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

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Market dataready · fetched 2026-11-12T00:45:04.695Z

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 · 2026-11-12T00:42:01.781490199Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:45:03.917459+00:00

Share price$9.79
1D+3.3%
AH$9.44$9.54$9.64$9.74$9.845:30 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$0.11$0.69$1.27$1.86$2.44$8.39$9.30$10.21$11.11$12.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSFD spot · $9.79MSFD PRICE$0.27$0.43$0.60$0.77$0.93$1.10$1.27$1.43$1.60$1.77$1.94$2.10$2.27$0.17$0.19$0.21$0.22$0.24$0.26$0.28$0.29$0.31$0.37$0.56$0.75$0.94
PutsExpensive1.74×
CallsExpensive3.18×
SkewBullish-54.58 pp
Implied moveBullish±$1.54
TiltBullish54.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.78122.0%23.1%8.26118.3%17.4%
25Δ11.47122.2%21.6%8.46108.7%15.6%
30Δ11.16122.4%20.1%8.6699.1%13.7%
35Δ10.85122.6%18.6%8.8589.5%11.8%
40Δ10.54122.8%17.1%9.0579.9%10.0%
45Δ10.22123.0%15.7%9.2570.3%8.1%
50Δ9.91123.2%14.2%9.4560.6%6.3%
55Δ9.60123.4%12.7%9.6551.0%4.4%
60Δ9.29123.6%11.2%9.8541.4%2.5%
65Δ8.97123.8%9.7%10.0535.6%1.1%
70Δ8.66124.0%8.2%10.2640.8%1.0%
75Δ8.35124.2%6.8%10.4645.9%0.8%
80Δ8.04124.4%5.3%10.6651.1%0.7%

20Δ

Calls
Pseudo strike
11.78
IV
122.0%
B/E move
23.1%
Puts
Pseudo strike
8.26
IV
118.3%
B/E move
17.4%

25Δ

Calls
Pseudo strike
11.47
IV
122.2%
B/E move
21.6%
Puts
Pseudo strike
8.46
IV
108.7%
B/E move
15.6%

30Δ

Calls
Pseudo strike
11.16
IV
122.4%
B/E move
20.1%
Puts
Pseudo strike
8.66
IV
99.1%
B/E move
13.7%

35Δ

Calls
Pseudo strike
10.85
IV
122.6%
B/E move
18.6%
Puts
Pseudo strike
8.85
IV
89.5%
B/E move
11.8%

40Δ

Calls
Pseudo strike
10.54
IV
122.8%
B/E move
17.1%
Puts
Pseudo strike
9.05
IV
79.9%
B/E move
10.0%

45Δ

Calls
Pseudo strike
10.22
IV
123.0%
B/E move
15.7%
Puts
Pseudo strike
9.25
IV
70.3%
B/E move
8.1%

50Δ

Calls
Pseudo strike
9.91
IV
123.2%
B/E move
14.2%
Puts
Pseudo strike
9.45
IV
60.6%
B/E move
6.3%

55Δ

Calls
Pseudo strike
9.60
IV
123.4%
B/E move
12.7%
Puts
Pseudo strike
9.65
IV
51.0%
B/E move
4.4%

60Δ

Calls
Pseudo strike
9.29
IV
123.6%
B/E move
11.2%
Puts
Pseudo strike
9.85
IV
41.4%
B/E move
2.5%

65Δ

Calls
Pseudo strike
8.97
IV
123.8%
B/E move
9.7%
Puts
Pseudo strike
10.05
IV
35.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
8.66
IV
124.0%
B/E move
8.2%
Puts
Pseudo strike
10.26
IV
40.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
8.35
IV
124.2%
B/E move
6.8%
Puts
Pseudo strike
10.46
IV
45.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
8.04
IV
124.4%
B/E move
5.3%
Puts
Pseudo strike
10.66
IV
51.1%
B/E move
0.7%

Options history

IV · four-Friday blend42.94%
Daily EOD
MSFD41.7%42.8%43.8%2026-10-19: 42.39%2026-10-20: 42.25%2026-10-21: 41.89%2026-10-26: 43.69%2026-10-27: 42.37%2026-10-28: 42.94%Oct 19Oct 21Oct 28
6 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
42.39%
42.25%
41.89%
43.69%
42.37%
42.94%