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Direxion Daily Magnificent 7 Bear 1X ETF QQQD

i

Market dataready · fetched 2026-11-13T02:39:16.419Z

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 · 2026-11-13T01:00:00.03991772Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:39:16.016957+00:00

Share price$12.33
1D-1.1%
AH$12.26$12.32$12.37$12.42$12.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQQQD
Sold putSold callAH

Direxion Daily Magnificent 7 Bear 1X ETF options

Live interpolated QQQD call and put midpoint premiums by absolute delta.Direxion Daily Magnificent 7 Bear 1X ETF$0.28$0.51$0.75$0.98$1.21$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEQQQD PRICE$0.60$0.60$0.31$0.40$0.49$0.59$0.68$0.77$0.86$0.96$1.05$1.14$0.60$0.60$0.60$0.61
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.92379.5%90.8%9.68251.2%26.4%
25Δ17.38268.9%45.8%10.56196.4%19.2%
30Δ11.18159.2%14.2%
35Δ12.7453.2%5.8%11.59135.0%11.0%
40Δ12.5953.5%5.4%
45Δ12.4453.7%4.9%
50Δ12.2953.9%4.4%
55Δ12.1454.1%3.9%
60Δ11.9854.3%3.5%
65Δ11.8354.5%3.0%
70Δ11.6854.7%2.5%
75Δ11.5355.0%2.0%
80Δ11.3855.2%1.6%

20Δ

Calls
Pseudo strike
22.92
IV
379.5%
B/E move
90.8%
Puts
Pseudo strike
9.68
IV
251.2%
B/E move
26.4%

25Δ

Calls
Pseudo strike
17.38
IV
268.9%
B/E move
45.8%
Puts
Pseudo strike
10.56
IV
196.4%
B/E move
19.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.18
IV
159.2%
B/E move
14.2%

35Δ

Calls
Pseudo strike
12.74
IV
53.2%
B/E move
5.8%
Puts
Pseudo strike
11.59
IV
135.0%
B/E move
11.0%

40Δ

Calls
Pseudo strike
12.59
IV
53.5%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
12.44
IV
53.7%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
12.29
IV
53.9%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
12.14
IV
54.1%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
11.98
IV
54.3%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
11.83
IV
54.5%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
11.68
IV
54.7%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
11.53
IV
55.0%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
11.38
IV
55.2%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend75.11%
Daily EOD
QQQD67.1%71.4%75.7%2026-10-19: 73.97%2026-10-20: 68.81%2026-10-21: 72.10%2026-10-22: 68.90%2026-10-23: 71.30%2026-10-26: 70.32%2026-10-27: 67.73%2026-10-28: 68.96%2026-10-29: 73.80%2026-10-30: 75.11%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
73.97%
68.81%
72.10%
68.90%
71.30%
70.32%
67.73%
68.96%
73.80%
75.11%