IntraAlpha
Create free account Start free

Direxion Shares ETF Trust Direxion Daily MSFT Bear 1X ETF MSFD

i

Market datapartial · fetched 2026-10-22T22:32:58.086Z

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 · 2026-10-22T22:28:56.333809695Z

FundamentalsAlpha Vantage · unavailable

Share price$9.81
1D+2.0%
AH$9.59$9.66$9.73$9.79$9.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMSFD
Sold putSold callAH

Direxion Shares ETF Trust Direxion Daily MSFT Bear 1X ETF options

Live interpolated MSFD call and put midpoint premiums by absolute delta.Direxion Shares ETF Trust Direxion Daily MSFT Bear 1X ETF$0.07$0.67$1.26$1.86$2.45$8.11$8.90$9.69$10.48$11.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSFD spot · $9.81MSFD PRICE$0.16$0.19$0.25$0.31$0.37$0.43$0.48$0.54$0.60$0.66$0.71$0.77$0.83$0.14$0.22$0.30$0.38$0.46$0.54$0.62$0.77$0.95$1.12$1.30$1.67$2.28
PutsExpensive1.70×
CallsExpensive1.68×
SkewBearish+8.55 pp
Implied moveBearish±$1.11
TiltBearish26.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.5058.1%18.9%9.0737.3%9.0%
25Δ10.9549.1%13.6%9.2239.5%8.3%
30Δ10.7947.6%12.5%9.3641.7%7.6%
35Δ10.6346.0%11.5%9.5143.8%6.9%
40Δ10.4744.5%10.5%9.6646.0%6.3%
45Δ10.3143.0%9.4%9.8148.2%5.6%
50Δ10.1541.5%8.4%9.9550.3%4.9%
55Δ9.9939.9%7.4%10.1652.1%4.3%
60Δ9.8338.4%6.3%10.4053.6%3.7%
65Δ9.6736.9%5.3%10.6355.1%3.1%
70Δ9.5135.3%4.2%10.8756.6%2.5%
75Δ9.3533.8%3.2%11.2861.8%2.0%
80Δ9.1932.3%2.2%11.9271.7%1.7%

20Δ

Calls
Pseudo strike
11.50
IV
58.1%
B/E move
18.9%
Puts
Pseudo strike
9.07
IV
37.3%
B/E move
9.0%

25Δ

Calls
Pseudo strike
10.95
IV
49.1%
B/E move
13.6%
Puts
Pseudo strike
9.22
IV
39.5%
B/E move
8.3%

30Δ

Calls
Pseudo strike
10.79
IV
47.6%
B/E move
12.5%
Puts
Pseudo strike
9.36
IV
41.7%
B/E move
7.6%

35Δ

Calls
Pseudo strike
10.63
IV
46.0%
B/E move
11.5%
Puts
Pseudo strike
9.51
IV
43.8%
B/E move
6.9%

40Δ

Calls
Pseudo strike
10.47
IV
44.5%
B/E move
10.5%
Puts
Pseudo strike
9.66
IV
46.0%
B/E move
6.3%

45Δ

Calls
Pseudo strike
10.31
IV
43.0%
B/E move
9.4%
Puts
Pseudo strike
9.81
IV
48.2%
B/E move
5.6%

50Δ

Calls
Pseudo strike
10.15
IV
41.5%
B/E move
8.4%
Puts
Pseudo strike
9.95
IV
50.3%
B/E move
4.9%

55Δ

Calls
Pseudo strike
9.99
IV
39.9%
B/E move
7.4%
Puts
Pseudo strike
10.16
IV
52.1%
B/E move
4.3%

60Δ

Calls
Pseudo strike
9.83
IV
38.4%
B/E move
6.3%
Puts
Pseudo strike
10.40
IV
53.6%
B/E move
3.7%

65Δ

Calls
Pseudo strike
9.67
IV
36.9%
B/E move
5.3%
Puts
Pseudo strike
10.63
IV
55.1%
B/E move
3.1%

70Δ

Calls
Pseudo strike
9.51
IV
35.3%
B/E move
4.2%
Puts
Pseudo strike
10.87
IV
56.6%
B/E move
2.5%

75Δ

Calls
Pseudo strike
9.35
IV
33.8%
B/E move
3.2%
Puts
Pseudo strike
11.28
IV
61.8%
B/E move
2.0%

80Δ

Calls
Pseudo strike
9.19
IV
32.3%
B/E move
2.2%
Puts
Pseudo strike
11.92
IV
71.7%
B/E move
1.7%

Options history

No recorded observations