A semiconductor optical device with a differential grating formed by a holography method and a method for manufacturing the same are provided. The provided semiconductor optical device includes an n-type InP substrate, a stack structure on the InP substrate having a waveguide and active layers, a first grating formed under the stack structure and on the InP substrate, and a second grating formed on the stack structure. The provided method for manufacturing the semiconductor optical device forms a first grating on the n-type InP substrate and under the active layer, and forms a second grating on the active layer. The first and second gratings are formed by the holography method.