IntraAlpha
Create free account Start free

Direxion Daily Energy Bull 2X ETF ERX

i

Market dataready · fetched 2026-10-15T20:36:25.162Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.00383434Z

FundamentalsAlpha Vantage · ready

Share price$117.11
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$0.14$2.17$4.20$6.23$8.25$110.87$114.19$117.52$120.85$124.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $117.11OPTION PRICELive ERX spot · $117.11ERX PRICE$0.36$0.53$0.70$0.87$1.04$1.21$1.37$1.54$1.71$1.88$2.05$2.22$2.39$0.55$0.66$0.82$1.20$1.58$1.96$2.33$2.71$3.09$3.47$3.87$5.77$7.67
PutsExpensive1.07×
CallsCheap0.86×
SkewBearish+35.93 pp
Implied moveBearish±$3.71
TiltBearish33.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.8550.6%2.7%112.3786.3%4.5%
25Δ119.4549.8%2.5%113.8175.0%3.4%
30Δ119.0549.0%2.3%115.1166.1%2.4%
35Δ118.6548.3%2.1%115.7268.5%2.2%
40Δ118.2547.5%1.9%116.3370.8%2.0%
45Δ117.8446.7%1.7%116.9473.2%1.8%
50Δ117.4446.0%1.5%117.5675.6%1.6%
55Δ117.0445.2%1.3%118.1778.0%1.4%
60Δ116.6444.4%1.1%118.7880.4%1.2%
65Δ116.2443.7%0.9%119.3982.7%1.0%
70Δ115.8442.9%0.7%120.0285.3%0.8%
75Δ115.4442.1%0.5%122.02102.7%0.7%
80Δ115.0341.4%0.3%124.02120.2%0.6%

20Δ

Calls
Pseudo strike
119.85
IV
50.6%
B/E move
2.7%
Puts
Pseudo strike
112.37
IV
86.3%
B/E move
4.5%

25Δ

Calls
Pseudo strike
119.45
IV
49.8%
B/E move
2.5%
Puts
Pseudo strike
113.81
IV
75.0%
B/E move
3.4%

30Δ

Calls
Pseudo strike
119.05
IV
49.0%
B/E move
2.3%
Puts
Pseudo strike
115.11
IV
66.1%
B/E move
2.4%

35Δ

Calls
Pseudo strike
118.65
IV
48.3%
B/E move
2.1%
Puts
Pseudo strike
115.72
IV
68.5%
B/E move
2.2%

40Δ

Calls
Pseudo strike
118.25
IV
47.5%
B/E move
1.9%
Puts
Pseudo strike
116.33
IV
70.8%
B/E move
2.0%

45Δ

Calls
Pseudo strike
117.84
IV
46.7%
B/E move
1.7%
Puts
Pseudo strike
116.94
IV
73.2%
B/E move
1.8%

50Δ

Calls
Pseudo strike
117.44
IV
46.0%
B/E move
1.5%
Puts
Pseudo strike
117.56
IV
75.6%
B/E move
1.6%

55Δ

Calls
Pseudo strike
117.04
IV
45.2%
B/E move
1.3%
Puts
Pseudo strike
118.17
IV
78.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
116.64
IV
44.4%
B/E move
1.1%
Puts
Pseudo strike
118.78
IV
80.4%
B/E move
1.2%

65Δ

Calls
Pseudo strike
116.24
IV
43.7%
B/E move
0.9%
Puts
Pseudo strike
119.39
IV
82.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
115.84
IV
42.9%
B/E move
0.7%
Puts
Pseudo strike
120.02
IV
85.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
115.44
IV
42.1%
B/E move
0.5%
Puts
Pseudo strike
122.02
IV
102.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
115.03
IV
41.4%
B/E move
0.3%
Puts
Pseudo strike
124.02
IV
120.2%
B/E move
0.6%