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

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Market datapartial · fetched 2026-10-22T18:25:41.579Z

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 · 2026-10-22T18:24:01.7936488Z

FundamentalsAlpha Vantage · unavailable

Share price$117.47
1D-0.6%
$117.14$117.50$117.86$118.22$118.585:30 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$0.68$2.89$5.09$7.30$9.50$108.38$113.14$117.90$122.66$127.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QQQE spot · $117.47QQQE PRICE$0.92$1.10$1.24$1.54$2.01$2.70$3.39$4.09$4.78$5.47$6.17$7.20$8.87$1.15$1.40$1.60$1.84$2.27$2.59$3.00$3.31$3.72$4.13$4.61$5.21$5.81
PutsExpensive1.24×
CallsExpensive1.45×
SkewBullish-2.60 pp
Implied moveBullish±$6.39
TiltBullish9.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ125.6225.8%7.7%110.1529.9%7.2%
25Δ123.7123.4%6.2%112.2027.3%5.7%
30Δ121.8420.5%4.8%113.9124.5%4.4%
35Δ120.6120.1%4.0%115.2022.8%3.5%
40Δ119.8721.7%3.8%116.1523.1%3.1%
45Δ118.8022.5%3.4%117.1422.2%2.5%
50Δ117.7323.4%3.1%118.0621.8%2.1%
55Δ116.6524.3%2.8%118.9020.7%1.6%
60Δ115.5825.2%2.5%119.7020.0%1.3%
65Δ114.5126.0%2.1%120.4919.2%0.9%
70Δ113.4426.9%1.8%121.3018.5%0.7%
75Δ112.0628.1%1.5%122.1217.6%0.5%
80Δ110.1030.0%1.3%122.9516.6%0.3%

20Δ

Calls
Pseudo strike
125.62
IV
25.8%
B/E move
7.7%
Puts
Pseudo strike
110.15
IV
29.9%
B/E move
7.2%

25Δ

Calls
Pseudo strike
123.71
IV
23.4%
B/E move
6.2%
Puts
Pseudo strike
112.20
IV
27.3%
B/E move
5.7%

30Δ

Calls
Pseudo strike
121.84
IV
20.5%
B/E move
4.8%
Puts
Pseudo strike
113.91
IV
24.5%
B/E move
4.4%

35Δ

Calls
Pseudo strike
120.61
IV
20.1%
B/E move
4.0%
Puts
Pseudo strike
115.20
IV
22.8%
B/E move
3.5%

40Δ

Calls
Pseudo strike
119.87
IV
21.7%
B/E move
3.8%
Puts
Pseudo strike
116.15
IV
23.1%
B/E move
3.1%

45Δ

Calls
Pseudo strike
118.80
IV
22.5%
B/E move
3.4%
Puts
Pseudo strike
117.14
IV
22.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
117.73
IV
23.4%
B/E move
3.1%
Puts
Pseudo strike
118.06
IV
21.8%
B/E move
2.1%

55Δ

Calls
Pseudo strike
116.65
IV
24.3%
B/E move
2.8%
Puts
Pseudo strike
118.90
IV
20.7%
B/E move
1.6%

60Δ

Calls
Pseudo strike
115.58
IV
25.2%
B/E move
2.5%
Puts
Pseudo strike
119.70
IV
20.0%
B/E move
1.3%

65Δ

Calls
Pseudo strike
114.51
IV
26.0%
B/E move
2.1%
Puts
Pseudo strike
120.49
IV
19.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
113.44
IV
26.9%
B/E move
1.8%
Puts
Pseudo strike
121.30
IV
18.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
112.06
IV
28.1%
B/E move
1.5%
Puts
Pseudo strike
122.12
IV
17.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
110.10
IV
30.0%
B/E move
1.3%
Puts
Pseudo strike
122.95
IV
16.6%
B/E move
0.3%

Options history

No recorded observations