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Direxion Daily Junior Gold Miners Index Bear 2X ETF JDST

i

Market dataready · fetched 2026-11-12T02:36:58.706Z

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 · 2026-11-12T01:00:00.116652155Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:36:58.122616+00:00

Share price$27.08
1D+6.1%
AH$25.39$25.87$26.35$26.83$27.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJDST
Sold putSold callAH

Direxion Daily Junior Gold Miners Index Bear 2X ETF options

Live interpolated JDST call and put midpoint premiums by absolute delta.Direxion Daily Junior Gold Miners Index Bear 2X ETF$0.82$2.48$4.14$5.80$7.46$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEJDST PRICE$1.00$1.30$1.21$1.53$1.56$2.00$2.36$2.56$2.76$3.00$1.03$1.60$2.33$2.80$3.07$4.56$4.83$6.98
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.33181.8%21.3%
25Δ22.94212.2%21.2%
30Δ31.06138.9%18.4%
35Δ30.36146.7%16.9%
40Δ28.67108.4%10.4%
45Δ28.19117.9%9.7%27.02140.8%8.9%
50Δ27.79142.2%7.7%
55Δ26.8785.0%5.0%28.43134.6%6.3%
60Δ26.3595.1%4.7%
65Δ25.8599.7%4.2%30.36145.6%4.7%
70Δ25.3993.5%3.2%30.96134.5%3.5%
75Δ24.9587.3%2.3%33.18161.2%3.2%
80Δ24.5481.4%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.33
IV
181.8%
B/E move
21.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.94
IV
212.2%
B/E move
21.2%

30Δ

Calls
Pseudo strike
31.06
IV
138.9%
B/E move
18.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
30.36
IV
146.7%
B/E move
16.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
28.67
IV
108.4%
B/E move
10.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
28.19
IV
117.9%
B/E move
9.7%
Puts
Pseudo strike
27.02
IV
140.8%
B/E move
8.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.79
IV
142.2%
B/E move
7.7%

55Δ

Calls
Pseudo strike
26.87
IV
85.0%
B/E move
5.0%
Puts
Pseudo strike
28.43
IV
134.6%
B/E move
6.3%

60Δ

Calls
Pseudo strike
26.35
IV
95.1%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
25.85
IV
99.7%
B/E move
4.2%
Puts
Pseudo strike
30.36
IV
145.6%
B/E move
4.7%

70Δ

Calls
Pseudo strike
25.39
IV
93.5%
B/E move
3.2%
Puts
Pseudo strike
30.96
IV
134.5%
B/E move
3.5%

75Δ

Calls
Pseudo strike
24.95
IV
87.3%
B/E move
2.3%
Puts
Pseudo strike
33.18
IV
161.2%
B/E move
3.2%

80Δ

Calls
Pseudo strike
24.54
IV
81.4%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend93.03%
Daily close
JDST84.7%108.1%131.5%2026-08-13: 92.95%2026-08-14: 98.45%2026-08-17: 94.37%2026-08-18: 102.53%2026-08-19: 112.97%2026-08-20: 128.23%2026-08-21: 106.31%2026-08-24: 106.25%2026-08-25: 102.28%2026-08-26: 104.55%2026-08-27: 101.54%2026-08-28: 105.22%2026-08-31: 102.46%2026-09-01: 103.04%2026-09-02: 103.88%2026-09-03: 105.03%2026-09-04: 96.93%2026-09-08: 104.35%2026-09-09: 105.82%2026-09-10: 108.27%2026-09-11: 105.60%2026-09-14: 108.40%2026-09-15: 111.94%2026-09-16: 116.88%2026-09-17: 111.77%2026-09-18: 100.02%2026-09-21: 102.62%2026-09-22: 98.03%2026-09-23: 97.67%2026-09-24: 101.19%2026-09-25: 100.44%2026-09-28: 98.05%2026-09-29: 98.23%2026-09-30: 97.98%2026-10-01: 93.80%2026-10-02: 98.19%2026-10-05: 91.17%2026-10-06: 91.49%2026-10-07: 88.96%2026-10-08: 91.80%2026-10-09: 87.92%2026-10-12: 96.81%2026-10-13: 97.32%2026-10-14: 89.55%2026-10-15: 112.08%2026-10-16: 93.03%Aug 13Sep 15Oct 16
46 observations2026-08-13 — 2026-10-16
Table
DateIV (%)
92.95%
98.45%
94.37%
102.53%
112.97%
128.23%
106.31%
106.25%
102.28%
104.55%
101.54%
105.22%
102.46%
103.04%
103.88%
105.03%
96.93%
104.35%
105.82%
108.27%
105.60%
108.40%
111.94%
116.88%
111.77%
100.02%
102.62%
98.03%
97.67%
101.19%
100.44%
98.05%
98.23%
97.98%
93.80%
98.19%
91.17%
91.49%
88.96%
91.80%
87.92%
96.81%
97.32%
89.55%
112.08%
93.03%