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

i

Market dataready · fetched 2026-11-11T14:51:22.319Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T14:51:20.814319137Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:51:21.766130+00:00

Share price$9.71
1D-1.9%
$9.68$9.74$9.79$9.85$9.915:30 AM6:30 AM9:00 AM1:00 PMAAPD
Sold putSold call

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$0.08$0.26$0.45$0.63$0.82$8.69$9.24$9.78$10.32$10.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AAPD spot · $9.71AAPD PRICE$0.10$0.14$0.19$0.24$0.29$0.33$0.38$0.43$0.48$0.52$0.57$0.15$0.16$0.18$0.20$0.22$0.24$0.26$0.28$0.30$0.32$0.34$0.46$0.76
PutsExpensive1.16×
Calls——
Skew——
Implied moveBullish±$0.54
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.36109.2%15.4%
25Δ9.0567.9%8.5%
30Δ9.9728.9%3.6%9.1463.8%7.7%
35Δ9.8928.8%3.4%9.2459.7%6.8%
40Δ9.8228.8%3.1%9.3455.6%6.0%
45Δ9.7528.7%2.9%9.4451.5%5.2%
50Δ9.6828.6%2.6%9.5447.4%4.4%
55Δ9.6028.5%2.3%9.6443.3%3.6%
60Δ9.5328.4%2.1%9.7439.2%2.8%
65Δ9.4628.3%1.8%9.8435.1%1.9%
70Δ9.3828.2%1.5%9.9431.0%1.1%
75Δ9.3128.2%1.3%10.1232.2%0.6%
80Δ9.2428.1%1.0%10.4242.2%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.36
IV
109.2%
B/E move
15.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.05
IV
67.9%
B/E move
8.5%

30Δ

Calls
Pseudo strike
9.97
IV
28.9%
B/E move
3.6%
Puts
Pseudo strike
9.14
IV
63.8%
B/E move
7.7%

35Δ

Calls
Pseudo strike
9.89
IV
28.8%
B/E move
3.4%
Puts
Pseudo strike
9.24
IV
59.7%
B/E move
6.8%

40Δ

Calls
Pseudo strike
9.82
IV
28.8%
B/E move
3.1%
Puts
Pseudo strike
9.34
IV
55.6%
B/E move
6.0%

45Δ

Calls
Pseudo strike
9.75
IV
28.7%
B/E move
2.9%
Puts
Pseudo strike
9.44
IV
51.5%
B/E move
5.2%

50Δ

Calls
Pseudo strike
9.68
IV
28.6%
B/E move
2.6%
Puts
Pseudo strike
9.54
IV
47.4%
B/E move
4.4%

55Δ

Calls
Pseudo strike
9.60
IV
28.5%
B/E move
2.3%
Puts
Pseudo strike
9.64
IV
43.3%
B/E move
3.6%

60Δ

Calls
Pseudo strike
9.53
IV
28.4%
B/E move
2.1%
Puts
Pseudo strike
9.74
IV
39.2%
B/E move
2.8%

65Δ

Calls
Pseudo strike
9.46
IV
28.3%
B/E move
1.8%
Puts
Pseudo strike
9.84
IV
35.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
9.38
IV
28.2%
B/E move
1.5%
Puts
Pseudo strike
9.94
IV
31.0%
B/E move
1.1%

75Δ

Calls
Pseudo strike
9.31
IV
28.2%
B/E move
1.3%
Puts
Pseudo strike
10.12
IV
32.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
9.24
IV
28.1%
B/E move
1.0%
Puts
Pseudo strike
10.42
IV
42.2%
B/E move
0.5%

Options history

IV · four-Friday blend42.23%
Daily close
AAPD25.9%34.7%43.4%2026-08-19: 31.27%2026-08-21: 28.72%2026-08-24: 28.45%2026-08-25: 28.00%2026-08-26: 27.21%2026-08-27: 27.62%2026-08-28: 27.69%2026-08-31: 28.48%2026-09-08: 29.51%2026-09-09: 31.47%2026-09-22: 27.09%2026-09-23: 28.87%2026-09-24: 27.61%2026-09-25: 27.22%2026-09-28: 29.24%2026-10-13: 38.23%2026-10-14: 37.12%2026-10-16: 37.96%2026-10-19: 35.31%2026-10-20: 37.48%2026-10-21: 35.58%2026-10-26: 37.24%2026-10-28: 38.98%2026-10-30: 42.23%Aug 19Sep 23Oct 30
24 observations2026-08-19 — 2026-10-30
Table
DateIV (%)
31.27%
28.72%
28.45%
28.00%
27.21%
27.62%
27.69%
28.48%
29.51%
31.47%
27.09%
28.87%
27.61%
27.22%
29.24%
38.23%
37.12%
37.96%
35.31%
37.48%
35.58%
37.24%
38.98%
42.23%