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Direxion Shares ETF Trust Direxion Daily AAPL Bear 1X ETF AAPD

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Market dataready · fetched 2026-10-22T05:16:04.574Z

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

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:44:23.570227614Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T05:16:02.574709+00:00

Share price$10.00
1D-1.7%
AH$9.95$10.01$10.06$10.12$10.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAAPD
Sold putSold callAH

Direxion Shares ETF Trust Direxion Daily AAPL Bear 1X ETF options

Live interpolated AAPD call and put midpoint premiums by absolute delta.Direxion Shares ETF Trust Direxion Daily AAPL Bear 1X ETF$0.10$0.64$1.18$1.72$2.26$8.49$9.26$10.02$10.79$11.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AAPD spot · $10.00AAPD PRICE$0.17$0.19$0.22$0.26$0.29$0.32$0.35$0.15$0.18$0.20$0.22$0.25$0.27$0.41$0.61$0.81$1.01$1.21$1.64$2.11
PutsExpensive1.83×
CallsExpensive1.81×
SkewBullish-1.73 pp
Implied moveBearish±$0.77
TiltBearish66.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.0963.4%22.6%9.0446.4%11.2%
25Δ11.2650.4%14.5%9.2242.5%9.6%
30Δ10.8744.5%10.9%9.4038.6%8.0%
35Δ10.6841.8%9.4%9.5834.8%6.4%
40Δ10.4939.1%7.8%9.7630.9%4.8%
45Δ10.3136.4%6.3%9.9427.0%3.2%
50Δ10.1233.7%4.7%10.1429.8%2.7%
55Δ10.3535.5%2.6%
60Δ10.5641.3%2.5%
65Δ10.7747.0%2.4%
70Δ10.9852.7%2.3%
75Δ11.4559.4%1.9%
80Δ11.9566.2%1.5%

20Δ

Calls
Pseudo strike
12.09
IV
63.4%
B/E move
22.6%
Puts
Pseudo strike
9.04
IV
46.4%
B/E move
11.2%

25Δ

Calls
Pseudo strike
11.26
IV
50.4%
B/E move
14.5%
Puts
Pseudo strike
9.22
IV
42.5%
B/E move
9.6%

30Δ

Calls
Pseudo strike
10.87
IV
44.5%
B/E move
10.9%
Puts
Pseudo strike
9.40
IV
38.6%
B/E move
8.0%

35Δ

Calls
Pseudo strike
10.68
IV
41.8%
B/E move
9.4%
Puts
Pseudo strike
9.58
IV
34.8%
B/E move
6.4%

40Δ

Calls
Pseudo strike
10.49
IV
39.1%
B/E move
7.8%
Puts
Pseudo strike
9.76
IV
30.9%
B/E move
4.8%

45Δ

Calls
Pseudo strike
10.31
IV
36.4%
B/E move
6.3%
Puts
Pseudo strike
9.94
IV
27.0%
B/E move
3.2%

50Δ

Calls
Pseudo strike
10.12
IV
33.7%
B/E move
4.7%
Puts
Pseudo strike
10.14
IV
29.8%
B/E move
2.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.35
IV
35.5%
B/E move
2.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.56
IV
41.3%
B/E move
2.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.77
IV
47.0%
B/E move
2.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.98
IV
52.7%
B/E move
2.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.45
IV
59.4%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.95
IV
66.2%
B/E move
1.5%

Options history

No recorded observations