Share price$8.47
1D+6.7%
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Direxion Shares ETF Trust Direxion Daily AMZN Bear 1X ETF AMZD
i
Market dataready · fetched 2026-11-05T16:00:00.286Z
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 · 2026-11-05T15:59:56.516033615Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-05T15:59:59.320896+00:00
Direxion Shares ETF Trust Direxion Daily AMZN Bear 1X ETF options
PutsExpensive1.62×
CallsCheap0.48×
SkewBearish+51.80 pp
Implied moveBearish±$0.90
TiltBearish55.2% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.13 | 37.7% | 8.6% | 7.35 | 86.4% | 15.2% |
| 25Δ | 8.96 | 35.0% | 6.8% | 7.71 | 71.6% | 11.2% |
| 30Δ | 8.88 | 34.1% | 6.4% | 8.03 | 59.8% | 7.8% |
| 35Δ | 8.81 | 33.1% | 5.9% | 8.19 | 63.5% | 7.2% |
| 40Δ | 8.74 | 32.2% | 5.4% | 8.34 | 67.2% | 6.6% |
| 45Δ | 8.66 | 31.2% | 4.9% | 8.50 | 70.9% | 6.0% |
| 50Δ | 8.59 | 30.2% | 4.4% | 8.66 | 74.6% | 5.4% |
| 55Δ | 8.52 | 29.3% | 3.9% | 8.82 | 78.3% | 4.8% |
| 60Δ | 8.45 | 28.3% | 3.4% | 8.98 | 82.0% | 4.2% |
| 65Δ | 8.37 | 27.3% | 2.9% | 9.27 | 86.8% | 3.6% |
| 70Δ | 8.30 | 26.4% | 2.4% | 9.59 | 91.9% | 3.0% |
| 75Δ | 8.23 | 25.4% | 1.9% | 9.90 | 96.9% | 2.5% |
| 80Δ | 8.15 | 24.5% | 1.4% | 11.23 | 138.3% | 2.6% |
20Δ
- Pseudo strike
- 9.13
- IV
- 37.7%
- B/E move
- 8.6%
- Pseudo strike
- 7.35
- IV
- 86.4%
- B/E move
- 15.2%
25Δ
- Pseudo strike
- 8.96
- IV
- 35.0%
- B/E move
- 6.8%
- Pseudo strike
- 7.71
- IV
- 71.6%
- B/E move
- 11.2%
30Δ
- Pseudo strike
- 8.88
- IV
- 34.1%
- B/E move
- 6.4%
- Pseudo strike
- 8.03
- IV
- 59.8%
- B/E move
- 7.8%
35Δ
- Pseudo strike
- 8.81
- IV
- 33.1%
- B/E move
- 5.9%
- Pseudo strike
- 8.19
- IV
- 63.5%
- B/E move
- 7.2%
40Δ
- Pseudo strike
- 8.74
- IV
- 32.2%
- B/E move
- 5.4%
- Pseudo strike
- 8.34
- IV
- 67.2%
- B/E move
- 6.6%
45Δ
- Pseudo strike
- 8.66
- IV
- 31.2%
- B/E move
- 4.9%
- Pseudo strike
- 8.50
- IV
- 70.9%
- B/E move
- 6.0%
50Δ
- Pseudo strike
- 8.59
- IV
- 30.2%
- B/E move
- 4.4%
- Pseudo strike
- 8.66
- IV
- 74.6%
- B/E move
- 5.4%
55Δ
- Pseudo strike
- 8.52
- IV
- 29.3%
- B/E move
- 3.9%
- Pseudo strike
- 8.82
- IV
- 78.3%
- B/E move
- 4.8%
60Δ
- Pseudo strike
- 8.45
- IV
- 28.3%
- B/E move
- 3.4%
- Pseudo strike
- 8.98
- IV
- 82.0%
- B/E move
- 4.2%
65Δ
- Pseudo strike
- 8.37
- IV
- 27.3%
- B/E move
- 2.9%
- Pseudo strike
- 9.27
- IV
- 86.8%
- B/E move
- 3.6%
70Δ
- Pseudo strike
- 8.30
- IV
- 26.4%
- B/E move
- 2.4%
- Pseudo strike
- 9.59
- IV
- 91.9%
- B/E move
- 3.0%
75Δ
- Pseudo strike
- 8.23
- IV
- 25.4%
- B/E move
- 1.9%
- Pseudo strike
- 9.90
- IV
- 96.9%
- B/E move
- 2.5%
80Δ
- Pseudo strike
- 8.15
- IV
- 24.5%
- B/E move
- 1.4%
- Pseudo strike
- 11.23
- IV
- 138.3%
- B/E move
- 2.6%
Options history
IV · four-Friday blend47.02%
Daily close
14 observations2026-08-07 — 2026-10-30
Table
| Date | IV (%) |
|---|---|
| 40.77% | |
| 40.64% | |
| 36.98% | |
| 35.71% | |
| 35.46% | |
| 37.04% | |
| 35.73% | |
| 53.99% | |
| 51.40% | |
| 57.20% | |
| 54.45% | |
| 57.59% | |
| 54.35% | |
| 47.02% |