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Direxion Daily Energy Bull 2X ETF ERX

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Market datapartial · fetched 2026-11-06T17:35:32.609Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-06T17:31:55.16824176Z

FundamentalsAlpha Vantage · unavailable

Share price$100.98
1D
Price history unavailable.

Direxion Daily Energy Bull 2X ETF options

Live interpolated ERX call and put midpoint premiums by absolute delta.Direxion Daily Energy Bull 2X ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEERX PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend54.84%
Daily close
ERX46.6%51.5%56.3%2026-08-10: 50.86%2026-08-11: 50.42%2026-08-12: 48.05%2026-08-13: 48.56%2026-08-14: 48.48%2026-08-17: 49.70%2026-08-18: 52.60%2026-08-19: 51.10%2026-08-20: 51.50%2026-08-24: 48.80%2026-08-25: 48.33%2026-08-26: 48.76%2026-08-27: 48.39%2026-08-28: 47.72%2026-08-31: 47.30%2026-09-01: 49.55%2026-09-02: 49.23%2026-09-03: 49.54%2026-09-04: 48.44%2026-09-08: 50.71%2026-09-09: 51.70%2026-09-10: 52.65%2026-09-11: 51.26%2026-09-14: 52.20%2026-09-15: 55.63%2026-09-16: 55.62%2026-09-18: 51.29%2026-09-21: 51.15%2026-09-22: 51.19%2026-09-23: 51.76%2026-09-24: 52.09%2026-09-25: 50.57%2026-09-28: 52.09%2026-09-29: 51.14%2026-09-30: 49.28%2026-10-01: 50.29%2026-10-02: 48.95%2026-10-05: 50.00%2026-10-06: 49.39%2026-10-07: 49.80%2026-10-08: 49.72%2026-10-09: 48.77%2026-10-12: 49.98%2026-10-13: 53.08%2026-10-14: 51.46%2026-10-16: 50.48%2026-10-19: 50.56%2026-10-20: 51.01%2026-10-21: 52.09%2026-10-22: 53.56%2026-10-23: 54.96%2026-10-26: 54.51%2026-10-27: 53.77%2026-10-28: 54.02%2026-10-29: 52.48%2026-10-30: 54.84%Aug 10Sep 21Oct 30
56 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
50.86%
50.42%
48.05%
48.56%
48.48%
49.70%
52.60%
51.10%
51.50%
48.80%
48.33%
48.76%
48.39%
47.72%
47.30%
49.55%
49.23%
49.54%
48.44%
50.71%
51.70%
52.65%
51.26%
52.20%
55.63%
55.62%
51.29%
51.15%
51.19%
51.76%
52.09%
50.57%
52.09%
51.14%
49.28%
50.29%
48.95%
50.00%
49.39%
49.80%
49.72%
48.77%
49.98%
53.08%
51.46%
50.48%
50.56%
51.01%
52.09%
53.56%
54.96%
54.51%
53.77%
54.02%
52.48%
54.84%