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Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF DRIP

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Market dataready · fetched 2026-11-12T14:56:07.158Z

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 · 2026-11-12T14:56:01.985599577Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:56:06.432102+00:00

Share price$35.78
1D+1.4%
$35.22$35.48$35.74$36.00$36.265:30 AM6:30 AM9:00 AM1:00 PMDRIP
Sold putSold call

Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF options

Live interpolated DRIP call and put midpoint premiums by absolute delta.Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF$0.31$1.33$2.35$3.37$4.39$30.58$33.20$35.83$38.45$41.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRIP spot · $35.78DRIP PRICE$0.42$0.52$0.64$0.81$0.98$1.21$1.44$1.74$2.06$2.34$2.62$3.24$4.10$0.50$0.64$0.81$0.99$1.17$1.36$1.56$1.81$2.06$2.47$2.90$3.33$3.78
PutsCheap0.92×
CallsFair0.96×
SkewBullish-2.61 pp
Implied moveBearish±$2.99
TiltBearish2.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.5873.6%11.8%32.7079.3%10.0%
25Δ38.6869.5%9.6%33.4376.3%8.4%
30Δ37.9666.5%7.9%34.0475.6%7.1%
35Δ37.4867.5%7.0%34.5874.0%6.1%
40Δ36.9968.5%6.1%35.1172.3%5.1%
45Δ36.5370.4%5.5%35.5870.5%4.3%
50Δ36.0772.3%4.8%36.0668.8%3.6%
55Δ35.5874.8%4.3%36.5167.9%3.0%
60Δ35.0777.5%3.8%36.9767.1%2.4%
65Δ34.5676.5%3.1%37.5368.8%2.0%
70Δ34.0574.8%2.5%38.0970.3%1.6%
75Δ33.3080.8%2.1%38.6869.7%1.2%
80Δ32.3389.9%1.8%39.2668.0%0.8%

20Δ

Calls
Pseudo strike
39.58
IV
73.6%
B/E move
11.8%
Puts
Pseudo strike
32.70
IV
79.3%
B/E move
10.0%

25Δ

Calls
Pseudo strike
38.68
IV
69.5%
B/E move
9.6%
Puts
Pseudo strike
33.43
IV
76.3%
B/E move
8.4%

30Δ

Calls
Pseudo strike
37.96
IV
66.5%
B/E move
7.9%
Puts
Pseudo strike
34.04
IV
75.6%
B/E move
7.1%

35Δ

Calls
Pseudo strike
37.48
IV
67.5%
B/E move
7.0%
Puts
Pseudo strike
34.58
IV
74.0%
B/E move
6.1%

40Δ

Calls
Pseudo strike
36.99
IV
68.5%
B/E move
6.1%
Puts
Pseudo strike
35.11
IV
72.3%
B/E move
5.1%

45Δ

Calls
Pseudo strike
36.53
IV
70.4%
B/E move
5.5%
Puts
Pseudo strike
35.58
IV
70.5%
B/E move
4.3%

50Δ

Calls
Pseudo strike
36.07
IV
72.3%
B/E move
4.8%
Puts
Pseudo strike
36.06
IV
68.8%
B/E move
3.6%

55Δ

Calls
Pseudo strike
35.58
IV
74.8%
B/E move
4.3%
Puts
Pseudo strike
36.51
IV
67.9%
B/E move
3.0%

60Δ

Calls
Pseudo strike
35.07
IV
77.5%
B/E move
3.8%
Puts
Pseudo strike
36.97
IV
67.1%
B/E move
2.4%

65Δ

Calls
Pseudo strike
34.56
IV
76.5%
B/E move
3.1%
Puts
Pseudo strike
37.53
IV
68.8%
B/E move
2.0%

70Δ

Calls
Pseudo strike
34.05
IV
74.8%
B/E move
2.5%
Puts
Pseudo strike
38.09
IV
70.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
33.30
IV
80.8%
B/E move
2.1%
Puts
Pseudo strike
38.68
IV
69.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
32.33
IV
89.9%
B/E move
1.8%
Puts
Pseudo strike
39.26
IV
68.0%
B/E move
0.8%

Options history

IV · four-Friday blend68.82%
Daily EOD
DRIP64.7%68.0%71.4%2026-10-19: 66.02%2026-10-20: 65.13%2026-10-21: 67.90%2026-10-22: 66.93%2026-10-23: 70.96%2026-10-26: 70.18%2026-10-27: 70.67%2026-10-28: 70.18%2026-10-29: 69.51%2026-10-30: 68.82%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
66.02%
65.13%
67.90%
66.93%
70.96%
70.18%
70.67%
70.18%
69.51%
68.82%