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Direxion Daily MSCI Emerging Markets Bull 3X ETF EDC

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Market datapartial · fetched 2026-10-23T00:41:11.939Z

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 · 2026-10-23T00:00:00.176622516Z

FundamentalsAlpha Vantage · unavailable

Share price$59.63
1D-1.2%
AH$58.74$59.44$60.14$60.84$61.545:30 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$0.73$4.34$7.95$11.57$15.18$41.71$53.41$65.12$76.83$88.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EDC spot · $59.63EDC PRICE$1.12$1.55$1.98$2.68$3.19$3.82$4.47$5.11$5.70$6.30$6.89$8.13$9.52$1.65$2.32$2.99$3.66$4.34$5.02$5.78$6.55$7.37$8.22$9.72$12.28$14.14
PutsCheap0.94×
CallsExpensive1.20×
SkewBearish+4.54 pp
Implied moveBearish±$10.25
TiltBearish16.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.9564.9%20.9%51.1375.3%17.0%
25Δ69.3267.9%18.9%52.8078.2%15.3%
30Δ67.3868.0%16.3%54.4781.0%13.7%
35Δ66.4775.8%16.0%56.1680.6%12.0%
40Δ64.5174.6%13.5%57.8678.6%10.3%
45Δ62.8474.8%11.8%59.5676.7%8.5%
50Δ61.2075.0%10.1%61.1274.6%7.2%
55Δ59.6174.4%8.5%62.6472.5%5.9%
60Δ58.1671.4%7.1%64.1770.6%4.7%
65Δ56.7168.4%5.7%65.6168.2%3.8%
70Δ55.2665.4%4.2%67.5569.3%3.0%
75Δ53.5166.1%3.4%70.4474.4%2.5%
80Δ51.6967.5%2.6%72.7473.3%1.7%

20Δ

Calls
Pseudo strike
70.95
IV
64.9%
B/E move
20.9%
Puts
Pseudo strike
51.13
IV
75.3%
B/E move
17.0%

25Δ

Calls
Pseudo strike
69.32
IV
67.9%
B/E move
18.9%
Puts
Pseudo strike
52.80
IV
78.2%
B/E move
15.3%

30Δ

Calls
Pseudo strike
67.38
IV
68.0%
B/E move
16.3%
Puts
Pseudo strike
54.47
IV
81.0%
B/E move
13.7%

35Δ

Calls
Pseudo strike
66.47
IV
75.8%
B/E move
16.0%
Puts
Pseudo strike
56.16
IV
80.6%
B/E move
12.0%

40Δ

Calls
Pseudo strike
64.51
IV
74.6%
B/E move
13.5%
Puts
Pseudo strike
57.86
IV
78.6%
B/E move
10.3%

45Δ

Calls
Pseudo strike
62.84
IV
74.8%
B/E move
11.8%
Puts
Pseudo strike
59.56
IV
76.7%
B/E move
8.5%

50Δ

Calls
Pseudo strike
61.20
IV
75.0%
B/E move
10.1%
Puts
Pseudo strike
61.12
IV
74.6%
B/E move
7.2%

55Δ

Calls
Pseudo strike
59.61
IV
74.4%
B/E move
8.5%
Puts
Pseudo strike
62.64
IV
72.5%
B/E move
5.9%

60Δ

Calls
Pseudo strike
58.16
IV
71.4%
B/E move
7.1%
Puts
Pseudo strike
64.17
IV
70.6%
B/E move
4.7%

65Δ

Calls
Pseudo strike
56.71
IV
68.4%
B/E move
5.7%
Puts
Pseudo strike
65.61
IV
68.2%
B/E move
3.8%

70Δ

Calls
Pseudo strike
55.26
IV
65.4%
B/E move
4.2%
Puts
Pseudo strike
67.55
IV
69.3%
B/E move
3.0%

75Δ

Calls
Pseudo strike
53.51
IV
66.1%
B/E move
3.4%
Puts
Pseudo strike
70.44
IV
74.4%
B/E move
2.5%

80Δ

Calls
Pseudo strike
51.69
IV
67.5%
B/E move
2.6%
Puts
Pseudo strike
72.74
IV
73.3%
B/E move
1.7%

Options history

EDC65.8066.5667.332026-10-20: 65.90%2026-10-21: 67.22%Oct 20Oct 21
Table
DateIV
65.90%
67.22%