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Direxion Daily Energy Bear 2X ETF ERY

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Market datapartial · fetched 2026-10-23T03:34:45.268Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T00:00:00.178640354Z

FundamentalsAlpha Vantage · unavailable

Share price$7.84
1D+2.9%
AH$7.49$7.66$7.83$8.00$8.175:30 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$0.19$1.45$2.71$3.97$5.23$5.12$6.41$7.71$9.01$10.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ERY spot · $7.84ERY PRICE$0.33$0.34$0.36$0.38$0.41$0.43$0.48$0.64$0.81$0.97$1.14$1.37$1.69$0.36$0.40$0.45$0.51$0.58$0.64$0.74$1.11$1.49$1.84$2.18$2.95$4.87
PutsExpensive2.07×
CallsExpensive1.83×
SkewBearish+11.76 pp
Implied moveBearish±$1.22
TiltBearish31.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.79161.7%67.3%6.18126.7%25.8%
25Δ11.06129.5%45.4%6.67107.6%20.0%
30Δ9.85104.7%30.2%7.0892.9%15.4%
35Δ8.9084.5%18.4%7.3287.3%13.2%
40Δ8.5875.1%14.7%7.5581.6%11.0%
45Δ8.2665.7%10.9%7.7976.0%8.8%
50Δ7.9659.0%7.7%8.0572.5%6.9%
55Δ7.7565.0%7.1%8.4485.6%6.6%
60Δ7.5470.9%6.5%8.8398.6%6.4%
65Δ7.3276.8%5.8%9.24105.0%5.6%
70Δ7.1182.7%5.2%9.66106.2%4.6%
75Δ6.8289.1%4.5%10.48119.7%3.9%
80Δ6.4495.9%3.7%12.44153.8%3.4%

20Δ

Calls
Pseudo strike
12.79
IV
161.7%
B/E move
67.3%
Puts
Pseudo strike
6.18
IV
126.7%
B/E move
25.8%

25Δ

Calls
Pseudo strike
11.06
IV
129.5%
B/E move
45.4%
Puts
Pseudo strike
6.67
IV
107.6%
B/E move
20.0%

30Δ

Calls
Pseudo strike
9.85
IV
104.7%
B/E move
30.2%
Puts
Pseudo strike
7.08
IV
92.9%
B/E move
15.4%

35Δ

Calls
Pseudo strike
8.90
IV
84.5%
B/E move
18.4%
Puts
Pseudo strike
7.32
IV
87.3%
B/E move
13.2%

40Δ

Calls
Pseudo strike
8.58
IV
75.1%
B/E move
14.7%
Puts
Pseudo strike
7.55
IV
81.6%
B/E move
11.0%

45Δ

Calls
Pseudo strike
8.26
IV
65.7%
B/E move
10.9%
Puts
Pseudo strike
7.79
IV
76.0%
B/E move
8.8%

50Δ

Calls
Pseudo strike
7.96
IV
59.0%
B/E move
7.7%
Puts
Pseudo strike
8.05
IV
72.5%
B/E move
6.9%

55Δ

Calls
Pseudo strike
7.75
IV
65.0%
B/E move
7.1%
Puts
Pseudo strike
8.44
IV
85.6%
B/E move
6.6%

60Δ

Calls
Pseudo strike
7.54
IV
70.9%
B/E move
6.5%
Puts
Pseudo strike
8.83
IV
98.6%
B/E move
6.4%

65Δ

Calls
Pseudo strike
7.32
IV
76.8%
B/E move
5.8%
Puts
Pseudo strike
9.24
IV
105.0%
B/E move
5.6%

70Δ

Calls
Pseudo strike
7.11
IV
82.7%
B/E move
5.2%
Puts
Pseudo strike
9.66
IV
106.2%
B/E move
4.6%

75Δ

Calls
Pseudo strike
6.82
IV
89.1%
B/E move
4.5%
Puts
Pseudo strike
10.48
IV
119.7%
B/E move
3.9%

80Δ

Calls
Pseudo strike
6.44
IV
95.9%
B/E move
3.7%
Puts
Pseudo strike
12.44
IV
153.8%
B/E move
3.4%

Options history

ERY61.4264.6267.822026-10-20: 61.86%2026-10-21: 67.37%Oct 20Oct 21
Table
DateIV
61.86%
67.37%