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Direxion Daily MSCI Emerging Markets Bull 3X ETF EDC

i

Market dataready · fetched 2026-11-04T07:05:37.094Z

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 · 2026-11-04T01:00:00.123415449Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T07:05:36.653930+00:00

Share price$57.23
1D-0.9%
AH$56.77$57.14$57.52$57.89$58.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEDC
Sold putSold callAH

Direxion Daily MSCI Emerging Markets Bull 3X ETF options

Live interpolated EDC call and put midpoint premiums by absolute delta.Direxion Daily MSCI Emerging Markets Bull 3X ETF$0.79$3.14$5.48$7.83$10.18$44.36$50.96$57.56$64.16$70.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EDC spot · $57.23EDC PRICE$1.04$1.36$1.72$2.26$2.80$3.36$4.11$4.86$5.61$6.36$7.11$7.86$8.62$1.25$1.80$2.35$2.90$3.50$4.18$4.85$5.52$6.26$7.04$7.81$8.57$9.50
PutsExpensive1.16×
CallsExpensive1.57×
SkewBullish-5.38 pp
Implied moveBearish±$8.96
TiltBearish6.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.5284.1%19.8%50.1884.3%14.5%
25Δ65.2781.7%16.4%51.5486.3%13.1%
30Δ63.4980.4%14.0%52.9088.2%11.7%
35Δ62.2884.3%12.8%54.2690.1%10.3%
40Δ61.0788.3%11.6%55.6190.6%9.0%
45Δ59.8392.1%10.4%56.9589.4%7.8%
50Δ58.4094.2%9.2%58.2988.2%6.6%
55Δ56.9796.4%8.1%59.6387.0%5.4%
60Δ55.5598.6%6.9%60.9284.8%4.5%
65Δ54.1497.3%5.7%62.1882.2%3.6%
70Δ52.7694.0%4.6%63.4579.6%2.8%
75Δ51.3790.7%3.5%64.6576.1%2.0%
80Δ49.9787.4%2.4%65.9472.8%1.4%

20Δ

Calls
Pseudo strike
67.52
IV
84.1%
B/E move
19.8%
Puts
Pseudo strike
50.18
IV
84.3%
B/E move
14.5%

25Δ

Calls
Pseudo strike
65.27
IV
81.7%
B/E move
16.4%
Puts
Pseudo strike
51.54
IV
86.3%
B/E move
13.1%

30Δ

Calls
Pseudo strike
63.49
IV
80.4%
B/E move
14.0%
Puts
Pseudo strike
52.90
IV
88.2%
B/E move
11.7%

35Δ

Calls
Pseudo strike
62.28
IV
84.3%
B/E move
12.8%
Puts
Pseudo strike
54.26
IV
90.1%
B/E move
10.3%

40Δ

Calls
Pseudo strike
61.07
IV
88.3%
B/E move
11.6%
Puts
Pseudo strike
55.61
IV
90.6%
B/E move
9.0%

45Δ

Calls
Pseudo strike
59.83
IV
92.1%
B/E move
10.4%
Puts
Pseudo strike
56.95
IV
89.4%
B/E move
7.8%

50Δ

Calls
Pseudo strike
58.40
IV
94.2%
B/E move
9.2%
Puts
Pseudo strike
58.29
IV
88.2%
B/E move
6.6%

55Δ

Calls
Pseudo strike
56.97
IV
96.4%
B/E move
8.1%
Puts
Pseudo strike
59.63
IV
87.0%
B/E move
5.4%

60Δ

Calls
Pseudo strike
55.55
IV
98.6%
B/E move
6.9%
Puts
Pseudo strike
60.92
IV
84.8%
B/E move
4.5%

65Δ

Calls
Pseudo strike
54.14
IV
97.3%
B/E move
5.7%
Puts
Pseudo strike
62.18
IV
82.2%
B/E move
3.6%

70Δ

Calls
Pseudo strike
52.76
IV
94.0%
B/E move
4.6%
Puts
Pseudo strike
63.45
IV
79.6%
B/E move
2.8%

75Δ

Calls
Pseudo strike
51.37
IV
90.7%
B/E move
3.5%
Puts
Pseudo strike
64.65
IV
76.1%
B/E move
2.0%

80Δ

Calls
Pseudo strike
49.97
IV
87.4%
B/E move
2.4%
Puts
Pseudo strike
65.94
IV
72.8%
B/E move
1.4%

Options history

IV · four-Friday blend75.68%
Daily EOD
EDC65.1%70.8%76.5%2026-10-19: 66.74%2026-10-20: 65.90%2026-10-21: 67.22%2026-10-22: 71.27%2026-10-23: 72.64%2026-10-26: 72.14%2026-10-27: 69.79%2026-10-28: 69.18%2026-10-29: 70.55%2026-10-30: 75.68%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
66.74%
65.90%
67.22%
71.27%
72.64%
72.14%
69.79%
69.18%
70.55%
75.68%