Share price$23.88
1D-0.9%
Sold putSold call
Direxion Daily S&P 500 Bear 3x ETF SPXS
i
Market dataready · fetched 2026-10-21T17:00:51.868Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 dataPriceAlpaca · sip · 2026-10-21T17:00:50.060950236Z
FundamentalsAlpha Vantage · ready
Direxion Daily S&P 500 Bear 3x ETF options
PutsExpensive1.05×
CallsExpensive1.57×
SkewBullish-17.24 pp
Implied moveBearish±$0.63
TiltBullish12.3% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.38 | 243.3% | 20.8% | 22.37 | 100.7% | 7.1% |
| 25Δ | 24.46 | 46.1% | 3.0% | 23.15 | 56.7% | 3.6% |
| 30Δ | 24.34 | 45.0% | 2.6% | 23.55 | 37.5% | 1.9% |
| 35Δ | 24.22 | 43.9% | 2.2% | 23.64 | 38.9% | 1.8% |
| 40Δ | 24.10 | 42.8% | 1.8% | 23.73 | 40.3% | 1.6% |
| 45Δ | 23.98 | 41.9% | 1.5% | 23.82 | 41.8% | 1.4% |
| 50Δ | 23.89 | 41.7% | 1.3% | 23.90 | 43.2% | 1.3% |
| 55Δ | 23.80 | 41.5% | 1.1% | 23.99 | 44.7% | 1.1% |
| 60Δ | 23.70 | 41.3% | 1.0% | 24.09 | 43.7% | 0.9% |
| 65Δ | 23.61 | 41.1% | 0.8% | 24.19 | 42.5% | 0.8% |
| 70Δ | 23.51 | 40.9% | 0.6% | 24.28 | 41.3% | 0.6% |
| 75Δ | 23.05 | 67.1% | 0.7% | 24.38 | 40.1% | 0.5% |
| 80Δ | 22.52 | 98.0% | 0.9% | 24.48 | 38.9% | 0.3% |
20Δ
- Pseudo strike
- 28.38
- IV
- 243.3%
- B/E move
- 20.8%
- Pseudo strike
- 22.37
- IV
- 100.7%
- B/E move
- 7.1%
25Δ
- Pseudo strike
- 24.46
- IV
- 46.1%
- B/E move
- 3.0%
- Pseudo strike
- 23.15
- IV
- 56.7%
- B/E move
- 3.6%
30Δ
- Pseudo strike
- 24.34
- IV
- 45.0%
- B/E move
- 2.6%
- Pseudo strike
- 23.55
- IV
- 37.5%
- B/E move
- 1.9%
35Δ
- Pseudo strike
- 24.22
- IV
- 43.9%
- B/E move
- 2.2%
- Pseudo strike
- 23.64
- IV
- 38.9%
- B/E move
- 1.8%
40Δ
- Pseudo strike
- 24.10
- IV
- 42.8%
- B/E move
- 1.8%
- Pseudo strike
- 23.73
- IV
- 40.3%
- B/E move
- 1.6%
45Δ
- Pseudo strike
- 23.98
- IV
- 41.9%
- B/E move
- 1.5%
- Pseudo strike
- 23.82
- IV
- 41.8%
- B/E move
- 1.4%
50Δ
- Pseudo strike
- 23.89
- IV
- 41.7%
- B/E move
- 1.3%
- Pseudo strike
- 23.90
- IV
- 43.2%
- B/E move
- 1.3%
55Δ
- Pseudo strike
- 23.80
- IV
- 41.5%
- B/E move
- 1.1%
- Pseudo strike
- 23.99
- IV
- 44.7%
- B/E move
- 1.1%
60Δ
- Pseudo strike
- 23.70
- IV
- 41.3%
- B/E move
- 1.0%
- Pseudo strike
- 24.09
- IV
- 43.7%
- B/E move
- 0.9%
65Δ
- Pseudo strike
- 23.61
- IV
- 41.1%
- B/E move
- 0.8%
- Pseudo strike
- 24.19
- IV
- 42.5%
- B/E move
- 0.8%
70Δ
- Pseudo strike
- 23.51
- IV
- 40.9%
- B/E move
- 0.6%
- Pseudo strike
- 24.28
- IV
- 41.3%
- B/E move
- 0.6%
75Δ
- Pseudo strike
- 23.05
- IV
- 67.1%
- B/E move
- 0.7%
- Pseudo strike
- 24.38
- IV
- 40.1%
- B/E move
- 0.5%
80Δ
- Pseudo strike
- 22.52
- IV
- 98.0%
- B/E move
- 0.9%
- Pseudo strike
- 24.48
- IV
- 38.9%
- B/E move
- 0.3%
Options history
Table
| Date | IV |
|---|---|
| 45.85% | |
| 44.87% |