Daily Options Seller Strategy | Semiconductors lead gains! SOXL surged nearly 14% in pre-market trading—how to position in this high-volatility, high-momentum sector?

I. Market Barometer

All three major U.S. equity indices rose across the board in the previous trading session, and U.S. index futures continued to climb today, with the semiconductor sector staging a strong rally. $Direxion Daily Semiconductor Bull 3x Shares ETF (SOXL.US)$ SOXL surged nearly 14% in pre-market trading, and the high-volatility environment has created a premium window for options selling strategies.

II. Focus on Hot Targets

$Direxion Daily Semiconductor Bull 3x Shares ETF (SOXL.US)$: Semiconductors Lead the Rebound! SOXL Up Nearly 14% in Pre-Market

$Direxion Daily Semiconductor Bull 3x Shares ETF (SOXL.US)$ It closed Friday at $234.68, up 4.77% for the day, experiencing significant intraday volatility with a trading range of 12.35%. Looking back over the past two weeks, SOXL had been trading in a wide range following its pullback from the early June high of $285. The uptrend has now resumed, with SOXL surging nearly 14% in Monday’s pre-market session.

Technical indicators show clear signs of tug-of-war between bulls and bears. The stock found buying support after dipping below the $200 mark. Current volatility metrics are at historically extreme levels—SOXL posted a single-day decline exceeding 30% on June 5. Although recent panic sentiment has somewhat subsided, overall volatility remains far above normal levels. The stock is now trading above its 10-day moving average, reflecting a classic 'sharp drop–gradual recovery' pattern, with clear signs of bullish positions being rebuilt.

The semiconductor supply chain is benefiting from multiple positive catalysts. On the macro front, geopolitical risks have eased significantly, with breakthrough progress in U.S.-Iran negotiations. Iran and the United States have reached agreement on the text of a peace accord and are scheduled to formally sign a memorandum of understanding on June 19, 2026. International oil prices have plunged sharply, substantially alleviating market concerns over energy costs and inflationary pressures, prompting capital to flow back into risk assets.

Semiconductor and memory-related stocks rose broadly during pre-market hours, $Micron Technology (MU.US)$ climbing nearly 8%, $Arm Holdings (ARM.US)$ signed a 1.2 GW fuel cell power contract with $Marvell Technology (MRVL.US)$ rising over 5%, $Advanced Micro Devices (AMD.US)$ signed a 1.2 GW fuel cell power contract with $Qualcomm (QCOM.US)$ rose more than 4%, $Intel (INTC.US)$ and another gained about 3%.

Moreover, the long-term investment thesis for the semiconductor industry remains intact. The ongoing shift in AI computing demand—from training to inference—continues to provide fundamental support for the chip sector.

III. Seller Options Strategy

1. Cash Secured Put

Sell 1 contract of $Direxion Daily Semiconductor Bull 3x Shares ETF (SOXL.US)$20260618 180P, Estimated required margin (for reference only): $18,000 ($180 × 100)

Screening logic:

Investors who currently hold no position but strongly believe in the long-term upside potential of the semiconductor sector may face near-term pullback risk if they chase prices higher and buy in directly, as short-term profit-taking could trigger a correction. Given that positive catalysts across the industry chain continue to accumulate, selling put options offers a strategic approach: it allows investors to steadily collect substantial option premiums if the underlying asset remains strong or trades sideways, and should the underlying unexpectedly decline and trigger assignment, they can acquire shares at a more favorable cost basis.

2. Covered Call

Holding 100 shares $Direxion Daily Semiconductor Bull 3x Shares ETF (SOXL.US)$Underlying stock: sell one SOXL June 18, 2026, $280 call

Filtering logic:

For investors who have already established long positions, SOXL may face short-term volatility, consolidation, and pullback pressure following its recent sharp rally. If they remain bullish on its long-term outlook and are reluctant to liquidate their holdings outright, selling call options enables them to continuously collect option premiums, effectively lowering their overall cost basis. Should the stock subsequently surge past the strike price, this strategy effectively locks in profits at a predetermined high level, achieving an early take-profit outcome.

IV. Risk Control Reminder

Although the seller strategy has a high probability of success, investors must still manage risks effectively:

– Position management is key:The biggest risk for option sellers lies in black swan events. It is recommended that margin exposure for a single underlying should not exceed 20% of total capital. Never sell options beyond your capacity for the sake of greedy premiums.

– Timely rolling of covered call options: When a covered call option becomes deeply in-the-money (stock price far exceeds the strike price), and if the underlying stock is still viewed favorably, decisively 'roll' the position — that is, close the current option by buying it back and simultaneously sell an option with a later expiration date and a higher strike price to avoid having the stock called away at a low price.

– Cash-secured put options warn of 'left-tail risk':For cash-secured puts, if the stock price collapses due to deteriorating fundamentals (rather than a normal pullback), do not hold on stubbornly. At this time, stop losses should be executed, or 'rolling down' can be employed to buy time and wait for volatility to normalize.

Make good use of the options seller zone to understand the income strategies for selling optionsEarn option premiums!

Options Risk Warning

An option is a contract that grants the holder the right—but not the obligation—to buy or sell an underlying asset at a predetermined price on or before a specified date. Option prices are influenced by multiple factors, including the current price of the underlying asset, the strike price, time to expiration, and implied volatility. Implied volatility reflects the market’s expectation of future price fluctuations over the life of the option and is derived by reverse-engineering the Black-Scholes pricing model. It is commonly used as a gauge of market sentiment. When investors anticipate greater volatility, they may be willing to pay higher premiums for options to hedge risk, leading to elevated implied volatility. Traders and investors use implied volatility to assess the relative attractiveness of option prices, identify potential mispricings, and manage risk exposure.

Disclaimer

This content does not constitute any offer, solicitation, recommendation, opinion, or guarantee for any securities, financial products, or tools. The risk of loss in trading options can be substantial. In some cases, losses incurred may exceed the initial margin deposited. Even if you set contingency orders, such as 'stop-loss' or 'limit' orders, these may not necessarily prevent losses. Market conditions may make such orders unexecutable. You may be required to deposit additional margin within a short period. If you fail to provide the required amount within the specified time, your open positions may be liquidated. However, you will still be responsible for any shortfall in your account resulting from such liquidation. Therefore, before trading, you should study and understand options and carefully consider whether such trading suits you based on your financial situation and investment objectives. If you trade options, you should be familiar with the procedures for exercising options and the rights and obligations upon expiration. Options trading involves extremely high risks and is not suitable for all investors. Investors should read Characteristics and Risks of Standardized Options carefully before engaging in any options trading strategy.

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