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Direxion Daily MSCI Mexico Bull 3X ETF MEXX

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Market dataready · fetched 2026-10-22T21:13:02.052Z

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 · 2026-10-22T20:10:00.002745915Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:13:00.449416+00:00

Share price$26.38
1D+0.5%
AH$25.64$25.86$26.08$26.30$26.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMEXX
Sold putSold callAH

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$0.31$1.80$3.28$4.77$6.25$19.53$22.69$25.85$29.00$32.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MEXX spot · $26.38MEXX PRICE$0.47$0.60$0.80$1.00$1.22$1.46$1.70$1.97$2.21$2.43$2.72$3.05$4.02$0.64$0.86$1.09$1.34$1.65$1.91$2.13$2.64$3.10$3.42$4.30$5.08$5.82
PutsExpensive1.17×
CallsExpensive1.11×
SkewBearish+6.64 pp
Implied moveBearish±$3.83
TiltBearish18.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.1261.7%19.7%22.8570.0%15.8%
25Δ30.0058.7%16.0%23.6469.3%13.7%
30Δ29.3960.9%14.4%24.3469.2%11.9%
35Δ28.7862.6%12.9%25.0368.4%10.2%
40Δ28.1563.6%11.3%25.6768.8%8.9%
45Δ27.5263.7%9.8%26.2967.3%7.6%
50Δ26.9063.6%8.4%26.8964.0%6.2%
55Δ26.3063.4%7.1%27.6066.7%5.4%
60Δ25.7361.8%5.9%28.2767.5%4.6%
65Δ25.1858.9%4.6%28.8664.7%3.6%
70Δ24.6357.2%3.7%29.8969.2%3.0%
75Δ24.0956.0%2.9%30.8570.2%2.3%
80Δ23.0365.7%2.5%31.7869.0%1.6%

20Δ

Calls
Pseudo strike
31.12
IV
61.7%
B/E move
19.7%
Puts
Pseudo strike
22.85
IV
70.0%
B/E move
15.8%

25Δ

Calls
Pseudo strike
30.00
IV
58.7%
B/E move
16.0%
Puts
Pseudo strike
23.64
IV
69.3%
B/E move
13.7%

30Δ

Calls
Pseudo strike
29.39
IV
60.9%
B/E move
14.4%
Puts
Pseudo strike
24.34
IV
69.2%
B/E move
11.9%

35Δ

Calls
Pseudo strike
28.78
IV
62.6%
B/E move
12.9%
Puts
Pseudo strike
25.03
IV
68.4%
B/E move
10.2%

40Δ

Calls
Pseudo strike
28.15
IV
63.6%
B/E move
11.3%
Puts
Pseudo strike
25.67
IV
68.8%
B/E move
8.9%

45Δ

Calls
Pseudo strike
27.52
IV
63.7%
B/E move
9.8%
Puts
Pseudo strike
26.29
IV
67.3%
B/E move
7.6%

50Δ

Calls
Pseudo strike
26.90
IV
63.6%
B/E move
8.4%
Puts
Pseudo strike
26.89
IV
64.0%
B/E move
6.2%

55Δ

Calls
Pseudo strike
26.30
IV
63.4%
B/E move
7.1%
Puts
Pseudo strike
27.60
IV
66.7%
B/E move
5.4%

60Δ

Calls
Pseudo strike
25.73
IV
61.8%
B/E move
5.9%
Puts
Pseudo strike
28.27
IV
67.5%
B/E move
4.6%

65Δ

Calls
Pseudo strike
25.18
IV
58.9%
B/E move
4.6%
Puts
Pseudo strike
28.86
IV
64.7%
B/E move
3.6%

70Δ

Calls
Pseudo strike
24.63
IV
57.2%
B/E move
3.7%
Puts
Pseudo strike
29.89
IV
69.2%
B/E move
3.0%

75Δ

Calls
Pseudo strike
24.09
IV
56.0%
B/E move
2.9%
Puts
Pseudo strike
30.85
IV
70.2%
B/E move
2.3%

80Δ

Calls
Pseudo strike
23.03
IV
65.7%
B/E move
2.5%
Puts
Pseudo strike
31.78
IV
69.0%
B/E move
1.6%

Options history

No recorded observations