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Direxion Daily MSCI Mexico Bull 3X ETF MEXX

i

Market dataready · fetched 2026-11-11T15:55:09.941Z

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 · 2026-11-11T15:49:02.516851025Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:55:09.390987+00:00

Share price$29.89
1D+3.5%
$28.79$29.14$29.50$29.85$30.205:30 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$0.32$1.35$2.37$3.40$4.43$25.02$27.70$30.39$33.07$35.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MEXX spot · $29.89MEXX PRICE$0.43$0.50$0.59$0.65$0.76$0.90$1.03$1.20$1.36$1.53$1.88$2.25$2.63$0.50$0.61$0.77$0.96$1.17$1.38$1.61$1.89$2.16$2.46$2.81$3.68$4.13
PutsExpensive1.21×
CallsCheap0.62×
SkewBearish+17.15 pp
Implied moveBearish±$2.65
TiltBearish21.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.9186.4%14.9%26.8687.8%11.8%
25Δ32.7175.7%11.1%27.6481.5%9.6%
30Δ31.8968.8%8.7%28.2379.6%8.1%
35Δ31.2562.1%6.7%28.7280.4%7.1%
40Δ30.7859.2%5.5%29.2080.5%6.2%
45Δ30.4158.7%4.7%29.6879.7%5.3%
50Δ30.0558.2%4.0%30.1579.1%4.5%
55Δ29.7157.4%3.4%30.6378.9%3.8%
60Δ29.3756.6%2.8%31.1078.3%3.2%
65Δ29.0455.8%2.3%31.5776.7%2.6%
70Δ28.5958.8%1.9%32.0976.1%2.0%
75Δ28.1262.3%1.6%33.0485.3%1.8%
80Δ27.6462.9%1.3%33.6482.0%1.3%

20Δ

Calls
Pseudo strike
33.91
IV
86.4%
B/E move
14.9%
Puts
Pseudo strike
26.86
IV
87.8%
B/E move
11.8%

25Δ

Calls
Pseudo strike
32.71
IV
75.7%
B/E move
11.1%
Puts
Pseudo strike
27.64
IV
81.5%
B/E move
9.6%

30Δ

Calls
Pseudo strike
31.89
IV
68.8%
B/E move
8.7%
Puts
Pseudo strike
28.23
IV
79.6%
B/E move
8.1%

35Δ

Calls
Pseudo strike
31.25
IV
62.1%
B/E move
6.7%
Puts
Pseudo strike
28.72
IV
80.4%
B/E move
7.1%

40Δ

Calls
Pseudo strike
30.78
IV
59.2%
B/E move
5.5%
Puts
Pseudo strike
29.20
IV
80.5%
B/E move
6.2%

45Δ

Calls
Pseudo strike
30.41
IV
58.7%
B/E move
4.7%
Puts
Pseudo strike
29.68
IV
79.7%
B/E move
5.3%

50Δ

Calls
Pseudo strike
30.05
IV
58.2%
B/E move
4.0%
Puts
Pseudo strike
30.15
IV
79.1%
B/E move
4.5%

55Δ

Calls
Pseudo strike
29.71
IV
57.4%
B/E move
3.4%
Puts
Pseudo strike
30.63
IV
78.9%
B/E move
3.8%

60Δ

Calls
Pseudo strike
29.37
IV
56.6%
B/E move
2.8%
Puts
Pseudo strike
31.10
IV
78.3%
B/E move
3.2%

65Δ

Calls
Pseudo strike
29.04
IV
55.8%
B/E move
2.3%
Puts
Pseudo strike
31.57
IV
76.7%
B/E move
2.6%

70Δ

Calls
Pseudo strike
28.59
IV
58.8%
B/E move
1.9%
Puts
Pseudo strike
32.09
IV
76.1%
B/E move
2.0%

75Δ

Calls
Pseudo strike
28.12
IV
62.3%
B/E move
1.6%
Puts
Pseudo strike
33.04
IV
85.3%
B/E move
1.8%

80Δ

Calls
Pseudo strike
27.64
IV
62.9%
B/E move
1.3%
Puts
Pseudo strike
33.64
IV
82.0%
B/E move
1.3%

Options history

IV · four-Friday blend66.00%
Daily EOD
MEXX65.3%66.6%67.8%2026-10-19: 66.19%2026-10-20: 66.51%2026-10-21: 65.64%2026-10-22: 65.67%2026-10-23: 66.05%2026-10-26: 66.82%2026-10-27: 66.62%2026-10-28: 67.67%2026-10-29: 65.51%2026-10-30: 66.00%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
66.19%
66.51%
65.64%
65.67%
66.05%
66.82%
66.62%
67.67%
65.51%
66.00%