Share price$8.64
1D+0.2%
Sold putSold call
Direxion Daily S&P 500 Bear 1X ETF SPDN
i
Market dataready · fetched 2026-11-03T14:42:33.732Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-03T14:39:13.99982309Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:42:33.113171+00:00
Direxion Daily S&P 500 Bear 1X ETF options
PutsExpensive4.15×
Calls——
Skew——
Implied moveBullish±$0.93
Tilt——
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.84 | 107.0% | 27.9% | 7.39 | 92.7% | 16.7% |
| 25Δ | 7.89 | 68.1% | 10.9% | |||
| 30Δ | 8.88 | 28.8% | 4.8% | 8.08 | 59.9% | 9.0% |
| 35Δ | 8.73 | 31.4% | 4.5% | 8.17 | 56.1% | 8.1% |
| 40Δ | 8.59 | 34.1% | 4.1% | 8.27 | 52.2% | 7.2% |
| 45Δ | 8.44 | 36.7% | 3.8% | 8.36 | 48.4% | 6.3% |
| 50Δ | 8.30 | 39.4% | 3.5% | 8.46 | 44.5% | 5.4% |
| 55Δ | 8.15 | 42.0% | 3.1% | 8.55 | 40.7% | 4.5% |
| 60Δ | 8.01 | 44.7% | 2.8% | 8.65 | 36.8% | 3.7% |
| 65Δ | 7.86 | 47.3% | 2.5% | 8.75 | 33.0% | 2.8% |
| 70Δ | 7.72 | 50.0% | 2.1% | 8.84 | 29.1% | 1.9% |
| 75Δ | 7.57 | 52.6% | 1.8% | 8.94 | 25.3% | 1.0% |
| 80Δ | 7.43 | 55.3% | 1.5% | 9.12 | 25.5% | 0.4% |
20Δ
- Pseudo strike
- 10.84
- IV
- 107.0%
- B/E move
- 27.9%
- Pseudo strike
- 7.39
- IV
- 92.7%
- B/E move
- 16.7%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.89
- IV
- 68.1%
- B/E move
- 10.9%
30Δ
- Pseudo strike
- 8.88
- IV
- 28.8%
- B/E move
- 4.8%
- Pseudo strike
- 8.08
- IV
- 59.9%
- B/E move
- 9.0%
35Δ
- Pseudo strike
- 8.73
- IV
- 31.4%
- B/E move
- 4.5%
- Pseudo strike
- 8.17
- IV
- 56.1%
- B/E move
- 8.1%
40Δ
- Pseudo strike
- 8.59
- IV
- 34.1%
- B/E move
- 4.1%
- Pseudo strike
- 8.27
- IV
- 52.2%
- B/E move
- 7.2%
45Δ
- Pseudo strike
- 8.44
- IV
- 36.7%
- B/E move
- 3.8%
- Pseudo strike
- 8.36
- IV
- 48.4%
- B/E move
- 6.3%
50Δ
- Pseudo strike
- 8.30
- IV
- 39.4%
- B/E move
- 3.5%
- Pseudo strike
- 8.46
- IV
- 44.5%
- B/E move
- 5.4%
55Δ
- Pseudo strike
- 8.15
- IV
- 42.0%
- B/E move
- 3.1%
- Pseudo strike
- 8.55
- IV
- 40.7%
- B/E move
- 4.5%
60Δ
- Pseudo strike
- 8.01
- IV
- 44.7%
- B/E move
- 2.8%
- Pseudo strike
- 8.65
- IV
- 36.8%
- B/E move
- 3.7%
65Δ
- Pseudo strike
- 7.86
- IV
- 47.3%
- B/E move
- 2.5%
- Pseudo strike
- 8.75
- IV
- 33.0%
- B/E move
- 2.8%
70Δ
- Pseudo strike
- 7.72
- IV
- 50.0%
- B/E move
- 2.1%
- Pseudo strike
- 8.84
- IV
- 29.1%
- B/E move
- 1.9%
75Δ
- Pseudo strike
- 7.57
- IV
- 52.6%
- B/E move
- 1.8%
- Pseudo strike
- 8.94
- IV
- 25.3%
- B/E move
- 1.0%
80Δ
- Pseudo strike
- 7.43
- IV
- 55.3%
- B/E move
- 1.5%
- Pseudo strike
- 9.12
- IV
- 25.5%
- B/E move
- 0.4%
Options history
IV · four-Friday blend—
Daily EOD
No recorded observations
0 observations