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Direxion Daily MSCI Emerging Markets Bull 3X ETF EDC

i

Market dataready · fetched 2026-11-06T19:44:22.594Z

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 · 2026-11-06T19:30:43.14321434Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T19:44:22.046306+00:00

Share price$51.68
1D-0.6%
$50.85$51.31$51.76$52.22$52.685:30 AM6:30 AM9:00 AM1:00 PMEDC
Sold putSold call

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$0.57$3.28$6.00$8.72$11.43$39.12$46.27$53.42$60.57$67.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive EDC spot · $51.68EDC PRICE$0.86$1.27$1.69$2.10$2.52$3.02$3.54$4.07$4.60$5.53$6.57$7.61$1.34$1.74$2.19$2.64$3.13$3.80$4.48$5.16$5.89$6.94$8.00$9.05$10.65
PutsExpensive1.06×
Calls——
Skew——
Implied moveBearish±$8.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.9081.0%17.6%44.17107.8%17.1%
25Δ58.7484.7%16.1%46.00102.3%14.4%
30Δ57.5788.4%14.7%47.42100.2%12.5%
35Δ56.4092.1%13.2%48.8498.0%10.6%
40Δ55.2495.8%11.8%50.2396.1%8.9%
45Δ54.0096.2%10.3%51.4695.7%7.8%
50Δ52.7595.8%8.9%52.6995.2%6.7%
55Δ51.5095.3%7.5%53.9394.7%5.6%
60Δ50.2594.9%6.1%55.1994.2%4.6%
65Δ48.8397.6%5.2%56.6393.6%3.8%
70Δ47.36101.0%4.4%58.0893.1%3.1%
75Δ45.90104.4%3.5%59.5392.5%2.3%
80Δ61.4592.5%1.7%

20Δ

Calls
Pseudo strike
59.90
IV
81.0%
B/E move
17.6%
Puts
Pseudo strike
44.17
IV
107.8%
B/E move
17.1%

25Δ

Calls
Pseudo strike
58.74
IV
84.7%
B/E move
16.1%
Puts
Pseudo strike
46.00
IV
102.3%
B/E move
14.4%

30Δ

Calls
Pseudo strike
57.57
IV
88.4%
B/E move
14.7%
Puts
Pseudo strike
47.42
IV
100.2%
B/E move
12.5%

35Δ

Calls
Pseudo strike
56.40
IV
92.1%
B/E move
13.2%
Puts
Pseudo strike
48.84
IV
98.0%
B/E move
10.6%

40Δ

Calls
Pseudo strike
55.24
IV
95.8%
B/E move
11.8%
Puts
Pseudo strike
50.23
IV
96.1%
B/E move
8.9%

45Δ

Calls
Pseudo strike
54.00
IV
96.2%
B/E move
10.3%
Puts
Pseudo strike
51.46
IV
95.7%
B/E move
7.8%

50Δ

Calls
Pseudo strike
52.75
IV
95.8%
B/E move
8.9%
Puts
Pseudo strike
52.69
IV
95.2%
B/E move
6.7%

55Δ

Calls
Pseudo strike
51.50
IV
95.3%
B/E move
7.5%
Puts
Pseudo strike
53.93
IV
94.7%
B/E move
5.6%

60Δ

Calls
Pseudo strike
50.25
IV
94.9%
B/E move
6.1%
Puts
Pseudo strike
55.19
IV
94.2%
B/E move
4.6%

65Δ

Calls
Pseudo strike
48.83
IV
97.6%
B/E move
5.2%
Puts
Pseudo strike
56.63
IV
93.6%
B/E move
3.8%

70Δ

Calls
Pseudo strike
47.36
IV
101.0%
B/E move
4.4%
Puts
Pseudo strike
58.08
IV
93.1%
B/E move
3.1%

75Δ

Calls
Pseudo strike
45.90
IV
104.4%
B/E move
3.5%
Puts
Pseudo strike
59.53
IV
92.5%
B/E move
2.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.45
IV
92.5%
B/E move
1.7%

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%