (Foreign) | TW |
| STM | STMICROELECTRONICS NV-NY SHS | 0.34% | Equity (Foreign) | NL |
| ARM | ARM HOLDINGS PLC-ADR | 0.31% | Equity (Foreign) | GB |
Geographic Breakdown
Non-Equity Breakdown
Direxion Daily Semiconductor Bull 3X Shares ·
NPORT-P period 2026-07-31
(filed 2026-09-28)
Net assets:
$19.44B
· 44 total positions
· equity 68.90%
· non-equity 34.74%
Non-equity holdings
— 14 positions,
34.74% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 55.48% | $10.79B | 5 |
| DO | -20.74% | $-4032974558 | 9 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 8.91% | -38.17% | 55.13% | 14.48% | -2.35% | 30.80% | 11.47% |
| Feb | 3.65% | -10.67% | -12.80% | 32.02% | -11.25% | -3.73% | -0.46% |
| Mar | -10.22% | 6.01% | 24.66% | -3.72% | -22.23% | -23.66% | -4.86% |
| Apr | -12.99% | -38.72% | -20.10% | -20.44% | -23.76% | 142.98% | 4.49% |
| May | 8.90% | 1.47% | 44.27% | 41.37% | 33.64% | 72.04% | 33.62% |
| Jun | 16.17% | -44.75% | 12.05% | 13.93% | 48.58% | 17.48% | 10.58% |
| Jul | 4.28% | 70.95% | 11.46% | -19.82% | 1.09% | -48.50% | 3.24% |
| Aug | 2.96% | -29.84% | -16.37% | 10.83% | 8.14% | -3.36% | -4.61% |
| Sep | -12.88% | -32.98% | -21.44% | 21.98% | 37.98% | 39.61% | 5.38% |
| Oct | 18.92% | -8.04% | -21.91% | -11.06% | 29.63% | -49.87% | -7.05% |
| Nov | 29.44% | 51.87% | 43.01% | -8.98% | -15.07% | -18.85%* | 13.57% |
| Dec | 7.68% | -28.37% | 36.11% | -9.57% | 1.74% | -- | 1.52% |
| Total | 72.96% | -83.82% | 142.44% | 47.96% | 72.39% | 33.44% | 47.56% |
Technical Indicators
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
Trend Indicators
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
Volume & Volatility
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
SMA 20: $86.63
SMA 50: $114.10
SMA 200: $124.20
Current: $55.18
EMA 12: $72.18
EMA 26: $91.54
MACD: -19.3616 | Signal: -3.9979
BEARISH
ADX (14): 34.54
TREND
+DI: 15.94
−DI: 43.03
Momentum Oscillators
RSI (14): 34.26
NEUTRAL
Stoch %K: 9.93
Stoch %D: 7.92
Williams %R: -78.55
Volume & Volatility
BB Upper: $131.23
BB Lower: $42.03
NEUTRAL
OBV: 3,261,465,966
Vol SMA 20: 158,806,528
Vol ROC: 103.51%
ATR: $13.35
True Range: $10.49
HV 20: 253.3%
HV 30: 211.8%
HV 60: 171.7%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-11-08T00:00:00 – 2026-11-06T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary
Overall assessment: BEARISH (Confidence level: 6/10)
Key drivers:
- Bearish technical signals from MACD and RSI
- Negative recent news headlines with negative sentiment
- High volatility and beta
Primary risks:
- Technical breakdown and further price decline
- Increased volatility could lead to more significant price swings
- News sentiment could continue to be bearish
Investment thesis:
The stock has been trending downward, driven by bearish technical signals and negative recent news headlines. The high volatility and beta suggest a high risk environment, which may lead to increased market fluctuations.
Recent news sentiment impact:
The negative news headlines have had a significant impact on the stock's price, with a 15% decline in the last few weeks.
Technical Analysis
Trend direction:
- Short-term: Bearish (1-4 weeks)
- Medium-term: Bearish (1-3 months)
- Long-term: Neutral (3-12 months)
Support/resistance levels:
- SMA 20: $115.49
- EMA 26: $121.14
- Upper Bollinger Band: $131.16
Momentum signals:
- RSI: 40.19 (neutral)
- MACD signal: Bearish (-7.46 / Signal: 0.45 / Histogram: -7.91)
- Bollinger Bands position: Neutral (price touches middle band)
Volume analysis:
- Volume SMA 20: 57876661.50
- On-Balance Volume (OBV): 4023016582.69
- Volume Rate of Change: 64.70%
News & Sentiment Analysis
Recent headlines summary:
- Negative news headlines with negative sentiment
Sentiment assessment:
- Aggregate news sentiment: NEGATIVE
Catalyst identification:
- No immediate catalysts, but ongoing semiconductor industry trends could impact the stock's price
Market narrative:
- The market is likely to be influenced by the overall trend in the semiconductor industry, which has been experiencing a downturn.
