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Direxion Daily Energy Bear 2X ETF ERY

i

Market dataready · fetched 2026-11-12T03:42:28.773Z

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: 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 · 2026-11-12T01:00:00.141347827Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:42:28.373862+00:00

Share price$8.79
1D-1.3%
AH$8.77$8.85$8.94$9.03$9.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMERY
Sold putSold callAH

Direxion Daily Energy Bear 2X ETF options

Live interpolated ERY call and put midpoint premiums by absolute delta.Direxion Daily Energy Bear 2X ETF$0.16$0.34$0.51$0.69$0.86$7.45$8.12$8.78$9.45$10.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ERY spot · $8.79ERY PRICE$0.33$0.34$0.18$0.26$0.34$0.42$0.50$0.57$0.65$0.73$0.81$0.33$0.34$0.35$0.36$0.36$0.36$0.37$0.37$0.37
Puts——
Calls——
Skew——
Implied moveBearish±$0.70
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.29255.7%54.8%7.14191.2%22.5%
25Δ11.33195.6%32.7%7.65155.1%16.8%
30Δ8.05126.6%12.4%
35Δ8.21113.6%10.7%
40Δ8.9644.1%4.0%8.36100.7%9.0%
45Δ8.8546.3%3.6%8.5287.7%7.2%
50Δ8.7448.6%3.3%8.6774.7%5.5%
55Δ8.6350.8%2.9%8.8361.7%3.8%
60Δ8.5253.1%2.6%8.9848.7%2.1%
65Δ8.4155.3%2.3%
70Δ8.3157.6%1.9%
75Δ8.2059.8%1.6%
80Δ8.0962.1%1.2%

20Δ

Calls
Pseudo strike
13.29
IV
255.7%
B/E move
54.8%
Puts
Pseudo strike
7.14
IV
191.2%
B/E move
22.5%

25Δ

Calls
Pseudo strike
11.33
IV
195.6%
B/E move
32.7%
Puts
Pseudo strike
7.65
IV
155.1%
B/E move
16.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.05
IV
126.6%
B/E move
12.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.21
IV
113.6%
B/E move
10.7%

40Δ

Calls
Pseudo strike
8.96
IV
44.1%
B/E move
4.0%
Puts
Pseudo strike
8.36
IV
100.7%
B/E move
9.0%

45Δ

Calls
Pseudo strike
8.85
IV
46.3%
B/E move
3.6%
Puts
Pseudo strike
8.52
IV
87.7%
B/E move
7.2%

50Δ

Calls
Pseudo strike
8.74
IV
48.6%
B/E move
3.3%
Puts
Pseudo strike
8.67
IV
74.7%
B/E move
5.5%

55Δ

Calls
Pseudo strike
8.63
IV
50.8%
B/E move
2.9%
Puts
Pseudo strike
8.83
IV
61.7%
B/E move
3.8%

60Δ

Calls
Pseudo strike
8.52
IV
53.1%
B/E move
2.6%
Puts
Pseudo strike
8.98
IV
48.7%
B/E move
2.1%

65Δ

Calls
Pseudo strike
8.41
IV
55.3%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
8.31
IV
57.6%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
8.20
IV
59.8%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
8.09
IV
62.1%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend65.73%
Daily close
ERY50.2%75.9%101.6%2026-08-18: 61.29%2026-08-19: 63.51%2026-08-20: 86.32%2026-08-21: 56.88%2026-08-24: 61.25%2026-08-25: 56.56%2026-08-26: 56.31%2026-08-27: 53.78%2026-08-28: 55.38%2026-08-31: 54.29%2026-09-01: 53.93%2026-09-02: 58.47%2026-09-04: 58.39%2026-09-09: 63.39%2026-09-14: 71.96%2026-09-16: 78.47%2026-09-18: 58.62%2026-09-21: 61.77%2026-09-22: 55.06%2026-09-23: 56.05%2026-09-24: 57.38%2026-09-25: 54.70%2026-09-28: 58.20%2026-09-29: 58.08%2026-09-30: 63.45%2026-10-05: 56.10%2026-10-06: 55.66%2026-10-07: 56.28%2026-10-08: 59.32%2026-10-13: 75.34%2026-10-14: 79.73%2026-10-15: 98.09%2026-10-16: 61.59%2026-10-19: 60.21%2026-10-20: 64.30%2026-10-21: 66.72%2026-10-22: 77.35%2026-10-23: 72.60%2026-10-26: 62.68%2026-10-27: 71.73%2026-10-28: 68.90%2026-10-29: 61.59%2026-10-30: 65.73%Aug 18Sep 25Oct 30
43 observations2026-08-18 — 2026-10-30
Table
DateIV (%)
61.29%
63.51%
86.32%
56.88%
61.25%
56.56%
56.31%
53.78%
55.38%
54.29%
53.93%
58.47%
58.39%
63.39%
71.96%
78.47%
58.62%
61.77%
55.06%
56.05%
57.38%
54.70%
58.20%
58.08%
63.45%
56.10%
55.66%
56.28%
59.32%
75.34%
79.73%
98.09%
61.59%
60.21%
64.30%
66.72%
77.35%
72.60%
62.68%
71.73%
68.90%
61.59%
65.73%