Share price$10.00
1D-0.0%
Sold putSold call
Direxion Shares ETF Trust Direxion Daily AAPL Bear 1X ETF AAPD
i
Market datapartial · fetched 2026-10-22T14:26:41.614Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T14:26:28.008154371Z
FundamentalsAlpha Vantage · unavailable
Direxion Shares ETF Trust Direxion Daily AAPL Bear 1X ETF options
PutsExpensive2.34×
CallsExpensive1.70×
SkewBearish+13.14 pp
Implied moveBearish±$0.95
TiltBearish52.2% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.95 | 60.3% | 21.2% | 8.44 | 69.7% | 17.8% |
| 25Δ | 11.00 | 44.1% | 11.8% | 8.73 | 64.8% | 15.4% |
| 30Δ | 10.82 | 41.9% | 10.3% | 9.03 | 59.9% | 12.9% |
| 35Δ | 10.65 | 39.7% | 8.9% | 9.32 | 55.0% | 10.4% |
| 40Δ | 10.47 | 37.6% | 7.5% | 9.62 | 50.1% | 8.0% |
| 45Δ | 10.29 | 35.5% | 6.1% | 9.91 | 45.2% | 5.5% |
| 50Δ | 10.11 | 33.4% | 4.7% | 10.16 | 46.0% | 4.4% |
| 55Δ | 10.39 | 49.4% | 4.0% | |||
| 60Δ | 10.62 | 52.7% | 3.5% | |||
| 65Δ | 10.85 | 56.1% | 3.1% | |||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
20Δ
- Pseudo strike
- 11.95
- IV
- 60.3%
- B/E move
- 21.2%
- Pseudo strike
- 8.44
- IV
- 69.7%
- B/E move
- 17.8%
25Δ
- Pseudo strike
- 11.00
- IV
- 44.1%
- B/E move
- 11.8%
- Pseudo strike
- 8.73
- IV
- 64.8%
- B/E move
- 15.4%
30Δ
- Pseudo strike
- 10.82
- IV
- 41.9%
- B/E move
- 10.3%
- Pseudo strike
- 9.03
- IV
- 59.9%
- B/E move
- 12.9%
35Δ
- Pseudo strike
- 10.65
- IV
- 39.7%
- B/E move
- 8.9%
- Pseudo strike
- 9.32
- IV
- 55.0%
- B/E move
- 10.4%
40Δ
- Pseudo strike
- 10.47
- IV
- 37.6%
- B/E move
- 7.5%
- Pseudo strike
- 9.62
- IV
- 50.1%
- B/E move
- 8.0%
45Δ
- Pseudo strike
- 10.29
- IV
- 35.5%
- B/E move
- 6.1%
- Pseudo strike
- 9.91
- IV
- 45.2%
- B/E move
- 5.5%
50Δ
- Pseudo strike
- 10.11
- IV
- 33.4%
- B/E move
- 4.7%
- Pseudo strike
- 10.16
- IV
- 46.0%
- B/E move
- 4.4%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 10.39
- IV
- 49.4%
- B/E move
- 4.0%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 10.62
- IV
- 52.7%
- B/E move
- 3.5%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 10.85
- IV
- 56.1%
- B/E move
- 3.1%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV |
|---|---|
| 38.57% | |
| 35.58% |