Share price$5.13
1D+1.0%
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Direxion Shares ETF Trust Direxion Daily PLTR Bear 1X ETF PLTD
i
Market dataready · fetched 2026-11-12T01:16:52.771Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T00:59:26.811272885Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:16:52.176124+00:00
Direxion Shares ETF Trust Direxion Daily PLTR Bear 1X ETF options
Puts——
Calls——
Skew——
Implied moveBearish±$0.65
Tilt——
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.48 | 233.0% | 49.2% | |||
| 25Δ | 6.44 | 171.5% | 28.9% | |||
| 30Δ | 5.93 | 138.5% | 19.3% | |||
| 35Δ | 5.78 | 128.9% | 16.7% | |||
| 40Δ | 5.63 | 119.4% | 14.2% | 5.05 | 68.3% | 5.3% |
| 45Δ | 5.48 | 109.8% | 11.7% | 5.17 | 72.9% | 4.8% |
| 50Δ | 5.33 | 100.3% | 9.2% | 5.28 | 77.6% | 4.4% |
| 55Δ | 5.18 | 90.7% | 6.7% | 5.40 | 82.2% | 3.9% |
| 60Δ | 5.03 | 81.1% | 4.2% | 5.52 | 86.8% | 3.4% |
| 65Δ | 5.64 | 91.4% | 3.0% | |||
| 70Δ | 5.76 | 96.0% | 2.5% | |||
| 75Δ | 5.87 | 100.6% | 2.1% | |||
| 80Δ | 5.99 | 105.2% | 1.6% | |||
20Δ
- Pseudo strike
- 7.48
- IV
- 233.0%
- B/E move
- 49.2%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 6.44
- IV
- 171.5%
- B/E move
- 28.9%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 5.93
- IV
- 138.5%
- B/E move
- 19.3%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 5.78
- IV
- 128.9%
- B/E move
- 16.7%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 5.63
- IV
- 119.4%
- B/E move
- 14.2%
- Pseudo strike
- 5.05
- IV
- 68.3%
- B/E move
- 5.3%
45Δ
- Pseudo strike
- 5.48
- IV
- 109.8%
- B/E move
- 11.7%
- Pseudo strike
- 5.17
- IV
- 72.9%
- B/E move
- 4.8%
50Δ
- Pseudo strike
- 5.33
- IV
- 100.3%
- B/E move
- 9.2%
- Pseudo strike
- 5.28
- IV
- 77.6%
- B/E move
- 4.4%
55Δ
- Pseudo strike
- 5.18
- IV
- 90.7%
- B/E move
- 6.7%
- Pseudo strike
- 5.40
- IV
- 82.2%
- B/E move
- 3.9%
60Δ
- Pseudo strike
- 5.03
- IV
- 81.1%
- B/E move
- 4.2%
- Pseudo strike
- 5.52
- IV
- 86.8%
- B/E move
- 3.4%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.64
- IV
- 91.4%
- B/E move
- 3.0%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.76
- IV
- 96.0%
- B/E move
- 2.5%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.87
- IV
- 100.6%
- B/E move
- 2.1%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.99
- IV
- 105.2%
- B/E move
- 1.6%
Options history
IV · four-Friday blend96.79%
Daily EOD
8 observations2026-10-19 — 2026-10-29
Table
| Date | IV (%) |
|---|---|
| 84.24% | |
| 96.07% | |
| 92.99% | |
| 95.75% | |
| 87.57% | |
| 91.60% | |
| 88.19% | |
| 96.79% |