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

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Market dataready · fetched 2026-10-23T06:49:41.975Z

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 · 2026-10-22T23:59:58.406743101Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:49:41.591321+00:00

Share price$26.59
1D+3.6%
AH$25.62$25.95$26.29$26.63$26.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMDD
Sold putSold callAH

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$0.32$2.08$3.84$5.60$7.35$19.62$22.90$26.17$29.45$32.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMDD spot · $26.59AMDD PRICE$0.51$0.67$0.85$1.03$1.26$1.50$1.77$2.02$2.28$2.61$2.97$3.36$3.90$0.60$0.79$1.05$1.31$1.58$1.99$2.40$2.74$3.26$3.85$4.52$5.44$6.85
PutsExpensive1.42×
CallsExpensive1.20×
SkewBearish+5.11 pp
Implied moveBearish±$4.17
TiltBearish19.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.7567.1%21.3%23.2166.7%15.0%
25Δ30.7066.1%18.0%23.9865.8%12.8%
30Δ29.8966.5%15.6%24.6266.9%11.4%
35Δ29.0865.5%13.2%25.2567.4%9.9%
40Δ28.4165.9%11.6%25.8867.1%8.6%
45Δ27.7666.5%10.1%26.5469.8%7.7%
50Δ27.1467.1%8.7%27.2071.7%6.8%
55Δ26.5166.0%7.3%27.8570.1%5.6%
60Δ25.9064.6%6.0%28.5970.9%4.7%
65Δ25.3064.3%5.0%29.4072.1%3.9%
70Δ24.6963.8%4.0%30.2873.0%3.1%
75Δ24.0663.2%3.1%31.3875.1%2.5%
80Δ23.3463.6%2.4%32.9480.0%1.9%

20Δ

Calls
Pseudo strike
31.75
IV
67.1%
B/E move
21.3%
Puts
Pseudo strike
23.21
IV
66.7%
B/E move
15.0%

25Δ

Calls
Pseudo strike
30.70
IV
66.1%
B/E move
18.0%
Puts
Pseudo strike
23.98
IV
65.8%
B/E move
12.8%

30Δ

Calls
Pseudo strike
29.89
IV
66.5%
B/E move
15.6%
Puts
Pseudo strike
24.62
IV
66.9%
B/E move
11.4%

35Δ

Calls
Pseudo strike
29.08
IV
65.5%
B/E move
13.2%
Puts
Pseudo strike
25.25
IV
67.4%
B/E move
9.9%

40Δ

Calls
Pseudo strike
28.41
IV
65.9%
B/E move
11.6%
Puts
Pseudo strike
25.88
IV
67.1%
B/E move
8.6%

45Δ

Calls
Pseudo strike
27.76
IV
66.5%
B/E move
10.1%
Puts
Pseudo strike
26.54
IV
69.8%
B/E move
7.7%

50Δ

Calls
Pseudo strike
27.14
IV
67.1%
B/E move
8.7%
Puts
Pseudo strike
27.20
IV
71.7%
B/E move
6.8%

55Δ

Calls
Pseudo strike
26.51
IV
66.0%
B/E move
7.3%
Puts
Pseudo strike
27.85
IV
70.1%
B/E move
5.6%

60Δ

Calls
Pseudo strike
25.90
IV
64.6%
B/E move
6.0%
Puts
Pseudo strike
28.59
IV
70.9%
B/E move
4.7%

65Δ

Calls
Pseudo strike
25.30
IV
64.3%
B/E move
5.0%
Puts
Pseudo strike
29.40
IV
72.1%
B/E move
3.9%

70Δ

Calls
Pseudo strike
24.69
IV
63.8%
B/E move
4.0%
Puts
Pseudo strike
30.28
IV
73.0%
B/E move
3.1%

75Δ

Calls
Pseudo strike
24.06
IV
63.2%
B/E move
3.1%
Puts
Pseudo strike
31.38
IV
75.1%
B/E move
2.5%

80Δ

Calls
Pseudo strike
23.34
IV
63.6%
B/E move
2.4%
Puts
Pseudo strike
32.94
IV
80.0%
B/E move
1.9%

Options history

AMDD59.6460.0260.402026-10-20: 59.70%2026-10-21: 60.34%Oct 20Oct 21
Table
DateIV
59.70%
60.34%