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Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF DRIP

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Market dataready · fetched 2026-11-03T19:49:49.036Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-03T19:49:45.053018507Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T19:49:46.306394+00:00

Share price$32.22
1D+0.7%
$31.48$31.74$32.00$32.26$32.515:30 AM6:30 AM9:00 AM1:00 PMDRIP
Sold putSold call

Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF options

Live interpolated DRIP call and put midpoint premiums by absolute delta.Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF$0.35$2.47$4.59$6.71$8.83$24.43$27.84$31.25$34.66$38.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DRIP spot · $32.22DRIP PRICE$0.58$0.88$1.10$1.34$1.64$1.92$2.16$2.65$3.05$3.34$3.79$4.27$0.81$1.07$1.26$1.57$1.92$2.28$2.82$3.32$3.79$4.62$6.20$7.76$8.22
PutsExpensive1.49×
Calls——
Skew——
Implied moveBearish±$4.74
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.9781.1%19.7%27.7594.4%16.4%
25Δ28.7692.5%14.0%
30Δ35.4171.2%12.6%29.7786.2%11.5%
35Δ34.7172.7%11.2%30.5785.8%10.0%
40Δ34.0373.8%9.8%31.3286.4%8.7%
45Δ33.3976.0%8.7%32.0885.9%7.5%
50Δ32.7376.4%7.6%32.8989.5%6.7%
55Δ32.0473.9%6.2%33.7089.7%5.7%
60Δ31.3478.7%5.5%34.4988.3%4.7%
65Δ30.6779.3%4.7%35.5591.9%4.0%
70Δ30.0375.6%3.6%37.25104.2%3.6%
75Δ29.3374.5%2.8%39.02110.8%3.0%
80Δ28.6272.8%2.1%39.78101.9%2.0%

20Δ

Calls
Pseudo strike
37.97
IV
81.1%
B/E move
19.7%
Puts
Pseudo strike
27.75
IV
94.4%
B/E move
16.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.76
IV
92.5%
B/E move
14.0%

30Δ

Calls
Pseudo strike
35.41
IV
71.2%
B/E move
12.6%
Puts
Pseudo strike
29.77
IV
86.2%
B/E move
11.5%

35Δ

Calls
Pseudo strike
34.71
IV
72.7%
B/E move
11.2%
Puts
Pseudo strike
30.57
IV
85.8%
B/E move
10.0%

40Δ

Calls
Pseudo strike
34.03
IV
73.8%
B/E move
9.8%
Puts
Pseudo strike
31.32
IV
86.4%
B/E move
8.7%

45Δ

Calls
Pseudo strike
33.39
IV
76.0%
B/E move
8.7%
Puts
Pseudo strike
32.08
IV
85.9%
B/E move
7.5%

50Δ

Calls
Pseudo strike
32.73
IV
76.4%
B/E move
7.6%
Puts
Pseudo strike
32.89
IV
89.5%
B/E move
6.7%

55Δ

Calls
Pseudo strike
32.04
IV
73.9%
B/E move
6.2%
Puts
Pseudo strike
33.70
IV
89.7%
B/E move
5.7%

60Δ

Calls
Pseudo strike
31.34
IV
78.7%
B/E move
5.5%
Puts
Pseudo strike
34.49
IV
88.3%
B/E move
4.7%

65Δ

Calls
Pseudo strike
30.67
IV
79.3%
B/E move
4.7%
Puts
Pseudo strike
35.55
IV
91.9%
B/E move
4.0%

70Δ

Calls
Pseudo strike
30.03
IV
75.6%
B/E move
3.6%
Puts
Pseudo strike
37.25
IV
104.2%
B/E move
3.6%

75Δ

Calls
Pseudo strike
29.33
IV
74.5%
B/E move
2.8%
Puts
Pseudo strike
39.02
IV
110.8%
B/E move
3.0%

80Δ

Calls
Pseudo strike
28.62
IV
72.8%
B/E move
2.1%
Puts
Pseudo strike
39.78
IV
101.9%
B/E move
2.0%

Options history

IV · four-Friday blend68.82%
Daily EOD
DRIP64.7%68.0%71.4%2026-10-19: 66.02%2026-10-20: 65.13%2026-10-21: 67.90%2026-10-22: 66.93%2026-10-23: 70.96%2026-10-26: 70.18%2026-10-27: 70.67%2026-10-28: 70.18%2026-10-29: 69.51%2026-10-30: 68.82%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
66.02%
65.13%
67.90%
66.93%
70.96%
70.18%
70.67%
70.18%
69.51%
68.82%