Share price$23.84
1D-1.1%
Sold putSold call
Direxion Daily S&P 500 Bear 3x ETF SPXS
i
Market dataready · fetched 2026-10-21T17:52:02.386Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T17:51:57.845561967Z
FundamentalsAlpha Vantage · ready
Direxion Daily S&P 500 Bear 3x ETF options
PutsFair1.03×
CallsExpensive1.58×
SkewBullish-19.12 pp
Implied moveBearish±$0.58
TiltBullish17.2% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.41 | 248.5% | 21.1% | 22.29 | 105.0% | 7.3% |
| 25Δ | 24.41 | 44.5% | 2.9% | 22.94 | 68.0% | 4.4% |
| 30Δ | 24.29 | 43.4% | 2.5% | 23.51 | 36.5% | 1.9% |
| 35Δ | 24.17 | 42.3% | 2.1% | 23.60 | 37.2% | 1.7% |
| 40Δ | 24.04 | 41.2% | 1.7% | 23.68 | 37.8% | 1.5% |
| 45Δ | 23.95 | 40.2% | 1.5% | 23.77 | 38.4% | 1.3% |
| 50Δ | 23.86 | 39.3% | 1.3% | 23.86 | 39.0% | 1.2% |
| 55Δ | 23.78 | 38.5% | 1.1% | 23.94 | 39.6% | 1.0% |
| 60Δ | 23.69 | 37.6% | 0.9% | 24.03 | 39.6% | 0.8% |
| 65Δ | 23.60 | 36.7% | 0.7% | 24.11 | 38.2% | 0.7% |
| 70Δ | 23.52 | 35.8% | 0.5% | 24.20 | 36.8% | 0.6% |
| 75Δ | 22.97 | 71.9% | 0.8% | 24.29 | 35.4% | 0.4% |
| 80Δ | 22.24 | 114.3% | 1.0% | 24.37 | 34.0% | 0.3% |
20Δ
- Pseudo strike
- 28.41
- IV
- 248.5%
- B/E move
- 21.1%
- Pseudo strike
- 22.29
- IV
- 105.0%
- B/E move
- 7.3%
25Δ
- Pseudo strike
- 24.41
- IV
- 44.5%
- B/E move
- 2.9%
- Pseudo strike
- 22.94
- IV
- 68.0%
- B/E move
- 4.4%
30Δ
- Pseudo strike
- 24.29
- IV
- 43.4%
- B/E move
- 2.5%
- Pseudo strike
- 23.51
- IV
- 36.5%
- B/E move
- 1.9%
35Δ
- Pseudo strike
- 24.17
- IV
- 42.3%
- B/E move
- 2.1%
- Pseudo strike
- 23.60
- IV
- 37.2%
- B/E move
- 1.7%
40Δ
- Pseudo strike
- 24.04
- IV
- 41.2%
- B/E move
- 1.7%
- Pseudo strike
- 23.68
- IV
- 37.8%
- B/E move
- 1.5%
45Δ
- Pseudo strike
- 23.95
- IV
- 40.2%
- B/E move
- 1.5%
- Pseudo strike
- 23.77
- IV
- 38.4%
- B/E move
- 1.3%
50Δ
- Pseudo strike
- 23.86
- IV
- 39.3%
- B/E move
- 1.3%
- Pseudo strike
- 23.86
- IV
- 39.0%
- B/E move
- 1.2%
55Δ
- Pseudo strike
- 23.78
- IV
- 38.5%
- B/E move
- 1.1%
- Pseudo strike
- 23.94
- IV
- 39.6%
- B/E move
- 1.0%
60Δ
- Pseudo strike
- 23.69
- IV
- 37.6%
- B/E move
- 0.9%
- Pseudo strike
- 24.03
- IV
- 39.6%
- B/E move
- 0.8%
65Δ
- Pseudo strike
- 23.60
- IV
- 36.7%
- B/E move
- 0.7%
- Pseudo strike
- 24.11
- IV
- 38.2%
- B/E move
- 0.7%
70Δ
- Pseudo strike
- 23.52
- IV
- 35.8%
- B/E move
- 0.5%
- Pseudo strike
- 24.20
- IV
- 36.8%
- B/E move
- 0.6%
75Δ
- Pseudo strike
- 22.97
- IV
- 71.9%
- B/E move
- 0.8%
- Pseudo strike
- 24.29
- IV
- 35.4%
- B/E move
- 0.4%
80Δ
- Pseudo strike
- 22.24
- IV
- 114.3%
- B/E move
- 1.0%
- Pseudo strike
- 24.37
- IV
- 34.0%
- B/E move
- 0.3%
Options history
Table
| Date | IV |
|---|---|
| 45.85% | |
| 44.87% |