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Direxion Daily Energy Bear 2X ETF ERY

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Market datapartial · fetched 2026-11-03T20:17:14.370Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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

FundamentalsAlpha Vantage · unavailable

Share price$7.97
1D-0.4%
$7.83$7.90$7.96$8.02$8.095:30 AM6:30 AM9:00 AM1:00 PMERY
Sold putSold call

Direxion Daily Energy Bear 2X ETF options

Live interpolated ERY call and put midpoint premiums by absolute delta.Direxion Daily Energy Bear 2X ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEERY PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend65.73%
Daily close
ERY49.6%75.6%101.7%2026-08-05: 57.73%2026-08-06: 53.96%2026-08-07: 58.75%2026-08-11: 56.75%2026-08-12: 53.16%2026-08-18: 61.29%2026-08-19: 63.51%2026-08-20: 86.32%2026-08-21: 56.88%2026-08-24: 61.25%2026-08-25: 56.56%2026-08-26: 56.31%2026-08-27: 53.78%2026-08-28: 55.38%2026-08-31: 54.29%2026-09-01: 53.93%2026-09-02: 58.47%2026-09-04: 58.39%2026-09-09: 63.39%2026-09-14: 71.96%2026-09-16: 78.47%2026-09-18: 58.62%2026-09-21: 61.77%2026-09-22: 55.06%2026-09-23: 56.05%2026-09-24: 57.38%2026-09-25: 54.70%2026-09-28: 58.20%2026-09-29: 58.08%2026-09-30: 63.45%2026-10-05: 56.10%2026-10-06: 55.66%2026-10-07: 56.28%2026-10-08: 59.32%2026-10-13: 75.34%2026-10-14: 79.73%2026-10-15: 98.09%2026-10-16: 61.59%2026-10-19: 60.21%2026-10-20: 64.30%2026-10-21: 66.72%2026-10-22: 77.35%2026-10-23: 72.60%2026-10-26: 62.68%2026-10-27: 71.73%2026-10-28: 68.90%2026-10-29: 61.59%2026-10-30: 65.73%Aug 5Sep 22Oct 30
48 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
57.73%
53.96%
58.75%
56.75%
53.16%
61.29%
63.51%
86.32%
56.88%
61.25%
56.56%
56.31%
53.78%
55.38%
54.29%
53.93%
58.47%
58.39%
63.39%
71.96%
78.47%
58.62%
61.77%
55.06%
56.05%
57.38%
54.70%
58.20%
58.08%
63.45%
56.10%
55.66%
56.28%
59.32%
75.34%
79.73%
98.09%
61.59%
60.21%
64.30%
66.72%
77.35%
72.60%
62.68%
71.73%
68.90%
61.59%
65.73%