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Direxion Daily Magnificent 7 Bear 1X ETF QQQD

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Market datapartial · fetched 2026-10-23T19:44:03.166Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-10-23T19:42:08.98296539Z

FundamentalsAlpha Vantage · unavailable

Share price$12.12
1D-0.1%
$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$0.61$1.51$2.42$3.32$4.22$5.87$8.77$11.67$14.57$17.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QQQD spot · $12.12QQQD PRICE$0.73$1.01$1.28$1.52$1.60$1.33$0.71$1.50$1.45$1.49$1.53$1.93$2.34$2.46$2.53$2.56$2.60$2.93$3.29$3.65$3.96
PutsExpensive2.56×
CallsExpensive2.20×
SkewBearish+12.98 pp
Implied moveBearish±$4.13
TiltBearish54.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.67127.2%40.4%
25Δ9.71106.2%32.1%
30Δ15.8864.2%37.1%10.6588.7%24.7%
35Δ15.5672.3%36.8%11.5086.2%21.0%
40Δ15.2580.4%36.4%12.2287.0%18.5%
45Δ14.6884.0%33.7%12.8278.4%14.5%
50Δ13.4874.2%24.5%13.2570.5%11.5%
55Δ12.6653.4%15.5%13.6162.9%8.8%
60Δ12.0120.7%5.0%13.9755.4%6.1%
65Δ11.4739.7%7.0%14.4753.1%4.7%
70Δ14.9851.2%3.5%
75Δ15.5049.4%2.2%
80Δ15.9747.1%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.67
IV
127.2%
B/E move
40.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.71
IV
106.2%
B/E move
32.1%

30Δ

Calls
Pseudo strike
15.88
IV
64.2%
B/E move
37.1%
Puts
Pseudo strike
10.65
IV
88.7%
B/E move
24.7%

35Δ

Calls
Pseudo strike
15.56
IV
72.3%
B/E move
36.8%
Puts
Pseudo strike
11.50
IV
86.2%
B/E move
21.0%

40Δ

Calls
Pseudo strike
15.25
IV
80.4%
B/E move
36.4%
Puts
Pseudo strike
12.22
IV
87.0%
B/E move
18.5%

45Δ

Calls
Pseudo strike
14.68
IV
84.0%
B/E move
33.7%
Puts
Pseudo strike
12.82
IV
78.4%
B/E move
14.5%

50Δ

Calls
Pseudo strike
13.48
IV
74.2%
B/E move
24.5%
Puts
Pseudo strike
13.25
IV
70.5%
B/E move
11.5%

55Δ

Calls
Pseudo strike
12.66
IV
53.4%
B/E move
15.5%
Puts
Pseudo strike
13.61
IV
62.9%
B/E move
8.8%

60Δ

Calls
Pseudo strike
12.01
IV
20.7%
B/E move
5.0%
Puts
Pseudo strike
13.97
IV
55.4%
B/E move
6.1%

65Δ

Calls
Pseudo strike
11.47
IV
39.7%
B/E move
7.0%
Puts
Pseudo strike
14.47
IV
53.1%
B/E move
4.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.98
IV
51.2%
B/E move
3.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.50
IV
49.4%
B/E move
2.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.97
IV
47.1%
B/E move
0.9%

Options history

No recorded observations