Risk & Volatility Assessment
Beta interpretation:
- Beta: 7.67 (vs SPY) - High volatility and risk relative to the market
Volatility regime:
- Current vs historical volatility levels: High
Options market signals:
- IV Rank: 0.3% (Low)
- Current IV: 106.9%
- Expected Move: $25.17 (31 DTE), 7-DTE: $10.05
- Put/Call Volume Ratio: 0.89 (Neutral sentiment)
Downside protection:
- Support levels and risk management considerations: SMA 20 ($115.49) and EMA 26 ($121.14)
Market Context & Positioning
Sector performance:
- Relative strength vs sector/market: Weak
Institutional activity:
- Volume patterns suggesting institutional interest: None notable
Correlation analysis:
- How stock moves relative to market (R-squared interpretation): High correlation with the semiconductor industry
Relative valuation:
- Position within trading range: Below average
Key Levels & Action Items
Critical price levels:
- Support/resistance levels:
- SMA 20: $115.49
- EMA 26: $121.14
- Upper Bollinger Band: $131.16
Breakout/breakdown levels:
- Technical levels that could trigger significant moves:
- SMA 50 ($132.76)
- SMA 200 ($111.27)
Time-sensitive catalysts:
- Earnings dates, FDA approvals, product launches: None scheduled
Risk management:
- Stop-loss levels and position sizing considerations: None specific
Note: The analysis is based on the provided data and may not include all relevant information. Please use your own judgment when making investment decisions.
Generated
News
All SOXL news →
The Motley FoolT3·25d ago
The Motley FoolT3·1mo ago
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Investing.comT3·4mo ago
BenzingaT3·5mo ago
GlobeNewswire Inc.T3·5mo ago
The Motley FoolT3·9mo ago
Showing 1–10 of 50
Page 1 of 5
SOXL Options Activity & IV Rank
SOXL IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 152.0%
7-DTE IV: 179.8%
Expected Move: $19.42
7-DTE Move: $8.82
Days to Exp: 32 (2026-12-11)
Options Flow · All expiries
Call Volume: 243,254
Put Volume: 161,651
P/C Volume: 0.665
BULLISH
Call OI: 956,955
Put OI: 1,041,254
P/C OI: 1.088
Total OI: 1,998,209
ATM Options Pricing
ATM Call: $9.85
ATM Put: $9.57
Call %: 17.9%
Put %: 17.4%
Chain Summary
Chain Volume: 404,905
Chain OI: 1,998,209
Last Updated: 11/9/2026
Spread Scanner
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
Calendars: the long leg is valued at the short leg’s expiration (Black-Scholes at its current IV) across the range of prices the short leg’s IV implies, giving the best-case profit (R/R = that over the debit) and P(profit).
Stage 2 — Skew Adjustment (±25% cap)
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Scanning bull put, bear call, iron condor and calendar spreads…
Dealer Positioning
TYPICAL γ
Estimated net dealer gamma is at the 27th percentile of this name's own daily history, within its typical range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
27%
vs own history
GEX tilt
-0.01
OI-weighted, today
Vanna tilt
-0.07
δ-sensitivity to IV
Charm tilt
-0.07
δ-decay vs time
? What is this?
· 260 ATM contracts, 269k total OI
Net dealer gamma is an estimate of the aggregate gamma held by options market makers across this name's option chain, weighted by open interest. Dealer positions aren't public, so it uses a standard simplifying assumption: dealers are treated as long the calls and short the puts that are open. Actual dealer books can differ.
Gamma percentile ranks today's estimate against this name's own daily history, from 0% (the lowest reading on record) to 100% (the highest). Raw gamma scales with how much open interest a chain carries, so it isn't comparable across names; the percentile is. The badge marks the bottom 20% as low and the top 20% as high.
Tilts run from −1 to +1 and show how lopsided the estimated dealer exposure is. GEX tilt compares call gamma with put gamma. Vanna tilt describes how the hedge would shift if implied volatility changed, and charm tilt how it would shift with the passage of time.
This card describes estimated positioning and where it sits historically. It is not a forecast of price direction or volatility and not a trading signal. Market-wide view: Dealer positioning screener.
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Wing vs ATM
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d
100%
+37.7
pts
EXTREME
ATM 175.2% / Wing 212.9%
30 DTE / 10d
100%
+26.4
pts
EXTREME
ATM 151.6% / Wing 178.0%
Extreme reading.
