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Direxion Daily MSCI Mexico Bull 3X ETF MEXX

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Market datapartial · fetched 2026-10-22T14:51:59.719Z

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 · 2026-10-22T14:09:07.209184793Z

FundamentalsAlpha Vantage · unavailable

Share price$26.44
1D+0.8%
$26.20$26.27$26.34$26.41$26.485:30 AM6:30 AM9:00 AM1:00 PMMEXX
Sold putSold call

Direxion Daily MSCI Mexico Bull 3X ETF options

Live interpolated MEXX call and put midpoint premiums by absolute delta.Direxion Daily MSCI Mexico Bull 3X ETF$0.30$2.74$5.17$7.61$10.05$19.45$22.59$25.74$28.88$32.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MEXX spot · $26.44MEXX PRICE$0.56$0.68$0.81$0.95$1.12$1.32$1.52$1.69$1.91$2.23$2.56$2.88$3.19$0.87$1.11$1.36$1.67$2.08$2.55$3.01$3.56$4.35$5.14$6.93$9.34
PutsExpensive1.32×
CallsFair1.03×
SkewBearish+18.81 pp
Implied moveBearish±$4.07
TiltBearish32.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.0079.4%30.7%
25Δ32.0471.7%23.8%23.6769.9%13.8%
30Δ30.0864.0%16.8%24.3869.8%12.0%
35Δ28.6959.1%12.1%25.0769.2%10.3%
40Δ28.0157.8%10.2%25.7369.6%9.0%
45Δ27.4357.2%8.8%26.4171.7%8.0%
50Δ26.8756.2%7.4%27.1274.5%7.1%
55Δ26.3453.6%6.0%27.8675.0%6.0%
60Δ25.8252.2%4.9%28.6575.7%5.1%
65Δ25.3153.1%4.2%29.6579.2%4.3%
70Δ24.7953.3%3.4%30.6680.4%3.5%
75Δ24.2752.2%2.7%32.5890.7%3.0%
80Δ23.7850.0%2.0%35.15101.4%2.4%

20Δ

Calls
Pseudo strike
34.00
IV
79.4%
B/E move
30.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
32.04
IV
71.7%
B/E move
23.8%
Puts
Pseudo strike
23.67
IV
69.9%
B/E move
13.8%

30Δ

Calls
Pseudo strike
30.08
IV
64.0%
B/E move
16.8%
Puts
Pseudo strike
24.38
IV
69.8%
B/E move
12.0%

35Δ

Calls
Pseudo strike
28.69
IV
59.1%
B/E move
12.1%
Puts
Pseudo strike
25.07
IV
69.2%
B/E move
10.3%

40Δ

Calls
Pseudo strike
28.01
IV
57.8%
B/E move
10.2%
Puts
Pseudo strike
25.73
IV
69.6%
B/E move
9.0%

45Δ

Calls
Pseudo strike
27.43
IV
57.2%
B/E move
8.8%
Puts
Pseudo strike
26.41
IV
71.7%
B/E move
8.0%

50Δ

Calls
Pseudo strike
26.87
IV
56.2%
B/E move
7.4%
Puts
Pseudo strike
27.12
IV
74.5%
B/E move
7.1%

55Δ

Calls
Pseudo strike
26.34
IV
53.6%
B/E move
6.0%
Puts
Pseudo strike
27.86
IV
75.0%
B/E move
6.0%

60Δ

Calls
Pseudo strike
25.82
IV
52.2%
B/E move
4.9%
Puts
Pseudo strike
28.65
IV
75.7%
B/E move
5.1%

65Δ

Calls
Pseudo strike
25.31
IV
53.1%
B/E move
4.2%
Puts
Pseudo strike
29.65
IV
79.2%
B/E move
4.3%

70Δ

Calls
Pseudo strike
24.79
IV
53.3%
B/E move
3.4%
Puts
Pseudo strike
30.66
IV
80.4%
B/E move
3.5%

75Δ

Calls
Pseudo strike
24.27
IV
52.2%
B/E move
2.7%
Puts
Pseudo strike
32.58
IV
90.7%
B/E move
3.0%

80Δ

Calls
Pseudo strike
23.78
IV
50.0%
B/E move
2.0%
Puts
Pseudo strike
35.15
IV
101.4%
B/E move
2.4%

Options history

No recorded observations