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Direxion Daily Real Estate Bear 3X ETF DRV

i

Market dataready · fetched 2026-11-12T02:29:22.613Z

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 · 2026-11-12T01:00:00.139538383Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:29:22.111918+00:00

Share price$17.87
1D-1.4%
AH$17.83$17.92$18.01$18.09$18.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDRV
Sold putSold callAH

Direxion Daily Real Estate Bear 3X ETF options

Live interpolated DRV call and put midpoint premiums by absolute delta.Direxion Daily Real Estate Bear 3X ETF$0.20$0.70$1.20$1.70$2.21$15.80$16.84$17.89$18.93$19.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DRV spot · $17.87DRV PRICE$0.26$0.31$0.38$0.45$0.52$0.62$0.84$1.06$1.28$1.51$1.76$2.02$0.38$0.32$0.41$0.50$0.59$0.68$0.81$0.96$1.10$1.24$1.48$2.06
Puts——
Calls——
Skew——
Implied moveBearish±$1.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.65113.1%14.5%
25Δ19.3466.4%9.6%
30Δ18.8959.7%7.4%17.1654.6%5.8%
35Δ18.6658.7%6.5%17.3655.2%5.2%
40Δ18.4257.8%5.6%17.5655.8%4.5%
45Δ18.1856.8%4.7%17.7656.4%3.9%
50Δ17.9457.6%3.9%17.9657.1%3.3%
55Δ17.6864.2%3.6%18.1757.0%2.8%
60Δ17.4170.9%3.4%18.3956.8%2.4%
65Δ17.1577.6%3.1%18.6156.6%2.0%
70Δ16.8581.6%2.7%18.8356.3%1.6%
75Δ16.5082.2%2.2%19.1358.4%1.2%
80Δ16.1582.8%1.7%19.7568.7%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.65
IV
113.1%
B/E move
14.5%

25Δ

Calls
Pseudo strike
19.34
IV
66.4%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
18.89
IV
59.7%
B/E move
7.4%
Puts
Pseudo strike
17.16
IV
54.6%
B/E move
5.8%

35Δ

Calls
Pseudo strike
18.66
IV
58.7%
B/E move
6.5%
Puts
Pseudo strike
17.36
IV
55.2%
B/E move
5.2%

40Δ

Calls
Pseudo strike
18.42
IV
57.8%
B/E move
5.6%
Puts
Pseudo strike
17.56
IV
55.8%
B/E move
4.5%

45Δ

Calls
Pseudo strike
18.18
IV
56.8%
B/E move
4.7%
Puts
Pseudo strike
17.76
IV
56.4%
B/E move
3.9%

50Δ

Calls
Pseudo strike
17.94
IV
57.6%
B/E move
3.9%
Puts
Pseudo strike
17.96
IV
57.1%
B/E move
3.3%

55Δ

Calls
Pseudo strike
17.68
IV
64.2%
B/E move
3.6%
Puts
Pseudo strike
18.17
IV
57.0%
B/E move
2.8%

60Δ

Calls
Pseudo strike
17.41
IV
70.9%
B/E move
3.4%
Puts
Pseudo strike
18.39
IV
56.8%
B/E move
2.4%

65Δ

Calls
Pseudo strike
17.15
IV
77.6%
B/E move
3.1%
Puts
Pseudo strike
18.61
IV
56.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
16.85
IV
81.6%
B/E move
2.7%
Puts
Pseudo strike
18.83
IV
56.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
16.50
IV
82.2%
B/E move
2.2%
Puts
Pseudo strike
19.13
IV
58.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
16.15
IV
82.8%
B/E move
1.7%
Puts
Pseudo strike
19.75
IV
68.7%
B/E move
1.0%

Options history

IV · four-Friday blend57.85%
Daily EOD
DRV51.0%54.8%58.6%2026-10-19: 53.53%2026-10-20: 51.47%2026-10-21: 55.63%2026-10-22: 53.00%2026-10-23: 55.65%2026-10-26: 54.81%2026-10-27: 57.37%2026-10-28: 58.03%2026-10-29: 52.12%2026-10-30: 57.85%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
53.53%
51.47%
55.63%
53.00%
55.65%
54.81%
57.37%
58.03%
52.12%
57.85%