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Direxion Daily Magnificent 7 Bear 1X ETF QQQD

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Market datapartial · fetched 2026-10-23T17:43:25.734Z

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 · 2026-10-23T16:52:32.639654097Z

FundamentalsAlpha Vantage · unavailable

Share price$12.07
1D-0.5%
$12.03$12.06$12.09$12.11$12.145:30 AM6:30 AM9:00 AM1:00 PMQQQD
Sold putSold call

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$0.35$2.63$4.91$7.19$9.46$8.06$9.93$11.80$13.67$15.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QQQD spot · $12.07QQQD PRICE$0.60$0.60$0.60$0.62$0.67$0.72$0.77$0.82$0.89$0.96$1.03$1.10$1.18$0.60$0.60$0.60$0.64$0.69$0.76$1.15$1.54$1.93$2.32$3.48$6.19$8.81
PutsExpensive3.80×
CallsExpensive3.18×
SkewBearish+15.94 pp
Implied moveBearish±$1.92
TiltBearish47.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.98204.9%95.4%9.46134.7%26.6%
25Δ17.24144.9%47.8%10.34105.2%19.3%
30Δ14.89109.6%28.4%11.0283.2%13.7%
35Δ13.8590.4%19.8%11.3574.8%11.3%
40Δ13.4082.4%16.5%11.6966.3%8.8%
45Δ12.9574.5%13.2%12.0459.4%6.5%
50Δ12.5066.5%9.9%12.4966.9%6.1%
55Δ12.0458.6%6.6%12.9374.4%5.6%
60Δ11.8454.5%5.5%13.3881.9%5.2%
65Δ11.6651.0%4.6%13.8289.3%4.7%
70Δ11.4847.4%3.7%14.98112.8%4.7%
75Δ11.3043.8%2.8%17.69153.5%4.7%
80Δ11.1240.2%1.9%20.42173.5%3.8%

20Δ

Calls
Pseudo strike
22.98
IV
204.9%
B/E move
95.4%
Puts
Pseudo strike
9.46
IV
134.7%
B/E move
26.6%

25Δ

Calls
Pseudo strike
17.24
IV
144.9%
B/E move
47.8%
Puts
Pseudo strike
10.34
IV
105.2%
B/E move
19.3%

30Δ

Calls
Pseudo strike
14.89
IV
109.6%
B/E move
28.4%
Puts
Pseudo strike
11.02
IV
83.2%
B/E move
13.7%

35Δ

Calls
Pseudo strike
13.85
IV
90.4%
B/E move
19.8%
Puts
Pseudo strike
11.35
IV
74.8%
B/E move
11.3%

40Δ

Calls
Pseudo strike
13.40
IV
82.4%
B/E move
16.5%
Puts
Pseudo strike
11.69
IV
66.3%
B/E move
8.8%

45Δ

Calls
Pseudo strike
12.95
IV
74.5%
B/E move
13.2%
Puts
Pseudo strike
12.04
IV
59.4%
B/E move
6.5%

50Δ

Calls
Pseudo strike
12.50
IV
66.5%
B/E move
9.9%
Puts
Pseudo strike
12.49
IV
66.9%
B/E move
6.1%

55Δ

Calls
Pseudo strike
12.04
IV
58.6%
B/E move
6.6%
Puts
Pseudo strike
12.93
IV
74.4%
B/E move
5.6%

60Δ

Calls
Pseudo strike
11.84
IV
54.5%
B/E move
5.5%
Puts
Pseudo strike
13.38
IV
81.9%
B/E move
5.2%

65Δ

Calls
Pseudo strike
11.66
IV
51.0%
B/E move
4.6%
Puts
Pseudo strike
13.82
IV
89.3%
B/E move
4.7%

70Δ

Calls
Pseudo strike
11.48
IV
47.4%
B/E move
3.7%
Puts
Pseudo strike
14.98
IV
112.8%
B/E move
4.7%

75Δ

Calls
Pseudo strike
11.30
IV
43.8%
B/E move
2.8%
Puts
Pseudo strike
17.69
IV
153.5%
B/E move
4.7%

80Δ

Calls
Pseudo strike
11.12
IV
40.2%
B/E move
1.9%
Puts
Pseudo strike
20.42
IV
173.5%
B/E move
3.8%

Options history

No recorded observations