Historically these have been contrarian — on the small set of observed earnings-day cases, large negative wing-vs-ATM gaps (calls pricing much richer than puts at the same delta) preceded sharp drops in the underlying within 1-12 days. Not financial advice and the dataset is small.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Volatility Surface
Loading the implied volatility surface…
Volatility Smile
Loading the implied volatility smile…
IV Rank (7 DTE)60.5MediumNov 9
IV Rank (30 DTE)52.0MediumNov 9
Straddle Price (30 DTE)$19.42Nov 9
Beta Analysis
Risk Metrics
Beta: 7.9352
Alpha: 41.38%
Correlation: 0.7438
R-Squared: 55.3%
Stock Volatility: 146.7%
Market Volatility: 13.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
High volatility - stock moves more than market
High volatility - stock moves more than market
Beta & Alpha Over Time
SOXL Institutional Ownership (13F)
Filings for 2026-06-30 · 100 already for 2026-09-30Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
10 filers$6.81B notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $3.44B | 50.47% | 2026-06-30 |
| 2 | Jane Street Group, LLC Custodian | $1.62B | 23.83% | 2026-06-30 |
| 3 | Citadel Advisors LLC Custodian | $1.61B | 23.57% | 2026-06-30 |
| 4 | Walleye Trading LLC | $59.26M | 0.87% | 2026-06-30 |
| 5 | Millennium Management LLC Custodian | $44.33M | 0.65% | 2026-06-30 |
| 6 | Goldman Sachs Group Inc Custodian | $40.46M | 0.59% | 2026-06-30 |
| 7 | Westwood Wealth Management | $739.30K | 0.01% | 2026-09-30 |
| 8 | Westmount Partners, LLC | $373.39K | <0.01% | 2026-06-30 |
| 9 | T3 Companies, LLC | $55.79K | <0.01% | 2026-09-30 |
| 10 | FNY Investment Advisers, LLC | $3.00K | 0.00% | 2026-09-30 |
14 filers$11.33B notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $6.15B | 54.28% | 2026-06-30 |
| 2 | Jane Street Group, LLC Custodian | $3.34B | 29.46% | 2026-06-30 |
| 3 | Citadel Advisors LLC Custodian | $1.59B | 14.05% | 2026-06-30 |
| 4 | Millennium Management LLC Custodian | $116.95M | 1.03% | 2026-06-30 |
| 5 | LMR Partners LLP | $62.04M | 0.55% | 2026-06-30 |
| 6 | Walleye Trading LLC | $27.82M | 0.25% | 2026-06-30 |
| 7 | MOORE CAPITAL MANAGEMENT, LP | $18.67M | 0.16% | 2026-06-30 |
| 8 | TORNO CAPITAL, LLC | $9.20M | 0.08% | 2026-06-30 |
| 9 | PEAK6 LLC | $7.49M | 0.07% | 2026-06-30 |
| 10 | Wellington Management Group LLP Custodian | $3.45M | 0.03% | 2026-06-30 |
| 11 | ExodusPoint Capital Management, LP | $1.92M | 0.02% | 2026-06-30 |
| 12 | Goldman Sachs Group Inc Custodian | $1.55M | 0.01% | 2026-06-30 |
| 13 | Calamos Advisors LLC | $853.47K | <0.01% | 2026-09-30 |
| 14 | PRAIRIE ADVISORY, LLC | $266.15K | <0.01% | 2026-09-30 |
Short Interest & Float
Regulatory short-interest reports publish on a bi-weekly settlement cadence; short-volume is reported daily by the trade-reporting facilities. Float is derived from insider-ownership filings.
Metric definitions
- Short Interest — total shares currently sold short as of the settlement date. Lags real time by ~8 business days.
- SI % of Float — short interest / free float. The key crowding metric.
- Days to Cover — short interest / avg daily volume. How many full trading days it would take shorts to buy back. High DTC + catalyst = squeeze fuel.
- Short Vol Ratio — today's short-sale volume / total volume. Intraday selling pressure proxy (not the same as short interest).
- Free Float — shares available for public trading (total shares minus insider / restricted).
- Float % — free float / shares outstanding. <50% = tightly held, more prone to squeezes.
How to read the signals
- SI % of Float < 5% — typical, no particular signal.
- 5–15% — elevated; watch for catalysts (earnings, guidance, macro).
- 15–30% — heavily shorted; tight-float names in this range have produced notable squeezes historically.
- >30% — extreme; borrow is likely expensive and squeeze risk is material.
