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Direxion Daily MSCI Emerging Markets Bull 3X ETF EDC

i

Market dataready · fetched 2026-11-12T02:16:32.408Z

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 · 2026-11-12T01:00:00.148179906Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:16:32.034442+00:00

Share price$58.66
1D+0.9%
AH$57.75$58.28$58.81$59.35$59.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEDC
Sold putSold callAH

Direxion Daily MSCI Emerging Markets Bull 3X ETF options

Live interpolated EDC call and put midpoint premiums by absolute delta.Direxion Daily MSCI Emerging Markets Bull 3X ETF$0.68$2.43$4.19$5.95$7.70$45.93$52.24$58.55$64.86$71.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EDC spot · $58.66EDC PRICE$0.87$1.11$1.51$1.84$2.17$2.49$2.94$3.44$3.93$4.42$4.91$5.83$6.99$1.27$1.61$1.95$2.28$2.60$2.92$3.25$3.58$4.13$4.68$5.23$5.78$7.20
PutsCheap0.91×
CallsCheap0.77×
SkewBearish+0.53 pp
Implied moveBearish±$6.19
TiltBearish4.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.6788.8%15.1%51.13113.5%15.0%
25Δ64.8885.7%12.5%52.87107.8%12.6%
30Δ64.0492.5%11.7%54.61102.0%10.2%
35Δ62.8190.6%10.2%55.8296.8%8.7%
40Δ61.5688.4%8.6%56.8891.8%7.5%
45Δ60.3186.1%7.1%57.9486.8%6.2%
50Δ59.2784.8%6.1%59.0181.8%4.9%
55Δ58.2983.9%5.2%60.0577.0%3.7%
60Δ57.3282.9%4.4%60.9375.0%3.2%
65Δ56.3482.0%3.6%61.8172.9%2.6%
70Δ55.3781.1%2.8%62.6970.9%2.1%
75Δ54.1081.9%2.2%63.5668.9%1.5%
80Δ52.6683.8%1.7%65.2074.0%1.1%

20Δ

Calls
Pseudo strike
66.67
IV
88.8%
B/E move
15.1%
Puts
Pseudo strike
51.13
IV
113.5%
B/E move
15.0%

25Δ

Calls
Pseudo strike
64.88
IV
85.7%
B/E move
12.5%
Puts
Pseudo strike
52.87
IV
107.8%
B/E move
12.6%

30Δ

Calls
Pseudo strike
64.04
IV
92.5%
B/E move
11.7%
Puts
Pseudo strike
54.61
IV
102.0%
B/E move
10.2%

35Δ

Calls
Pseudo strike
62.81
IV
90.6%
B/E move
10.2%
Puts
Pseudo strike
55.82
IV
96.8%
B/E move
8.7%

40Δ

Calls
Pseudo strike
61.56
IV
88.4%
B/E move
8.6%
Puts
Pseudo strike
56.88
IV
91.8%
B/E move
7.5%

45Δ

Calls
Pseudo strike
60.31
IV
86.1%
B/E move
7.1%
Puts
Pseudo strike
57.94
IV
86.8%
B/E move
6.2%

50Δ

Calls
Pseudo strike
59.27
IV
84.8%
B/E move
6.1%
Puts
Pseudo strike
59.01
IV
81.8%
B/E move
4.9%

55Δ

Calls
Pseudo strike
58.29
IV
83.9%
B/E move
5.2%
Puts
Pseudo strike
60.05
IV
77.0%
B/E move
3.7%

60Δ

Calls
Pseudo strike
57.32
IV
82.9%
B/E move
4.4%
Puts
Pseudo strike
60.93
IV
75.0%
B/E move
3.2%

65Δ

Calls
Pseudo strike
56.34
IV
82.0%
B/E move
3.6%
Puts
Pseudo strike
61.81
IV
72.9%
B/E move
2.6%

70Δ

Calls
Pseudo strike
55.37
IV
81.1%
B/E move
2.8%
Puts
Pseudo strike
62.69
IV
70.9%
B/E move
2.1%

75Δ

Calls
Pseudo strike
54.10
IV
81.9%
B/E move
2.2%
Puts
Pseudo strike
63.56
IV
68.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
52.66
IV
83.8%
B/E move
1.7%
Puts
Pseudo strike
65.20
IV
74.0%
B/E move
1.1%

Options history

IV · four-Friday blend75.68%
Daily EOD
EDC65.1%70.8%76.5%2026-10-19: 66.74%2026-10-20: 65.90%2026-10-21: 67.22%2026-10-22: 71.27%2026-10-23: 72.64%2026-10-26: 72.14%2026-10-27: 69.79%2026-10-28: 69.18%2026-10-29: 70.55%2026-10-30: 75.68%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
66.74%
65.90%
67.22%
71.27%
72.64%
72.14%
69.79%
69.18%
70.55%
75.68%