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Direxion Daily Real Estate Bear 3X ETF DRV

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Market datapartial · fetched 2026-10-22T22:58:48.426Z

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 · 2026-10-22T22:30:00.004309051Z

FundamentalsAlpha Vantage · unavailable

Share price$20.76
1D-4.4%
AH$20.42$20.72$21.01$21.31$21.615:30 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$0.33$1.40$2.47$3.54$4.61$16.08$18.47$20.85$23.24$25.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRV spot · $20.76DRV PRICE$0.53$0.59$0.72$0.86$1.03$1.16$1.23$1.46$1.74$2.03$2.33$2.74$3.27$0.44$0.51$0.64$0.77$0.90$1.02$1.15$1.62$2.11$2.80$3.33$3.80$4.30
PutsCheap0.89×
CallsExpensive1.10×
SkewBullish-10.48 pp
Implied moveBullish±$2.38
TiltBearish8.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.6790.4%31.0%18.2262.6%14.4%
25Δ24.5974.3%21.3%19.0253.8%10.8%
30Δ23.7071.4%17.6%19.4652.5%9.3%
35Δ22.8869.0%14.4%19.9051.3%7.9%
40Δ22.3068.8%12.4%20.2749.4%6.7%
45Δ21.7265.4%10.2%20.6347.3%5.5%
50Δ21.1358.6%7.7%20.9945.3%4.4%
55Δ20.6658.9%6.6%21.5152.2%4.2%
60Δ20.2261.2%5.8%22.0459.3%4.0%
65Δ19.7562.6%4.9%22.8066.4%3.6%
70Δ19.2663.0%4.0%23.4767.9%3.0%
75Δ18.7064.8%3.3%24.1067.2%2.2%
80Δ18.0368.4%2.6%24.7465.2%1.5%

20Δ

Calls
Pseudo strike
26.67
IV
90.4%
B/E move
31.0%
Puts
Pseudo strike
18.22
IV
62.6%
B/E move
14.4%

25Δ

Calls
Pseudo strike
24.59
IV
74.3%
B/E move
21.3%
Puts
Pseudo strike
19.02
IV
53.8%
B/E move
10.8%

30Δ

Calls
Pseudo strike
23.70
IV
71.4%
B/E move
17.6%
Puts
Pseudo strike
19.46
IV
52.5%
B/E move
9.3%

35Δ

Calls
Pseudo strike
22.88
IV
69.0%
B/E move
14.4%
Puts
Pseudo strike
19.90
IV
51.3%
B/E move
7.9%

40Δ

Calls
Pseudo strike
22.30
IV
68.8%
B/E move
12.4%
Puts
Pseudo strike
20.27
IV
49.4%
B/E move
6.7%

45Δ

Calls
Pseudo strike
21.72
IV
65.4%
B/E move
10.2%
Puts
Pseudo strike
20.63
IV
47.3%
B/E move
5.5%

50Δ

Calls
Pseudo strike
21.13
IV
58.6%
B/E move
7.7%
Puts
Pseudo strike
20.99
IV
45.3%
B/E move
4.4%

55Δ

Calls
Pseudo strike
20.66
IV
58.9%
B/E move
6.6%
Puts
Pseudo strike
21.51
IV
52.2%
B/E move
4.2%

60Δ

Calls
Pseudo strike
20.22
IV
61.2%
B/E move
5.8%
Puts
Pseudo strike
22.04
IV
59.3%
B/E move
4.0%

65Δ

Calls
Pseudo strike
19.75
IV
62.6%
B/E move
4.9%
Puts
Pseudo strike
22.80
IV
66.4%
B/E move
3.6%

70Δ

Calls
Pseudo strike
19.26
IV
63.0%
B/E move
4.0%
Puts
Pseudo strike
23.47
IV
67.9%
B/E move
3.0%

75Δ

Calls
Pseudo strike
18.70
IV
64.8%
B/E move
3.3%
Puts
Pseudo strike
24.10
IV
67.2%
B/E move
2.2%

80Δ

Calls
Pseudo strike
18.03
IV
68.4%
B/E move
2.6%
Puts
Pseudo strike
24.74
IV
65.2%
B/E move
1.5%

Options history

DRV51.1453.5555.962026-10-20: 51.47%2026-10-21: 55.63%Oct 20Oct 21
Table
DateIV
51.47%
55.63%