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

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Market dataready · fetched 2026-10-24T15:18:41.746Z

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 · 2026-10-23T20:09:59.625308553Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T15:18:41.836704+00:00

Share price$116.45
1D-0.5%
AH$116.34$116.74$117.14$117.54$117.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQQQE
Sold putSold callAH

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$0.63$3.22$5.81$8.40$10.98$107.89$112.70$117.51$122.32$127.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QQQE spot · $116.45QQQE PRICE$0.91$1.11$1.36$1.67$2.19$2.69$3.23$3.89$4.53$5.47$6.60$8.05$10.24$1.05$1.38$1.51$1.78$2.13$2.44$2.90$3.01$3.25$3.57$3.92$4.29$4.67
PutsExpensive1.18×
CallsExpensive1.58×
SkewBullish-6.69 pp
Implied moveBullish±$6.13
TiltBullish18.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ124.5326.8%7.7%109.7028.6%6.7%
25Δ122.4324.3%6.1%111.2228.2%5.7%
30Δ120.9723.3%5.0%113.0624.2%4.2%
35Δ119.8623.0%4.4%114.2223.0%3.4%
40Δ119.0925.1%4.1%115.1822.8%2.9%
45Δ118.1326.0%3.7%116.1221.9%2.4%
50Δ117.0926.7%3.3%117.0022.1%2.0%
55Δ116.0227.7%3.0%117.7219.8%1.5%
60Δ114.8927.9%2.5%118.4118.4%1.1%
65Δ113.5929.4%2.2%119.0917.5%0.8%
70Δ112.1331.0%2.0%119.7316.7%0.6%
75Δ110.3533.1%1.7%120.3415.8%0.3%
80Δ107.8936.8%1.4%120.9514.9%0.1%

20Δ

Calls
Pseudo strike
124.53
IV
26.8%
B/E move
7.7%
Puts
Pseudo strike
109.70
IV
28.6%
B/E move
6.7%

25Δ

Calls
Pseudo strike
122.43
IV
24.3%
B/E move
6.1%
Puts
Pseudo strike
111.22
IV
28.2%
B/E move
5.7%

30Δ

Calls
Pseudo strike
120.97
IV
23.3%
B/E move
5.0%
Puts
Pseudo strike
113.06
IV
24.2%
B/E move
4.2%

35Δ

Calls
Pseudo strike
119.86
IV
23.0%
B/E move
4.4%
Puts
Pseudo strike
114.22
IV
23.0%
B/E move
3.4%

40Δ

Calls
Pseudo strike
119.09
IV
25.1%
B/E move
4.1%
Puts
Pseudo strike
115.18
IV
22.8%
B/E move
2.9%

45Δ

Calls
Pseudo strike
118.13
IV
26.0%
B/E move
3.7%
Puts
Pseudo strike
116.12
IV
21.9%
B/E move
2.4%

50Δ

Calls
Pseudo strike
117.09
IV
26.7%
B/E move
3.3%
Puts
Pseudo strike
117.00
IV
22.1%
B/E move
2.0%

55Δ

Calls
Pseudo strike
116.02
IV
27.7%
B/E move
3.0%
Puts
Pseudo strike
117.72
IV
19.8%
B/E move
1.5%

60Δ

Calls
Pseudo strike
114.89
IV
27.9%
B/E move
2.5%
Puts
Pseudo strike
118.41
IV
18.4%
B/E move
1.1%

65Δ

Calls
Pseudo strike
113.59
IV
29.4%
B/E move
2.2%
Puts
Pseudo strike
119.09
IV
17.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
112.13
IV
31.0%
B/E move
2.0%
Puts
Pseudo strike
119.73
IV
16.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
110.35
IV
33.1%
B/E move
1.7%
Puts
Pseudo strike
120.34
IV
15.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
107.89
IV
36.8%
B/E move
1.4%
Puts
Pseudo strike
120.95
IV
14.9%
B/E move
0.1%

Options history

No recorded observations