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Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF QQQE

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Market dataready · fetched 2026-11-13T18:53:30.675Z

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 · 2026-11-13T18:47:42.802801549Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:53:30.066009+00:00

Share price$115.62
1D-0.8%
$114.59$115.10$115.62$116.13$116.645:30 AM6:30 AM9:00 AM1:00 PMQQQE
Sold putSold call

Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF options

Live interpolated QQQE call and put midpoint premiums by absolute delta.Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF$0.57$1.64$2.71$3.78$4.85$109.50$112.50$115.51$118.51$121.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QQQE spot · $115.62QQQE PRICE$0.69$0.76$0.90$1.04$1.18$1.42$1.68$1.99$2.31$2.63$3.14$3.71$4.32$0.71$0.84$0.97$1.16$1.41$1.69$2.02$2.29$2.53$2.89$3.31$3.90$4.55
PutsExpensive1.54×
CallsExpensive1.20×
SkewBearish+1.37 pp
Implied moveBearish±$3.70
TiltBearish4.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ122.5642.9%6.6%109.6241.9%5.8%
25Δ119.7433.5%4.2%112.1634.3%3.7%
30Δ118.3830.1%3.2%113.2031.2%2.9%
35Δ117.5828.2%2.6%113.9530.1%2.4%
40Δ116.8626.4%2.1%114.5830.0%2.1%
45Δ116.3226.5%1.8%115.2030.1%1.8%
50Δ115.7726.7%1.6%115.8130.7%1.6%
55Δ115.2327.3%1.4%116.3929.9%1.3%
60Δ114.6727.4%1.2%116.9628.6%1.0%
65Δ114.1227.1%1.0%117.5528.1%0.8%
70Δ113.4328.0%0.8%118.1828.0%0.6%
75Δ112.6928.9%0.7%118.9328.6%0.5%
80Δ111.9129.2%0.5%119.7528.7%0.4%

20Δ

Calls
Pseudo strike
122.56
IV
42.9%
B/E move
6.6%
Puts
Pseudo strike
109.62
IV
41.9%
B/E move
5.8%

25Δ

Calls
Pseudo strike
119.74
IV
33.5%
B/E move
4.2%
Puts
Pseudo strike
112.16
IV
34.3%
B/E move
3.7%

30Δ

Calls
Pseudo strike
118.38
IV
30.1%
B/E move
3.2%
Puts
Pseudo strike
113.20
IV
31.2%
B/E move
2.9%

35Δ

Calls
Pseudo strike
117.58
IV
28.2%
B/E move
2.6%
Puts
Pseudo strike
113.95
IV
30.1%
B/E move
2.4%

40Δ

Calls
Pseudo strike
116.86
IV
26.4%
B/E move
2.1%
Puts
Pseudo strike
114.58
IV
30.0%
B/E move
2.1%

45Δ

Calls
Pseudo strike
116.32
IV
26.5%
B/E move
1.8%
Puts
Pseudo strike
115.20
IV
30.1%
B/E move
1.8%

50Δ

Calls
Pseudo strike
115.77
IV
26.7%
B/E move
1.6%
Puts
Pseudo strike
115.81
IV
30.7%
B/E move
1.6%

55Δ

Calls
Pseudo strike
115.23
IV
27.3%
B/E move
1.4%
Puts
Pseudo strike
116.39
IV
29.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
114.67
IV
27.4%
B/E move
1.2%
Puts
Pseudo strike
116.96
IV
28.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
114.12
IV
27.1%
B/E move
1.0%
Puts
Pseudo strike
117.55
IV
28.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
113.43
IV
28.0%
B/E move
0.8%
Puts
Pseudo strike
118.18
IV
28.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
112.69
IV
28.9%
B/E move
0.7%
Puts
Pseudo strike
118.93
IV
28.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
111.91
IV
29.2%
B/E move
0.5%
Puts
Pseudo strike
119.75
IV
28.7%
B/E move
0.4%

Options history

IV · four-Friday blend22.44%
Daily EOD
QQQE19.3%21.0%22.7%2026-10-19: 19.62%2026-10-20: 19.77%2026-10-21: 19.50%2026-10-22: 21.12%2026-10-23: 21.75%2026-10-26: 21.19%2026-10-27: 20.54%2026-10-28: 20.09%2026-10-29: 19.93%2026-10-30: 22.44%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.62%
19.77%
19.50%
21.12%
21.75%
21.19%
20.54%
20.09%
19.93%
22.44%