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Direxion Shares ETF Trust Direxion Daily AMD Bear 1X ETF AMDD

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Market dataready · fetched 2026-11-12T14:57:42.811Z

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 · 2026-11-12T14:57:38.576974116Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:57:40.174346+00:00

Share price$22.09
1D-1.0%
$21.56$21.79$22.03$22.26$22.495:30 AM6:30 AM9:00 AM1:00 PMAMDD
Sold putSold call

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

Live interpolated AMDD call and put midpoint premiums by absolute delta.Direxion Shares ETF Trust Direxion Daily AMD Bear 1X ETF$0.16$1.22$2.28$3.33$4.39$15.88$20.37$24.86$29.36$33.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMDD spot · $22.09AMDD PRICE$0.28$0.36$0.45$0.53$0.65$0.79$0.93$1.07$1.21$1.35$1.49$1.63$1.77$0.34$0.51$0.68$0.85$1.02$1.19$1.36$1.53$1.75$2.32$2.83$3.28$4.09
PutsCheap0.68×
CallsCheap0.56×
SkewBearish+25.81 pp
Implied moveBearish±$2.28
TiltBearish27.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.6480.1%12.8%20.0881.8%10.6%
25Δ24.0878.5%10.7%20.4582.7%9.7%
30Δ23.6475.9%9.0%20.8283.5%8.8%
35Δ23.2173.2%7.5%21.1984.4%7.9%
40Δ22.8770.6%6.4%21.5685.2%7.0%
45Δ22.6068.3%5.9%21.9486.1%6.1%
50Δ22.3365.9%5.3%22.3186.9%5.2%
55Δ22.0663.6%4.7%22.6887.8%4.3%
60Δ21.8061.3%4.1%23.0990.0%3.4%
65Δ21.5358.9%3.6%23.72101.0%3.1%
70Δ21.2656.6%3.0%24.33106.1%2.7%
75Δ20.9954.2%2.4%24.91106.5%2.1%
80Δ20.7351.9%1.8%25.82112.7%1.6%

20Δ

Calls
Pseudo strike
24.64
IV
80.1%
B/E move
12.8%
Puts
Pseudo strike
20.08
IV
81.8%
B/E move
10.6%

25Δ

Calls
Pseudo strike
24.08
IV
78.5%
B/E move
10.7%
Puts
Pseudo strike
20.45
IV
82.7%
B/E move
9.7%

30Δ

Calls
Pseudo strike
23.64
IV
75.9%
B/E move
9.0%
Puts
Pseudo strike
20.82
IV
83.5%
B/E move
8.8%

35Δ

Calls
Pseudo strike
23.21
IV
73.2%
B/E move
7.5%
Puts
Pseudo strike
21.19
IV
84.4%
B/E move
7.9%

40Δ

Calls
Pseudo strike
22.87
IV
70.6%
B/E move
6.4%
Puts
Pseudo strike
21.56
IV
85.2%
B/E move
7.0%

45Δ

Calls
Pseudo strike
22.60
IV
68.3%
B/E move
5.9%
Puts
Pseudo strike
21.94
IV
86.1%
B/E move
6.1%

50Δ

Calls
Pseudo strike
22.33
IV
65.9%
B/E move
5.3%
Puts
Pseudo strike
22.31
IV
86.9%
B/E move
5.2%

55Δ

Calls
Pseudo strike
22.06
IV
63.6%
B/E move
4.7%
Puts
Pseudo strike
22.68
IV
87.8%
B/E move
4.3%

60Δ

Calls
Pseudo strike
21.80
IV
61.3%
B/E move
4.1%
Puts
Pseudo strike
23.09
IV
90.0%
B/E move
3.4%

65Δ

Calls
Pseudo strike
21.53
IV
58.9%
B/E move
3.6%
Puts
Pseudo strike
23.72
IV
101.0%
B/E move
3.1%

70Δ

Calls
Pseudo strike
21.26
IV
56.6%
B/E move
3.0%
Puts
Pseudo strike
24.33
IV
106.1%
B/E move
2.7%

75Δ

Calls
Pseudo strike
20.99
IV
54.2%
B/E move
2.4%
Puts
Pseudo strike
24.91
IV
106.5%
B/E move
2.1%

80Δ

Calls
Pseudo strike
20.73
IV
51.9%
B/E move
1.8%
Puts
Pseudo strike
25.82
IV
112.7%
B/E move
1.6%

Options history

IV · four-Friday blend65.03%
Daily close
AMDD47.7%57.0%66.3%2026-08-14: 57.21%2026-08-17: 59.52%2026-08-18: 56.66%2026-08-19: 60.18%2026-08-20: 60.97%2026-08-21: 55.81%2026-08-24: 55.78%2026-08-25: 55.41%2026-08-26: 56.24%2026-08-27: 54.28%2026-08-28: 51.58%2026-08-31: 51.96%2026-09-01: 50.70%2026-09-02: 50.85%2026-09-03: 48.96%2026-09-04: 51.18%2026-09-08: 55.61%2026-09-09: 54.95%2026-09-10: 53.48%2026-09-11: 52.51%2026-09-14: 55.23%2026-09-15: 55.17%2026-09-16: 57.93%2026-09-17: 56.84%2026-09-18: 54.93%2026-09-21: 57.48%2026-09-22: 56.96%2026-09-23: 56.89%2026-09-24: 55.09%2026-09-25: 56.59%2026-09-28: 54.47%2026-09-29: 55.04%2026-09-30: 54.77%2026-10-01: 53.49%2026-10-02: 52.29%2026-10-05: 51.90%2026-10-06: 50.89%2026-10-07: 51.89%2026-10-08: 52.85%2026-10-09: 50.93%2026-10-12: 52.13%2026-10-13: 54.41%2026-10-14: 58.14%2026-10-15: 58.72%2026-10-16: 57.05%2026-10-19: 57.13%2026-10-20: 59.36%2026-10-21: 58.20%2026-10-22: 60.65%2026-10-23: 60.15%2026-10-26: 62.16%2026-10-27: 61.68%2026-10-28: 59.93%2026-10-29: 60.63%2026-10-30: 65.03%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
57.21%
59.52%
56.66%
60.18%
60.97%
55.81%
55.78%
55.41%
56.24%
54.28%
51.58%
51.96%
50.70%
50.85%
48.96%
51.18%
55.61%
54.95%
53.48%
52.51%
55.23%
55.17%
57.93%
56.84%
54.93%
57.48%
56.96%
56.89%
55.09%
56.59%
54.47%
55.04%
54.77%
53.49%
52.29%
51.90%
50.89%
51.89%
52.85%
50.93%
52.13%
54.41%
58.14%
58.72%
57.05%
57.13%
59.36%
58.20%
60.65%
60.15%
62.16%
61.68%
59.93%
60.63%
65.03%