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Direxion Daily MSCI Emerging Markets Bear 3X ETF EDZ

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Market datapartial · fetched 2026-10-22T21:09:45.795Z

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 · 2026-10-22T20:10:00.003882361Z

FundamentalsAlpha Vantage · unavailable

Share price$18.19
1D+1.1%
AH$17.70$17.87$18.05$18.23$18.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEDZ
Sold putSold callAH

Direxion Daily MSCI Emerging Markets Bear 3X ETF options

Live interpolated EDZ call and put midpoint premiums by absolute delta.Direxion Daily MSCI Emerging Markets Bear 3X ETF$0.31$1.67$3.03$4.38$5.74$12.15$14.91$17.67$20.43$23.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EDZ spot · $18.19EDZ PRICE$0.46$0.57$0.72$0.88$1.05$1.17$1.33$1.51$1.71$1.90$2.15$2.47$2.82$0.53$0.68$0.92$1.17$1.46$1.95$2.65$2.82$3.06$3.62$5.35
PutsExpensive1.51×
CallsFair0.98×
SkewBearish+16.09 pp
Implied moveBearish±$3.98
TiltBearish12.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.3690.1%30.9%15.3883.1%18.4%
25Δ22.0184.0%24.2%16.1178.2%15.1%
30Δ21.1982.4%20.4%16.6281.3%13.7%
35Δ20.5182.3%17.6%17.1383.9%12.2%
40Δ19.8781.4%15.0%17.6885.3%10.8%
45Δ19.2075.8%11.9%18.3292.9%10.0%
50Δ18.6573.3%9.9%19.07106.1%9.7%
55Δ18.1671.9%8.2%19.5997.9%7.8%
60Δ17.7170.0%6.7%20.1591.7%6.1%
65Δ17.2767.8%5.4%20.9093.0%5.0%
70Δ16.8266.6%4.3%22.68111.7%4.7%
75Δ16.3466.8%3.4%
80Δ15.8566.5%2.6%

20Δ

Calls
Pseudo strike
23.36
IV
90.1%
B/E move
30.9%
Puts
Pseudo strike
15.38
IV
83.1%
B/E move
18.4%

25Δ

Calls
Pseudo strike
22.01
IV
84.0%
B/E move
24.2%
Puts
Pseudo strike
16.11
IV
78.2%
B/E move
15.1%

30Δ

Calls
Pseudo strike
21.19
IV
82.4%
B/E move
20.4%
Puts
Pseudo strike
16.62
IV
81.3%
B/E move
13.7%

35Δ

Calls
Pseudo strike
20.51
IV
82.3%
B/E move
17.6%
Puts
Pseudo strike
17.13
IV
83.9%
B/E move
12.2%

40Δ

Calls
Pseudo strike
19.87
IV
81.4%
B/E move
15.0%
Puts
Pseudo strike
17.68
IV
85.3%
B/E move
10.8%

45Δ

Calls
Pseudo strike
19.20
IV
75.8%
B/E move
11.9%
Puts
Pseudo strike
18.32
IV
92.9%
B/E move
10.0%

50Δ

Calls
Pseudo strike
18.65
IV
73.3%
B/E move
9.9%
Puts
Pseudo strike
19.07
IV
106.1%
B/E move
9.7%

55Δ

Calls
Pseudo strike
18.16
IV
71.9%
B/E move
8.2%
Puts
Pseudo strike
19.59
IV
97.9%
B/E move
7.8%

60Δ

Calls
Pseudo strike
17.71
IV
70.0%
B/E move
6.7%
Puts
Pseudo strike
20.15
IV
91.7%
B/E move
6.1%

65Δ

Calls
Pseudo strike
17.27
IV
67.8%
B/E move
5.4%
Puts
Pseudo strike
20.90
IV
93.0%
B/E move
5.0%

70Δ

Calls
Pseudo strike
16.82
IV
66.6%
B/E move
4.3%
Puts
Pseudo strike
22.68
IV
111.7%
B/E move
4.7%

75Δ

Calls
Pseudo strike
16.34
IV
66.8%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
15.85
IV
66.5%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

Options history

EDZ71.9573.0174.062026-10-20: 72.10%2026-10-21: 73.91%Oct 20Oct 21
Table
DateIV
72.10%
73.91%