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Direxion Daily Junior Gold Miners Index Bear 2X ETF JDST

i

Market dataready · fetched 2026-11-05T15:28:59.034Z

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 · 2026-11-05T15:28:38.908291586Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T15:28:56.514562+00:00

Share price$28.70
1D+6.4%
$25.78$26.58$27.37$28.16$28.965:30 AM6:30 AM9:00 AM1:00 PMJDST
Sold putSold call

Direxion Daily Junior Gold Miners Index Bear 2X ETF options

Live interpolated JDST call and put midpoint premiums by absolute delta.Direxion Daily Junior Gold Miners Index Bear 2X ETF$0.31$2.49$4.66$6.84$9.01$19.36$23.79$28.22$32.65$37.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive JDST spot · $28.70JDST PRICE$0.55$0.79$1.05$1.33$1.36$1.44$1.60$1.85$3.54$3.96$4.31$0.95$1.27$1.85$2.25$3.96$4.52$4.85$5.77$6.74$8.39
Puts——
Calls——
Skew——
Implied moveBearish±$5.57
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.2691.5%21.3%23.86129.0%20.2%
25Δ33.5097.0%19.5%24.97127.3%17.4%
30Δ32.87104.0%18.2%25.80141.1%16.6%
35Δ32.06108.7%16.4%26.82139.1%14.4%
40Δ30.6791.1%11.6%
45Δ29.7580.1%8.7%
50Δ29.0975.7%7.0%29.95141.0%9.5%
55Δ28.5374.8%5.9%30.95137.6%7.9%
60Δ31.74128.2%6.3%
65Δ32.96130.4%5.2%
70Δ26.4197.8%4.4%34.23130.8%4.2%
75Δ25.7195.4%3.4%36.09137.8%3.4%
80Δ25.0789.9%2.4%

20Δ

Calls
Pseudo strike
34.26
IV
91.5%
B/E move
21.3%
Puts
Pseudo strike
23.86
IV
129.0%
B/E move
20.2%

25Δ

Calls
Pseudo strike
33.50
IV
97.0%
B/E move
19.5%
Puts
Pseudo strike
24.97
IV
127.3%
B/E move
17.4%

30Δ

Calls
Pseudo strike
32.87
IV
104.0%
B/E move
18.2%
Puts
Pseudo strike
25.80
IV
141.1%
B/E move
16.6%

35Δ

Calls
Pseudo strike
32.06
IV
108.7%
B/E move
16.4%
Puts
Pseudo strike
26.82
IV
139.1%
B/E move
14.4%

40Δ

Calls
Pseudo strike
30.67
IV
91.1%
B/E move
11.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
29.75
IV
80.1%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
29.09
IV
75.7%
B/E move
7.0%
Puts
Pseudo strike
29.95
IV
141.0%
B/E move
9.5%

55Δ

Calls
Pseudo strike
28.53
IV
74.8%
B/E move
5.9%
Puts
Pseudo strike
30.95
IV
137.6%
B/E move
7.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.74
IV
128.2%
B/E move
6.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.96
IV
130.4%
B/E move
5.2%

70Δ

Calls
Pseudo strike
26.41
IV
97.8%
B/E move
4.4%
Puts
Pseudo strike
34.23
IV
130.8%
B/E move
4.2%

75Δ

Calls
Pseudo strike
25.71
IV
95.4%
B/E move
3.4%
Puts
Pseudo strike
36.09
IV
137.8%
B/E move
3.4%

80Δ

Calls
Pseudo strike
25.07
IV
89.9%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend93.03%
Daily close
JDST84.7%108.1%131.5%2026-08-07: 95.18%2026-08-10: 96.44%2026-08-11: 97.48%2026-08-12: 96.46%2026-08-13: 92.95%2026-08-14: 98.45%2026-08-17: 94.37%2026-08-18: 102.53%2026-08-19: 112.97%2026-08-20: 128.23%2026-08-21: 106.31%2026-08-24: 106.25%2026-08-25: 102.28%2026-08-26: 104.55%2026-08-27: 101.54%2026-08-28: 105.22%2026-08-31: 102.46%2026-09-01: 103.04%2026-09-02: 103.88%2026-09-03: 105.03%2026-09-04: 96.93%2026-09-08: 104.35%2026-09-09: 105.82%2026-09-10: 108.27%2026-09-11: 105.60%2026-09-14: 108.40%2026-09-15: 111.94%2026-09-16: 116.88%2026-09-17: 111.77%2026-09-18: 100.02%2026-09-21: 102.62%2026-09-22: 98.03%2026-09-23: 97.67%2026-09-24: 101.19%2026-09-25: 100.44%2026-09-28: 98.05%2026-09-29: 98.23%2026-09-30: 97.98%2026-10-01: 93.80%2026-10-02: 98.19%2026-10-05: 91.17%2026-10-06: 91.49%2026-10-07: 88.96%2026-10-08: 91.80%2026-10-09: 87.92%2026-10-12: 96.81%2026-10-13: 97.32%2026-10-14: 89.55%2026-10-15: 112.08%2026-10-16: 93.03%Aug 7Sep 11Oct 16
50 observations2026-08-07 — 2026-10-16
Table
DateIV (%)
95.18%
96.44%
97.48%
96.46%
92.95%
98.45%
94.37%
102.53%
112.97%
128.23%
106.31%
106.25%
102.28%
104.55%
101.54%
105.22%
102.46%
103.04%
103.88%
105.03%
96.93%
104.35%
105.82%
108.27%
105.60%
108.40%
111.94%
116.88%
111.77%
100.02%
102.62%
98.03%
97.67%
101.19%
100.44%
98.05%
98.23%
97.98%
93.80%
98.19%
91.17%
91.49%
88.96%
91.80%
87.92%
96.81%
97.32%
89.55%
112.08%
93.03%