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Direxion Daily CSI China Internet Index Bull 2X ETF CWEB

i

Market dataready · fetched 2026-11-11T14:55:16.120Z

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 · 2026-11-11T14:54:52.745722702Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:55:14.418692+00:00

Share price$16.97
1D-1.8%
$16.94$17.03$17.12$17.21$17.295:30 AM6:30 AM9:00 AM1:00 PMCWEB
Sold putSold call

Direxion Daily CSI China Internet Index Bull 2X ETF options

Live interpolated CWEB call and put midpoint premiums by absolute delta.Direxion Daily CSI China Internet Index Bull 2X ETF$0.31$0.77$1.24$1.71$2.17$14.46$15.76$17.06$18.37$19.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CWEB spot · $16.96CWEB PRICE$0.38$0.38$0.41$0.51$0.61$0.71$0.85$1.02$1.18$1.34$1.67$2.04$0.36$0.44$0.53$0.62$0.72$0.87$1.02$1.17$1.32$1.56$1.81
Puts——
Calls——
Skew——
Implied moveBalanced±$1.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.93137.6%25.6%
25Δ19.20101.2%15.4%
30Δ16.1665.5%6.9%
35Δ17.7967.2%7.3%16.3864.7%6.0%
40Δ17.5668.5%6.5%16.6163.9%5.2%
45Δ17.3269.7%5.7%16.8463.2%4.4%
50Δ17.0971.0%4.9%17.0762.7%3.6%
55Δ16.8472.3%4.3%17.3063.1%3.2%
60Δ16.5873.6%3.7%17.5363.4%2.7%
65Δ16.3175.0%3.1%17.7663.8%2.2%
70Δ16.0576.3%2.5%17.9964.2%1.7%
75Δ15.6681.7%2.1%18.3063.5%1.4%
80Δ15.2288.3%1.7%18.6062.9%1.0%

20Δ

Calls
Pseudo strike
20.93
IV
137.6%
B/E move
25.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
19.20
IV
101.2%
B/E move
15.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.16
IV
65.5%
B/E move
6.9%

35Δ

Calls
Pseudo strike
17.79
IV
67.2%
B/E move
7.3%
Puts
Pseudo strike
16.38
IV
64.7%
B/E move
6.0%

40Δ

Calls
Pseudo strike
17.56
IV
68.5%
B/E move
6.5%
Puts
Pseudo strike
16.61
IV
63.9%
B/E move
5.2%

45Δ

Calls
Pseudo strike
17.32
IV
69.7%
B/E move
5.7%
Puts
Pseudo strike
16.84
IV
63.2%
B/E move
4.4%

50Δ

Calls
Pseudo strike
17.09
IV
71.0%
B/E move
4.9%
Puts
Pseudo strike
17.07
IV
62.7%
B/E move
3.6%

55Δ

Calls
Pseudo strike
16.84
IV
72.3%
B/E move
4.3%
Puts
Pseudo strike
17.30
IV
63.1%
B/E move
3.2%

60Δ

Calls
Pseudo strike
16.58
IV
73.6%
B/E move
3.7%
Puts
Pseudo strike
17.53
IV
63.4%
B/E move
2.7%

65Δ

Calls
Pseudo strike
16.31
IV
75.0%
B/E move
3.1%
Puts
Pseudo strike
17.76
IV
63.8%
B/E move
2.2%

70Δ

Calls
Pseudo strike
16.05
IV
76.3%
B/E move
2.5%
Puts
Pseudo strike
17.99
IV
64.2%
B/E move
1.7%

75Δ

Calls
Pseudo strike
15.66
IV
81.7%
B/E move
2.1%
Puts
Pseudo strike
18.30
IV
63.5%
B/E move
1.4%

80Δ

Calls
Pseudo strike
15.22
IV
88.3%
B/E move
1.7%
Puts
Pseudo strike
18.60
IV
62.9%
B/E move
1.0%

Options history

IV · four-Friday blend58.86%
Daily EOD
CWEB55.7%57.8%59.8%2026-10-19: 56.01%2026-10-20: 56.80%2026-10-21: 56.11%2026-10-22: 58.74%2026-10-23: 59.53%2026-10-26: 58.72%2026-10-27: 59.34%2026-10-28: 58.55%2026-10-29: 59.39%2026-10-30: 58.86%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
56.01%
56.80%
56.11%
58.74%
59.53%
58.72%
59.34%
58.55%
59.39%
58.86%