IntraAlpha
Create free account Start free

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

i

Market dataready · fetched 2026-10-23T02:57:47.235Z

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 · 2026-10-23T00:00:00.117359174Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T02:57:46.726926+00:00

Share price$31.00
1D+3.9%
AH$29.54$30.23$30.92$31.61$32.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDRIP
Sold putSold callAH

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$0.46$2.11$3.76$5.42$7.07$23.28$27.45$31.61$35.78$39.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRIP spot · $31.00DRIP PRICE$0.64$0.80$1.02$1.29$1.61$1.87$2.15$2.60$2.93$3.58$4.12$4.69$5.37$0.79$1.01$1.36$1.71$2.00$2.27$2.92$3.43$3.85$4.28$4.88$5.57$6.59
PutsExpensive1.20×
CallsExpensive1.20×
SkewBullish-1.81 pp
Implied moveBearish±$5.07
TiltBearish10.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.6071.4%23.3%26.7073.1%16.4%
25Δ35.9967.4%18.7%27.7569.8%13.7%
30Δ35.0167.8%16.2%28.5571.9%12.3%
35Δ34.1869.4%14.4%29.3273.8%10.9%
40Δ33.4272.0%13.0%30.1571.3%9.2%
45Δ32.5570.8%11.0%30.9167.9%7.6%
50Δ31.6869.0%9.1%31.7872.9%6.9%
55Δ30.9572.6%8.2%32.6073.1%5.9%
60Δ30.1671.0%6.8%33.3770.9%4.8%
65Δ29.2876.0%6.0%34.1268.3%3.8%
70Δ28.4276.9%5.0%34.9767.3%2.9%
75Δ27.5176.4%3.9%35.8966.2%2.2%
80Δ26.5576.2%3.0%37.1166.9%1.6%

20Δ

Calls
Pseudo strike
37.60
IV
71.4%
B/E move
23.3%
Puts
Pseudo strike
26.70
IV
73.1%
B/E move
16.4%

25Δ

Calls
Pseudo strike
35.99
IV
67.4%
B/E move
18.7%
Puts
Pseudo strike
27.75
IV
69.8%
B/E move
13.7%

30Δ

Calls
Pseudo strike
35.01
IV
67.8%
B/E move
16.2%
Puts
Pseudo strike
28.55
IV
71.9%
B/E move
12.3%

35Δ

Calls
Pseudo strike
34.18
IV
69.4%
B/E move
14.4%
Puts
Pseudo strike
29.32
IV
73.8%
B/E move
10.9%

40Δ

Calls
Pseudo strike
33.42
IV
72.0%
B/E move
13.0%
Puts
Pseudo strike
30.15
IV
71.3%
B/E move
9.2%

45Δ

Calls
Pseudo strike
32.55
IV
70.8%
B/E move
11.0%
Puts
Pseudo strike
30.91
IV
67.9%
B/E move
7.6%

50Δ

Calls
Pseudo strike
31.68
IV
69.0%
B/E move
9.1%
Puts
Pseudo strike
31.78
IV
72.9%
B/E move
6.9%

55Δ

Calls
Pseudo strike
30.95
IV
72.6%
B/E move
8.2%
Puts
Pseudo strike
32.60
IV
73.1%
B/E move
5.9%

60Δ

Calls
Pseudo strike
30.16
IV
71.0%
B/E move
6.8%
Puts
Pseudo strike
33.37
IV
70.9%
B/E move
4.8%

65Δ

Calls
Pseudo strike
29.28
IV
76.0%
B/E move
6.0%
Puts
Pseudo strike
34.12
IV
68.3%
B/E move
3.8%

70Δ

Calls
Pseudo strike
28.42
IV
76.9%
B/E move
5.0%
Puts
Pseudo strike
34.97
IV
67.3%
B/E move
2.9%

75Δ

Calls
Pseudo strike
27.51
IV
76.4%
B/E move
3.9%
Puts
Pseudo strike
35.89
IV
66.2%
B/E move
2.2%

80Δ

Calls
Pseudo strike
26.55
IV
76.2%
B/E move
3.0%
Puts
Pseudo strike
37.11
IV
66.9%
B/E move
1.6%

Options history

DRIP64.9166.5268.122026-10-20: 65.13%2026-10-21: 67.90%Oct 20Oct 21
Table
DateIV
65.13%
67.90%