IntraAlpha
Create free account Start free

Direxion Shares ETF Trust Direxion Daily MSFT Bear 1X ETF MSFD

i

Market dataready · fetched 2026-11-03T21:54:00.317Z

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 · 2026-11-03T21:49:09.015088934Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T21:53:59.878790+00:00

Share price$9.89
1D-2.4%
AH$9.76$9.87$9.97$10.07$10.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMSFD
Sold putSold callAH

Direxion Shares ETF Trust Direxion Daily MSFT Bear 1X ETF options

Live interpolated MSFD call and put midpoint premiums by absolute delta.Direxion Shares ETF Trust Direxion Daily MSFT Bear 1X ETF$0.05$1.03$2.00$2.98$3.96$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEMSFD PRICE$0.16$0.16$0.17$0.18$0.19$0.20$0.19$0.23$0.26$0.29$0.32$0.35$0.38$0.54$0.81$1.08$1.35$2.03$3.68
PutsExpensive1.69×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.7878.4%20.7%8.3587.7%17.5%
25Δ11.4368.5%17.2%8.6180.5%15.3%
30Δ11.0758.6%13.7%8.8673.3%13.0%
35Δ10.7248.7%10.3%9.1266.1%10.8%
40Δ10.3738.8%6.8%9.3758.9%8.5%
45Δ10.0228.9%3.3%9.6251.8%6.3%
50Δ9.8844.6%4.0%
55Δ10.1446.5%2.9%
60Δ10.4256.7%2.8%
65Δ10.7066.9%2.8%
70Δ10.9877.0%2.7%
75Δ11.6794.9%2.5%
80Δ13.31137.3%2.6%

20Δ

Calls
Pseudo strike
11.78
IV
78.4%
B/E move
20.7%
Puts
Pseudo strike
8.35
IV
87.7%
B/E move
17.5%

25Δ

Calls
Pseudo strike
11.43
IV
68.5%
B/E move
17.2%
Puts
Pseudo strike
8.61
IV
80.5%
B/E move
15.3%

30Δ

Calls
Pseudo strike
11.07
IV
58.6%
B/E move
13.7%
Puts
Pseudo strike
8.86
IV
73.3%
B/E move
13.0%

35Δ

Calls
Pseudo strike
10.72
IV
48.7%
B/E move
10.3%
Puts
Pseudo strike
9.12
IV
66.1%
B/E move
10.8%

40Δ

Calls
Pseudo strike
10.37
IV
38.8%
B/E move
6.8%
Puts
Pseudo strike
9.37
IV
58.9%
B/E move
8.5%

45Δ

Calls
Pseudo strike
10.02
IV
28.9%
B/E move
3.3%
Puts
Pseudo strike
9.62
IV
51.8%
B/E move
6.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.88
IV
44.6%
B/E move
4.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.14
IV
46.5%
B/E move
2.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.42
IV
56.7%
B/E move
2.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.70
IV
66.9%
B/E move
2.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.98
IV
77.0%
B/E move
2.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.67
IV
94.9%
B/E move
2.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.31
IV
137.3%
B/E move
2.6%

Options history

IV · four-Friday blend42.94%
Daily EOD
MSFD41.7%42.8%43.8%2026-10-19: 42.39%2026-10-20: 42.25%2026-10-21: 41.89%2026-10-26: 43.69%2026-10-27: 42.37%2026-10-28: 42.94%Oct 19Oct 21Oct 28
6 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
42.39%
42.25%
41.89%
43.69%
42.37%
42.94%