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Direxion Daily Energy Bull 2X ETF ERX

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Market dataready · fetched 2026-10-16T00:21:09.911Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.135775361Z

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$1.47$7.35$13.24$19.13$25.02$91.01$103.85$116.69$129.53$142.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ERX spot · $117.11ERX PRICE$2.10$2.69$3.30$4.07$4.78$5.66$6.60$7.49$8.59$9.66$11.43$12.43$14.34$2.31$3.14$4.00$4.99$6.02$7.48$8.85$10.56$12.36$14.47$17.40$20.55$23.32
PutsCheap0.94×
CallsCheap0.89×
SkewBearish+4.91 pp
Implied moveBearish±$15.45
TiltBearish18.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ138.2655.3%19.9%103.8651.9%13.3%
25Δ133.6253.4%16.4%106.5952.6%11.7%
30Δ129.5251.0%13.4%109.3352.2%10.1%
35Δ126.7151.2%11.7%111.8452.4%8.8%
40Δ123.8249.8%9.8%114.3152.1%7.5%
45Δ121.3649.6%8.5%116.7653.9%6.7%
50Δ118.9949.4%7.2%119.2754.0%5.7%
55Δ116.6848.2%6.0%121.9454.9%4.9%
60Δ114.4647.9%5.1%124.7055.2%4.1%
65Δ112.3046.8%4.1%127.6955.6%3.3%
70Δ109.8048.6%3.5%131.3657.2%2.7%
75Δ107.8145.8%2.7%135.2658.2%2.1%
80Δ105.2045.9%2.1%138.8156.6%1.4%

20Δ

Calls
Pseudo strike
138.26
IV
55.3%
B/E move
19.9%
Puts
Pseudo strike
103.86
IV
51.9%
B/E move
13.3%

25Δ

Calls
Pseudo strike
133.62
IV
53.4%
B/E move
16.4%
Puts
Pseudo strike
106.59
IV
52.6%
B/E move
11.7%

30Δ

Calls
Pseudo strike
129.52
IV
51.0%
B/E move
13.4%
Puts
Pseudo strike
109.33
IV
52.2%
B/E move
10.1%

35Δ

Calls
Pseudo strike
126.71
IV
51.2%
B/E move
11.7%
Puts
Pseudo strike
111.84
IV
52.4%
B/E move
8.8%

40Δ

Calls
Pseudo strike
123.82
IV
49.8%
B/E move
9.8%
Puts
Pseudo strike
114.31
IV
52.1%
B/E move
7.5%

45Δ

Calls
Pseudo strike
121.36
IV
49.6%
B/E move
8.5%
Puts
Pseudo strike
116.76
IV
53.9%
B/E move
6.7%

50Δ

Calls
Pseudo strike
118.99
IV
49.4%
B/E move
7.2%
Puts
Pseudo strike
119.27
IV
54.0%
B/E move
5.7%

55Δ

Calls
Pseudo strike
116.68
IV
48.2%
B/E move
6.0%
Puts
Pseudo strike
121.94
IV
54.9%
B/E move
4.9%

60Δ

Calls
Pseudo strike
114.46
IV
47.9%
B/E move
5.1%
Puts
Pseudo strike
124.70
IV
55.2%
B/E move
4.1%

65Δ

Calls
Pseudo strike
112.30
IV
46.8%
B/E move
4.1%
Puts
Pseudo strike
127.69
IV
55.6%
B/E move
3.3%

70Δ

Calls
Pseudo strike
109.80
IV
48.6%
B/E move
3.5%
Puts
Pseudo strike
131.36
IV
57.2%
B/E move
2.7%

75Δ

Calls
Pseudo strike
107.81
IV
45.8%
B/E move
2.7%
Puts
Pseudo strike
135.26
IV
58.2%
B/E move
2.1%

80Δ

Calls
Pseudo strike
105.20
IV
45.9%
B/E move
2.1%
Puts
Pseudo strike
138.81
IV
56.6%
B/E move
1.4%