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

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Market datapartial · fetched 2026-10-23T00:02:24.706Z

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 · 2026-10-22T23:58:40.556472235Z

FundamentalsAlpha Vantage · unavailable

Share price$117.18
1D-0.4%
AH$117.02$117.41$117.81$118.20$118.595:30 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$0.67$3.12$5.56$8.01$10.46$108.31$113.13$117.94$122.76$127.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QQQE spot · $117.18QQQE PRICE$0.93$1.11$1.30$1.59$2.03$2.56$3.15$3.79$4.51$5.41$6.47$7.92$9.76$1.15$1.39$1.59$1.76$2.22$2.53$2.91$3.24$3.54$3.84$4.25$4.74$5.27
PutsExpensive1.20×
CallsExpensive1.53×
SkewBullish-4.62 pp
Implied moveBullish±$6.07
TiltBullish13.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ125.4526.2%7.9%109.9029.8%7.2%
25Δ123.1823.3%6.1%111.9627.1%5.6%
30Δ121.5621.4%4.8%113.6424.4%4.4%
35Δ120.4520.9%4.1%115.0121.8%3.3%
40Δ119.6522.3%3.8%115.9022.7%3.0%
45Δ118.7923.7%3.6%116.8621.8%2.4%
50Δ117.8324.9%3.2%117.7521.3%2.0%
55Δ116.7825.8%2.9%118.5720.3%1.6%
60Δ115.6526.6%2.5%119.3319.2%1.2%
65Δ114.3927.8%2.2%120.0318.1%0.8%
70Δ112.9729.1%1.9%120.7317.3%0.6%
75Δ111.2131.2%1.7%121.4916.7%0.4%
80Δ109.0633.5%1.4%122.2416.1%0.2%

20Δ

Calls
Pseudo strike
125.45
IV
26.2%
B/E move
7.9%
Puts
Pseudo strike
109.90
IV
29.8%
B/E move
7.2%

25Δ

Calls
Pseudo strike
123.18
IV
23.3%
B/E move
6.1%
Puts
Pseudo strike
111.96
IV
27.1%
B/E move
5.6%

30Δ

Calls
Pseudo strike
121.56
IV
21.4%
B/E move
4.8%
Puts
Pseudo strike
113.64
IV
24.4%
B/E move
4.4%

35Δ

Calls
Pseudo strike
120.45
IV
20.9%
B/E move
4.1%
Puts
Pseudo strike
115.01
IV
21.8%
B/E move
3.3%

40Δ

Calls
Pseudo strike
119.65
IV
22.3%
B/E move
3.8%
Puts
Pseudo strike
115.90
IV
22.7%
B/E move
3.0%

45Δ

Calls
Pseudo strike
118.79
IV
23.7%
B/E move
3.6%
Puts
Pseudo strike
116.86
IV
21.8%
B/E move
2.4%

50Δ

Calls
Pseudo strike
117.83
IV
24.9%
B/E move
3.2%
Puts
Pseudo strike
117.75
IV
21.3%
B/E move
2.0%

55Δ

Calls
Pseudo strike
116.78
IV
25.8%
B/E move
2.9%
Puts
Pseudo strike
118.57
IV
20.3%
B/E move
1.6%

60Δ

Calls
Pseudo strike
115.65
IV
26.6%
B/E move
2.5%
Puts
Pseudo strike
119.33
IV
19.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
114.39
IV
27.8%
B/E move
2.2%
Puts
Pseudo strike
120.03
IV
18.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
112.97
IV
29.1%
B/E move
1.9%
Puts
Pseudo strike
120.73
IV
17.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
111.21
IV
31.2%
B/E move
1.7%
Puts
Pseudo strike
121.49
IV
16.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
109.06
IV
33.5%
B/E move
1.4%
Puts
Pseudo strike
122.24
IV
16.1%
B/E move
0.2%

Options history

No recorded observations