Share price$7.97
1D+4.7%
Sold putSold call
Direxion Daily Energy Bear 2X ETF ERY
i
Market datapartial · fetched 2026-10-22T16:42:07.159Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T16:41:36.326433439Z
FundamentalsAlpha Vantage · unavailable
Direxion Daily Energy Bear 2X ETF options
PutsExpensive2.31×
CallsExpensive1.74×
SkewBearish+27.85 pp
Implied moveBearish±$1.50
TiltBearish44.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.85 | 157.2% | 65.3% | 6.27 | 126.4% | 26.0% |
| 25Δ | 10.86 | 124.8% | 40.6% | 6.80 | 106.3% | 19.8% |
| 30Δ | 9.88 | 101.9% | 28.5% | 7.17 | 95.4% | 16.0% |
| 35Δ | 8.97 | 80.6% | 17.3% | 7.43 | 89.8% | 13.6% |
| 40Δ | 8.70 | 73.8% | 14.4% | 7.70 | 84.3% | 11.2% |
| 45Δ | 8.43 | 67.0% | 11.4% | 7.96 | 78.8% | 8.8% |
| 50Δ | 8.16 | 60.2% | 8.4% | 8.34 | 90.0% | 8.2% |
| 55Δ | 7.92 | 57.4% | 6.4% | 8.74 | 104.1% | 7.9% |
| 60Δ | 7.71 | 60.7% | 5.7% | 9.16 | 114.5% | 7.4% |
| 65Δ | 7.51 | 63.9% | 5.0% | 9.62 | 117.2% | 6.2% |
| 70Δ | 7.31 | 67.2% | 4.3% | 10.42 | 130.9% | 5.4% |
| 75Δ | 7.10 | 70.5% | 3.6% | 12.29 | 166.3% | 5.1% |
| 80Δ | 6.31 | 138.0% | 4.2% | 14.05 | 181.4% | 4.0% |
20Δ
- Pseudo strike
- 12.85
- IV
- 157.2%
- B/E move
- 65.3%
- Pseudo strike
- 6.27
- IV
- 126.4%
- B/E move
- 26.0%
25Δ
- Pseudo strike
- 10.86
- IV
- 124.8%
- B/E move
- 40.6%
- Pseudo strike
- 6.80
- IV
- 106.3%
- B/E move
- 19.8%
30Δ
- Pseudo strike
- 9.88
- IV
- 101.9%
- B/E move
- 28.5%
- Pseudo strike
- 7.17
- IV
- 95.4%
- B/E move
- 16.0%
35Δ
- Pseudo strike
- 8.97
- IV
- 80.6%
- B/E move
- 17.3%
- Pseudo strike
- 7.43
- IV
- 89.8%
- B/E move
- 13.6%
40Δ
- Pseudo strike
- 8.70
- IV
- 73.8%
- B/E move
- 14.4%
- Pseudo strike
- 7.70
- IV
- 84.3%
- B/E move
- 11.2%
45Δ
- Pseudo strike
- 8.43
- IV
- 67.0%
- B/E move
- 11.4%
- Pseudo strike
- 7.96
- IV
- 78.8%
- B/E move
- 8.8%
50Δ
- Pseudo strike
- 8.16
- IV
- 60.2%
- B/E move
- 8.4%
- Pseudo strike
- 8.34
- IV
- 90.0%
- B/E move
- 8.2%
55Δ
- Pseudo strike
- 7.92
- IV
- 57.4%
- B/E move
- 6.4%
- Pseudo strike
- 8.74
- IV
- 104.1%
- B/E move
- 7.9%
60Δ
- Pseudo strike
- 7.71
- IV
- 60.7%
- B/E move
- 5.7%
- Pseudo strike
- 9.16
- IV
- 114.5%
- B/E move
- 7.4%
65Δ
- Pseudo strike
- 7.51
- IV
- 63.9%
- B/E move
- 5.0%
- Pseudo strike
- 9.62
- IV
- 117.2%
- B/E move
- 6.2%
70Δ
- Pseudo strike
- 7.31
- IV
- 67.2%
- B/E move
- 4.3%
- Pseudo strike
- 10.42
- IV
- 130.9%
- B/E move
- 5.4%
75Δ
- Pseudo strike
- 7.10
- IV
- 70.5%
- B/E move
- 3.6%
- Pseudo strike
- 12.29
- IV
- 166.3%
- B/E move
- 5.1%
80Δ
- Pseudo strike
- 6.31
- IV
- 138.0%
- B/E move
- 4.2%
- Pseudo strike
- 14.05
- IV
- 181.4%
- B/E move
- 4.0%
Options history
Table
| Date | IV |
|---|---|
| 61.86% | |
| 67.37% |