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Direxion Daily S&P 500 Bear 1X ETF SPDN

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Market datapartial · fetched 2026-10-22T22:54:55.651Z

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 · 2026-10-22T22:30:00.003698548Z

FundamentalsAlpha Vantage · unavailable

Share price$8.50
1D+0.3%
AH$8.46$8.48$8.50$8.51$8.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPDN
Sold putSold callAH

Direxion Daily S&P 500 Bear 1X ETF options

Live interpolated SPDN call and put midpoint premiums by absolute delta.Direxion Daily S&P 500 Bear 1X ETF$0.07$1.27$2.47$3.67$4.87$6.82$7.84$8.86$9.89$10.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPDN spot · $8.50SPDN PRICE$0.20$0.29$0.51$0.74$0.96$1.19$1.42$1.64$1.87$2.10$2.32$2.55$2.77$0.20$0.20$0.22$0.28$0.33$0.39$0.45$0.50$0.56$0.62$1.36$2.94$4.52
PutsExpensive4.43×
CallsExpensive6.82×
SkewBullish-30.39 pp
Implied moveBullish±$1.86
TiltBullish19.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.7584.3%28.8%7.2872.6%16.7%
25Δ9.8769.0%19.5%7.7155.6%11.6%
30Δ9.5471.8%18.2%8.0444.2%8.0%
35Δ9.2074.5%16.9%8.1743.3%7.1%
40Δ8.8677.3%15.6%8.3042.4%6.3%
45Δ8.5280.0%14.3%8.4241.5%5.5%
50Δ8.1882.8%12.9%8.5540.6%4.7%
55Δ7.8585.5%11.6%8.6839.7%3.9%
60Δ7.5188.3%10.3%8.8038.8%3.0%
65Δ7.1791.0%9.0%8.9337.8%2.2%
70Δ6.8393.8%7.7%9.7150.9%1.8%
75Δ6.4996.5%6.4%11.2980.9%1.8%
80Δ6.1699.3%5.1%12.87110.9%1.8%

20Δ

Calls
Pseudo strike
10.75
IV
84.3%
B/E move
28.8%
Puts
Pseudo strike
7.28
IV
72.6%
B/E move
16.7%

25Δ

Calls
Pseudo strike
9.87
IV
69.0%
B/E move
19.5%
Puts
Pseudo strike
7.71
IV
55.6%
B/E move
11.6%

30Δ

Calls
Pseudo strike
9.54
IV
71.8%
B/E move
18.2%
Puts
Pseudo strike
8.04
IV
44.2%
B/E move
8.0%

35Δ

Calls
Pseudo strike
9.20
IV
74.5%
B/E move
16.9%
Puts
Pseudo strike
8.17
IV
43.3%
B/E move
7.1%

40Δ

Calls
Pseudo strike
8.86
IV
77.3%
B/E move
15.6%
Puts
Pseudo strike
8.30
IV
42.4%
B/E move
6.3%

45Δ

Calls
Pseudo strike
8.52
IV
80.0%
B/E move
14.3%
Puts
Pseudo strike
8.42
IV
41.5%
B/E move
5.5%

50Δ

Calls
Pseudo strike
8.18
IV
82.8%
B/E move
12.9%
Puts
Pseudo strike
8.55
IV
40.6%
B/E move
4.7%

55Δ

Calls
Pseudo strike
7.85
IV
85.5%
B/E move
11.6%
Puts
Pseudo strike
8.68
IV
39.7%
B/E move
3.9%

60Δ

Calls
Pseudo strike
7.51
IV
88.3%
B/E move
10.3%
Puts
Pseudo strike
8.80
IV
38.8%
B/E move
3.0%

65Δ

Calls
Pseudo strike
7.17
IV
91.0%
B/E move
9.0%
Puts
Pseudo strike
8.93
IV
37.8%
B/E move
2.2%

70Δ

Calls
Pseudo strike
6.83
IV
93.8%
B/E move
7.7%
Puts
Pseudo strike
9.71
IV
50.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
6.49
IV
96.5%
B/E move
6.4%
Puts
Pseudo strike
11.29
IV
80.9%
B/E move
1.8%

80Δ

Calls
Pseudo strike
6.16
IV
99.3%
B/E move
5.1%
Puts
Pseudo strike
12.87
IV
110.9%
B/E move
1.8%

Options history

No recorded observations