- Days to Cover > 5 combined with high SI% amplifies squeeze potential.
History chart
- Trend matters more than level. Rapidly rising short interest often precedes negative catalysts or heavy hedging.
- A sudden drop in SI after a rally may indicate a squeeze in progress.
Short interest is reported mid-month and end-of-month; short volume is daily.
Short Interest
31.39M
SI % of Float
11.31%
Days to Cover
1.00
Short Vol Ratio
54.7%
Free Float
—
Float %
—
Short interest 2026-10-15 • Short volume 2026-11-06
SOXL Constituent Performance
Click any bar to view the full quote for that stock.
SOXL Constituents (30 of 30)
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|---|---|---|---|---|---|
| AMD | ADVANCED MICRO DEVICES | 6.73% | $507.32 | +12.98% | +8.67% | -14.63% |
| NVDA | NVIDIA CORP | 6.44% | $176.06 | -5.67% | -12.87% | -22.21% |
| AVGO | BROADCOM INC | 6.17% | $319.26 | +8.71% | -0.92% | -10.00% |
| MU | MICRON TECHNOLOGY INC | 5.36% | $727.74 | +5.47% | -12.70% | -26.42% |
| INTC | INTEL CORP | 4.57% | $58.42 | +3.81% | -2.58% | -42.35% |
| TXN | TEXAS INSTRUMENTS INC | 4.17% | $292.77 | +5.56% | -3.06% | +3.91% |
| ADI | ANALOG DEVICES INC | 3.90% | $389.99 | +7.27% | -5.54% | -4.00% |
| QCOM | QUALCOMM INC | 3.60% | $174.1 | +5.25% | +7.42% | -0.19% |
| NXPI | NXP SEMICONDUCTORS NV | 3.33% | $258.99 | +4.31% | +0.68% | +15.00% |
| MPWR | MONOLITHIC POWER SYSTEMS INC | 2.90% | $1374.53 | +15.46% | +10.50% | +4.19% |
| KLAC | KLA CORP | 2.90% | $150.99 | +9.03% | -1.38% | -20.58% |
| AMAT | APPLIED MATERIALS INC | 2.73% | $370.53 | +11.37% | -1.07% | -25.53% |
| TSM | TAIWAN SEMICONDUCTOR-SP ADR | 2.55% | $389.76 | +3.81% | -2.23% | -12.29% |
| MRVL | MARVELL TECHNOLOGY INC | 2.47% | $153.59 | +8.77% | -10.40% | -42.23% |
| LRCX | LAM RESEARCH CORP | 2.41% | $216.81 | +8.17% | -4.72% | -29.96% |
| SKHY | SK HYNIX INC-ADR | 2.26% | $132.89 | +4.36% | -10.03% | -18.09% |
| MCHP | MICROCHIP TECHNOLOGY INC | 1.87% | $61.43 | +5.28% | -19.29% | -16.80% |
| TER | TERADYNE INC | 1.79% | $241.32 | +10.59% | -7.54% | -37.13% |
| ALAB | ASTERA LABS INC | 1.38% | $214.02 | +12.22% | -6.81% | -33.97% |
| ON | ON SEMICONDUCTOR | 1.32% | $69.26 | +9.40% | -1.21% | -8.87% |
| ASML | ASML HOLDING NV-NY REG SHS | 1.20% | $1513.67 | +6.24% | -0.82% | -13.52% |
| CRDO | CREDO TECHNOLOGY GROUP HOLDI | 1.03% | $132.06 | +9.59% | -5.68% | -34.24% |
| ENTG | ENTEGRIS INC | 1.03% | $139.3 | +8.85% | -8.09% | -12.94% |
| TSEM | TOWER SEMICONDUCTOR LTD | 0.74% | $151.15 | +10.06% | -2.68% | -30.18% |
| MTSI | MACOM TECHNOLOGY SOLUTIONS H | 0.73% | $223.86 | +6.10% | +0.76% | -26.93% |
| ASX | ASE TECHNOLOGY HOLDING -ADR | 0.65% | $34.25 | +8.28% | -12.56% | -27.94% |
| CBRS | CEREBRAS SYSTEMS INC - A | 0.42% | $94.73 | +5.64% | -1.69% | -35.39% |
| UMC | UNITED MICROELECTRON-SP ADR | 0.41% | $14.8 | +6.90% | -9.67% | -34.35% |
| STM | STMICROELECTRONICS NV-NY SHS | 0.34% | $44.43 | +6.50% | -5.81% | -11.98% |
| ARM | ARM HOLDINGS PLC-ADR | 0.31% | $186.56 | +6.84% | -5.20% | -26.91% |