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Direxion Daily S&P 500 Bear 3x ETF SPXS

i

Market dataready · fetched 2026-11-10T22:25:05.366Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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: 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 data

PriceAlpaca · sip · 2026-11-10T22:24:42.65399107Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:25:04.326804+00:00

Share price$25.84
1D-0.5%
AH$25.69$25.88$26.07$26.25$26.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPXS
Sold putSold callAH

Direxion Daily S&P 500 Bear 3x ETF options

Live interpolated SPXS call and put midpoint premiums by absolute delta.Direxion Daily S&P 500 Bear 3x ETF$0.11$0.52$0.92$1.33$1.73$24.37$25.20$26.02$26.85$27.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SPXS spot · $25.84SPXS PRICE$0.16$0.20$0.25$0.31$0.37$0.43$0.51$0.60$0.68$0.78$0.89$0.99$1.62$0.18$0.24$0.30$0.36$0.41$0.47$0.53$0.72$0.90$1.00$1.07$1.13
Puts——
CallsExpensive1.32×
Skew——
Implied moveBullish±$0.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.1762.6%5.8%
25Δ26.8559.0%4.7%25.1049.2%3.6%
30Δ26.6157.8%4.0%25.2550.5%3.2%
35Δ26.4056.9%3.4%25.4151.8%2.8%
40Δ26.2356.5%2.9%25.5651.9%2.5%
45Δ26.0556.1%2.5%25.7150.3%2.1%
50Δ25.8855.8%2.1%25.8648.7%1.7%
55Δ25.7155.7%1.8%26.0147.5%1.4%
60Δ25.5555.5%1.5%26.2253.1%1.3%
65Δ25.3854.9%1.3%26.4358.8%1.2%
70Δ25.2154.0%1.0%26.5857.5%1.0%
75Δ25.0453.2%0.8%26.7153.0%0.8%
80Δ24.4476.3%0.8%26.8348.5%0.5%

20Δ

Calls
Pseudo strike
27.17
IV
62.6%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
26.85
IV
59.0%
B/E move
4.7%
Puts
Pseudo strike
25.10
IV
49.2%
B/E move
3.6%

30Δ

Calls
Pseudo strike
26.61
IV
57.8%
B/E move
4.0%
Puts
Pseudo strike
25.25
IV
50.5%
B/E move
3.2%

35Δ

Calls
Pseudo strike
26.40
IV
56.9%
B/E move
3.4%
Puts
Pseudo strike
25.41
IV
51.8%
B/E move
2.8%

40Δ

Calls
Pseudo strike
26.23
IV
56.5%
B/E move
2.9%
Puts
Pseudo strike
25.56
IV
51.9%
B/E move
2.5%

45Δ

Calls
Pseudo strike
26.05
IV
56.1%
B/E move
2.5%
Puts
Pseudo strike
25.71
IV
50.3%
B/E move
2.1%

50Δ

Calls
Pseudo strike
25.88
IV
55.8%
B/E move
2.1%
Puts
Pseudo strike
25.86
IV
48.7%
B/E move
1.7%

55Δ

Calls
Pseudo strike
25.71
IV
55.7%
B/E move
1.8%
Puts
Pseudo strike
26.01
IV
47.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
25.55
IV
55.5%
B/E move
1.5%
Puts
Pseudo strike
26.22
IV
53.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
25.38
IV
54.9%
B/E move
1.3%
Puts
Pseudo strike
26.43
IV
58.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
25.21
IV
54.0%
B/E move
1.0%
Puts
Pseudo strike
26.58
IV
57.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
25.04
IV
53.2%
B/E move
0.8%
Puts
Pseudo strike
26.71
IV
53.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
24.44
IV
76.3%
B/E move
0.8%
Puts
Pseudo strike
26.83
IV
48.5%
B/E move
0.5%

Options history

IV · four-Friday blend53.86%
Daily close
SPXS29.5%47.4%65.2%2026-08-12: 40.46%2026-08-13: 61.74%2026-08-14: 33.27%2026-08-17: 35.52%2026-08-18: 36.35%2026-08-19: 37.49%2026-08-20: 43.50%2026-08-21: 35.77%2026-08-24: 38.78%2026-08-25: 37.97%2026-08-26: 39.19%2026-08-27: 34.93%2026-08-28: 34.41%2026-08-31: 36.05%2026-09-01: 41.07%2026-09-02: 39.80%2026-09-04: 34.13%2026-09-08: 39.48%2026-09-09: 41.73%2026-09-10: 62.77%2026-09-11: 38.79%2026-09-14: 44.35%2026-09-15: 50.39%2026-09-16: 55.43%2026-09-17: 39.37%2026-09-18: 34.95%2026-09-21: 34.91%2026-09-22: 32.01%2026-09-23: 38.75%2026-09-24: 42.38%2026-09-25: 35.63%2026-09-28: 39.36%2026-09-29: 41.81%2026-09-30: 41.88%2026-10-01: 40.36%2026-10-02: 35.22%2026-10-05: 33.61%2026-10-06: 31.98%2026-10-07: 34.62%2026-10-09: 33.43%2026-10-12: 35.46%2026-10-13: 36.19%2026-10-14: 42.79%2026-10-15: 35.35%2026-10-16: 44.60%2026-10-19: 45.29%2026-10-20: 45.29%2026-10-21: 41.71%2026-10-22: 56.99%2026-10-23: 52.99%2026-10-26: 47.02%2026-10-27: 44.54%2026-10-28: 58.22%2026-10-29: 45.55%2026-10-30: 53.86%Aug 12Sep 22Oct 30
55 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
40.46%
61.74%
33.27%
35.52%
36.35%
37.49%
43.50%
35.77%
38.78%
37.97%
39.19%
34.93%
34.41%
36.05%
41.07%
39.80%
34.13%
39.48%
41.73%
62.77%
38.79%
44.35%
50.39%
55.43%
39.37%
34.95%
34.91%
32.01%
38.75%
42.38%
35.63%
39.36%
41.81%
41.88%
40.36%
35.22%
33.61%
31.98%
34.62%
33.43%
35.46%
36.19%
42.79%
35.35%
44.60%
45.29%
45.29%
41.71%
56.99%
52.99%
47.02%
44.54%
58.22%
45.55%
53.86%