Share price$8.66
1D+2.4%
Sold putSold callAH
Direxion Shares ETF Trust Direxion Daily AMZN Bear 1X ETF AMZD
i
Market datapartial · fetched 2026-10-22T23:47:52.245Z
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 · 2026-10-22T21:09:17.268138701Z
FundamentalsAlpha Vantage · unavailable
Direxion Shares ETF Trust Direxion Daily AMZN Bear 1X ETF options
PutsExpensive2.42×
CallsExpensive1.68×
SkewBearish+18.72 pp
Implied moveBearish±$1.09
TiltBearish30.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.42 | 67.1% | 22.3% | 7.46 | 68.6% | 16.2% |
| 25Δ | 9.86 | 56.6% | 16.0% | 7.83 | 60.1% | 12.3% |
| 30Δ | 9.56 | 50.5% | 12.8% | 8.10 | 56.7% | 10.0% |
| 35Δ | 9.27 | 44.5% | 9.7% | 8.28 | 57.7% | 9.0% |
| 40Δ | 8.99 | 38.9% | 6.8% | 8.46 | 58.6% | 8.0% |
| 45Δ | 8.86 | 39.3% | 6.1% | 8.65 | 59.5% | 7.0% |
| 50Δ | 8.73 | 39.7% | 5.5% | 8.83 | 60.4% | 6.0% |
| 55Δ | 8.59 | 40.0% | 4.8% | 9.02 | 61.4% | 5.0% |
| 60Δ | 8.46 | 40.4% | 4.2% | 9.28 | 63.2% | 4.3% |
| 65Δ | 8.33 | 40.8% | 3.5% | 9.54 | 65.1% | 3.6% |
| 70Δ | 8.20 | 41.2% | 2.9% | 9.80 | 66.9% | 2.9% |
| 75Δ | 8.07 | 41.6% | 2.2% | 10.18 | 71.1% | 2.3% |
| 80Δ | 7.73 | 47.6% | 1.7% | 10.88 | 82.3% | 1.9% |
20Δ
- Pseudo strike
- 10.42
- IV
- 67.1%
- B/E move
- 22.3%
- Pseudo strike
- 7.46
- IV
- 68.6%
- B/E move
- 16.2%
25Δ
- Pseudo strike
- 9.86
- IV
- 56.6%
- B/E move
- 16.0%
- Pseudo strike
- 7.83
- IV
- 60.1%
- B/E move
- 12.3%
30Δ
- Pseudo strike
- 9.56
- IV
- 50.5%
- B/E move
- 12.8%
- Pseudo strike
- 8.10
- IV
- 56.7%
- B/E move
- 10.0%
35Δ
- Pseudo strike
- 9.27
- IV
- 44.5%
- B/E move
- 9.7%
- Pseudo strike
- 8.28
- IV
- 57.7%
- B/E move
- 9.0%
40Δ
- Pseudo strike
- 8.99
- IV
- 38.9%
- B/E move
- 6.8%
- Pseudo strike
- 8.46
- IV
- 58.6%
- B/E move
- 8.0%
45Δ
- Pseudo strike
- 8.86
- IV
- 39.3%
- B/E move
- 6.1%
- Pseudo strike
- 8.65
- IV
- 59.5%
- B/E move
- 7.0%
50Δ
- Pseudo strike
- 8.73
- IV
- 39.7%
- B/E move
- 5.5%
- Pseudo strike
- 8.83
- IV
- 60.4%
- B/E move
- 6.0%
55Δ
- Pseudo strike
- 8.59
- IV
- 40.0%
- B/E move
- 4.8%
- Pseudo strike
- 9.02
- IV
- 61.4%
- B/E move
- 5.0%
60Δ
- Pseudo strike
- 8.46
- IV
- 40.4%
- B/E move
- 4.2%
- Pseudo strike
- 9.28
- IV
- 63.2%
- B/E move
- 4.3%
65Δ
- Pseudo strike
- 8.33
- IV
- 40.8%
- B/E move
- 3.5%
- Pseudo strike
- 9.54
- IV
- 65.1%
- B/E move
- 3.6%
70Δ
- Pseudo strike
- 8.20
- IV
- 41.2%
- B/E move
- 2.9%
- Pseudo strike
- 9.80
- IV
- 66.9%
- B/E move
- 2.9%
75Δ
- Pseudo strike
- 8.07
- IV
- 41.6%
- B/E move
- 2.2%
- Pseudo strike
- 10.18
- IV
- 71.1%
- B/E move
- 2.3%
80Δ
- Pseudo strike
- 7.73
- IV
- 47.6%
- B/E move
- 1.7%
- Pseudo strike
- 10.88
- IV
- 82.3%
- B/E move
- 1.9%
Options history
Table
| Date | IV |
|---|---|
| 51.35% | |
| 52.01% |