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Direxion Shares ETF Trust Direxion Daily NVDA Bear 1X ETF NVDD

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Market dataready · fetched 2026-10-22T21:13:30.855Z

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 · 2026-10-22T20:53:42.821402865Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:07:06.536271+00:00

Share price$30.91
1D+2.7%
AH$29.98$30.26$30.55$30.83$31.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNVDD
Sold putSold callAH

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

Live interpolated NVDD call and put midpoint premiums by absolute delta.Direxion Shares ETF Trust Direxion Daily NVDA Bear 1X ETF$0.28$1.69$3.11$4.52$5.94$25.71$28.18$30.66$33.13$35.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVDD spot · $30.91NVDD PRICE$0.43$0.56$0.69$0.85$1.02$1.21$1.40$1.61$1.83$2.07$2.34$2.64$3.06$0.44$0.58$0.76$0.95$1.22$1.56$1.94$2.36$2.72$3.11$3.64$4.59$5.53
PutsExpensive1.48×
CallsExpensive1.33×
SkewBearish+5.81 pp
Implied moveBearish±$3.34
TiltBearish19.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.9747.0%14.5%28.2542.1%10.0%
25Δ34.1145.7%12.2%28.8241.9%8.6%
30Δ33.4044.6%10.3%29.3342.2%7.6%
35Δ32.7843.9%8.8%29.8142.9%6.6%
40Δ32.2543.8%7.6%30.3044.9%5.9%
45Δ31.7443.6%6.6%30.7947.8%5.4%
50Δ31.2443.3%5.6%31.3450.3%4.9%
55Δ30.7742.7%4.8%31.9452.6%4.3%
60Δ30.3142.0%4.0%32.5352.0%3.6%
65Δ29.8541.2%3.2%33.1451.4%2.8%
70Δ29.3940.6%2.7%33.8552.0%2.3%
75Δ28.9140.0%2.1%34.9456.1%1.8%
80Δ28.3640.0%1.6%36.0357.7%1.3%

20Δ

Calls
Pseudo strike
34.97
IV
47.0%
B/E move
14.5%
Puts
Pseudo strike
28.25
IV
42.1%
B/E move
10.0%

25Δ

Calls
Pseudo strike
34.11
IV
45.7%
B/E move
12.2%
Puts
Pseudo strike
28.82
IV
41.9%
B/E move
8.6%

30Δ

Calls
Pseudo strike
33.40
IV
44.6%
B/E move
10.3%
Puts
Pseudo strike
29.33
IV
42.2%
B/E move
7.6%

35Δ

Calls
Pseudo strike
32.78
IV
43.9%
B/E move
8.8%
Puts
Pseudo strike
29.81
IV
42.9%
B/E move
6.6%

40Δ

Calls
Pseudo strike
32.25
IV
43.8%
B/E move
7.6%
Puts
Pseudo strike
30.30
IV
44.9%
B/E move
5.9%

45Δ

Calls
Pseudo strike
31.74
IV
43.6%
B/E move
6.6%
Puts
Pseudo strike
30.79
IV
47.8%
B/E move
5.4%

50Δ

Calls
Pseudo strike
31.24
IV
43.3%
B/E move
5.6%
Puts
Pseudo strike
31.34
IV
50.3%
B/E move
4.9%

55Δ

Calls
Pseudo strike
30.77
IV
42.7%
B/E move
4.8%
Puts
Pseudo strike
31.94
IV
52.6%
B/E move
4.3%

60Δ

Calls
Pseudo strike
30.31
IV
42.0%
B/E move
4.0%
Puts
Pseudo strike
32.53
IV
52.0%
B/E move
3.6%

65Δ

Calls
Pseudo strike
29.85
IV
41.2%
B/E move
3.2%
Puts
Pseudo strike
33.14
IV
51.4%
B/E move
2.8%

70Δ

Calls
Pseudo strike
29.39
IV
40.6%
B/E move
2.7%
Puts
Pseudo strike
33.85
IV
52.0%
B/E move
2.3%

75Δ

Calls
Pseudo strike
28.91
IV
40.0%
B/E move
2.1%
Puts
Pseudo strike
34.94
IV
56.1%
B/E move
1.8%

80Δ

Calls
Pseudo strike
28.36
IV
40.0%
B/E move
1.6%
Puts
Pseudo strike
36.03
IV
57.7%
B/E move
1.3%

Options history

No recorded observations