IntraAlpha
Create free account Start free

Direxion Daily Energy Bull 2X ETF ERX

i

Market dataready · fetched 2026-10-15T20:04:43.363Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:00.156960976Z

FundamentalsAlpha Vantage · ready

Share price$116.95
1D-3.7%
AH$115$117$119$121$1225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMERX
Sold putSold callAH

Direxion Daily Energy Bull 2X ETF options

Live interpolated ERX call and put midpoint premiums by absolute delta.Direxion Daily Energy Bull 2X ETF$0.19$1.96$3.73$5.50$7.27$111.02$114.31$117.59$120.88$124.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $116.95OPTION PRICELive ERX spot · $116.95ERX PRICE$0.38$0.57$0.75$0.93$1.11$1.30$1.48$1.66$1.84$2.02$2.21$2.39$2.57$0.54$0.65$0.76$1.12$1.49$1.85$2.22$2.58$2.95$3.31$3.68$4.85$6.76
PutsFair1.01×
CallsCheap0.94×
SkewBearish+26.37 pp
Implied moveBearish±$3.69
TiltBearish26.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.8051.9%2.8%112.2484.8%4.5%
25Δ119.3651.6%2.5%113.6374.0%3.4%
30Δ118.9351.2%2.3%115.0163.5%2.3%
35Δ118.5050.9%2.1%115.6065.4%2.1%
40Δ118.0650.6%1.9%116.1967.3%1.9%
45Δ117.6350.2%1.7%116.7869.2%1.7%
50Δ117.2049.9%1.5%117.3671.1%1.5%
55Δ116.7649.5%1.3%117.9573.0%1.3%
60Δ116.3349.2%1.0%118.5474.9%1.2%
65Δ115.8948.8%0.8%119.1376.8%1.0%
70Δ115.4648.5%0.6%119.7278.7%0.8%
75Δ115.0348.2%0.4%121.0588.1%0.6%
80Δ114.5947.8%0.2%123.07104.3%0.6%

20Δ

Calls
Pseudo strike
119.80
IV
51.9%
B/E move
2.8%
Puts
Pseudo strike
112.24
IV
84.8%
B/E move
4.5%

25Δ

Calls
Pseudo strike
119.36
IV
51.6%
B/E move
2.5%
Puts
Pseudo strike
113.63
IV
74.0%
B/E move
3.4%

30Δ

Calls
Pseudo strike
118.93
IV
51.2%
B/E move
2.3%
Puts
Pseudo strike
115.01
IV
63.5%
B/E move
2.3%

35Δ

Calls
Pseudo strike
118.50
IV
50.9%
B/E move
2.1%
Puts
Pseudo strike
115.60
IV
65.4%
B/E move
2.1%

40Δ

Calls
Pseudo strike
118.06
IV
50.6%
B/E move
1.9%
Puts
Pseudo strike
116.19
IV
67.3%
B/E move
1.9%

45Δ

Calls
Pseudo strike
117.63
IV
50.2%
B/E move
1.7%
Puts
Pseudo strike
116.78
IV
69.2%
B/E move
1.7%

50Δ

Calls
Pseudo strike
117.20
IV
49.9%
B/E move
1.5%
Puts
Pseudo strike
117.36
IV
71.1%
B/E move
1.5%

55Δ

Calls
Pseudo strike
116.76
IV
49.5%
B/E move
1.3%
Puts
Pseudo strike
117.95
IV
73.0%
B/E move
1.3%

60Δ

Calls
Pseudo strike
116.33
IV
49.2%
B/E move
1.0%
Puts
Pseudo strike
118.54
IV
74.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
115.89
IV
48.8%
B/E move
0.8%
Puts
Pseudo strike
119.13
IV
76.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
115.46
IV
48.5%
B/E move
0.6%
Puts
Pseudo strike
119.72
IV
78.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
115.03
IV
48.2%
B/E move
0.4%
Puts
Pseudo strike
121.05
IV
88.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
114.59
IV
47.8%
B/E move
0.2%
Puts
Pseudo strike
123.07
IV
104.3%
B/E move
0.6%