Share price$8.55
1D-0.3%
Sold putSold callAH
Direxion Daily S&P 500 Bear 1X ETF SPDN
i
Market dataready · fetched 2026-11-12T00:54:20.918Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T23:30:00.003373457Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:54:20.542760+00:00
Direxion Daily S&P 500 Bear 1X ETF options
Puts——
CallsExpensive2.25×
Skew——
Implied moveBullish±$0.57
Tilt——
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.46 | 132.3% | 24.4% | |||
| 25Δ | 8.97 | 42.5% | 6.0% | 8.06 | 57.0% | 7.2% |
| 30Δ | 8.89 | 42.4% | 5.6% | 8.13 | 54.8% | 6.6% |
| 35Δ | 8.81 | 42.4% | 5.1% | 8.21 | 52.6% | 6.0% |
| 40Δ | 8.73 | 42.3% | 4.7% | 8.29 | 50.4% | 5.5% |
| 45Δ | 8.65 | 42.2% | 4.2% | 8.37 | 48.3% | 4.9% |
| 50Δ | 8.57 | 42.2% | 3.8% | 8.45 | 46.1% | 4.3% |
| 55Δ | 8.49 | 42.1% | 3.3% | 8.53 | 43.9% | 3.7% |
| 60Δ | 8.41 | 42.0% | 2.9% | 8.61 | 41.7% | 3.1% |
| 65Δ | 8.33 | 41.9% | 2.4% | 8.69 | 39.5% | 2.5% |
| 70Δ | 8.25 | 41.9% | 2.0% | 8.77 | 37.3% | 2.0% |
| 75Δ | 8.17 | 41.8% | 1.5% | 8.85 | 35.2% | 1.4% |
| 80Δ | 8.09 | 41.7% | 1.1% | 8.93 | 33.0% | 0.8% |
20Δ
- Pseudo strike
- 10.46
- IV
- 132.3%
- B/E move
- 24.4%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 8.97
- IV
- 42.5%
- B/E move
- 6.0%
- Pseudo strike
- 8.06
- IV
- 57.0%
- B/E move
- 7.2%
30Δ
- Pseudo strike
- 8.89
- IV
- 42.4%
- B/E move
- 5.6%
- Pseudo strike
- 8.13
- IV
- 54.8%
- B/E move
- 6.6%
35Δ
- Pseudo strike
- 8.81
- IV
- 42.4%
- B/E move
- 5.1%
- Pseudo strike
- 8.21
- IV
- 52.6%
- B/E move
- 6.0%
40Δ
- Pseudo strike
- 8.73
- IV
- 42.3%
- B/E move
- 4.7%
- Pseudo strike
- 8.29
- IV
- 50.4%
- B/E move
- 5.5%
45Δ
- Pseudo strike
- 8.65
- IV
- 42.2%
- B/E move
- 4.2%
- Pseudo strike
- 8.37
- IV
- 48.3%
- B/E move
- 4.9%
50Δ
- Pseudo strike
- 8.57
- IV
- 42.2%
- B/E move
- 3.8%
- Pseudo strike
- 8.45
- IV
- 46.1%
- B/E move
- 4.3%
55Δ
- Pseudo strike
- 8.49
- IV
- 42.1%
- B/E move
- 3.3%
- Pseudo strike
- 8.53
- IV
- 43.9%
- B/E move
- 3.7%
60Δ
- Pseudo strike
- 8.41
- IV
- 42.0%
- B/E move
- 2.9%
- Pseudo strike
- 8.61
- IV
- 41.7%
- B/E move
- 3.1%
65Δ
- Pseudo strike
- 8.33
- IV
- 41.9%
- B/E move
- 2.4%
- Pseudo strike
- 8.69
- IV
- 39.5%
- B/E move
- 2.5%
70Δ
- Pseudo strike
- 8.25
- IV
- 41.9%
- B/E move
- 2.0%
- Pseudo strike
- 8.77
- IV
- 37.3%
- B/E move
- 2.0%
75Δ
- Pseudo strike
- 8.17
- IV
- 41.8%
- B/E move
- 1.5%
- Pseudo strike
- 8.85
- IV
- 35.2%
- B/E move
- 1.4%
80Δ
- Pseudo strike
- 8.09
- IV
- 41.7%
- B/E move
- 1.1%
- Pseudo strike
- 8.93
- IV
- 33.0%
- B/E move
- 0.8%
Options history
IV · four-Friday blend—
Daily EOD
No recorded observations
0 observations