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Direxion Daily S&P 500 Bear 3x ETF SPXS

i

Market dataready · fetched 2026-11-07T02:21:39.216Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T01:00:00.121379673Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T02:21:39.185471+00:00

Share price$27.55
1D+0.0%
AH$26.84$27.06$27.28$27.50$27.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPXS
Sold putSold callAH

Direxion Daily S&P 500 Bear 3x ETF options

Live interpolated SPXS call and put midpoint premiums by absolute delta.Direxion Daily S&P 500 Bear 3x ETF$0.24$0.67$1.10$1.53$1.96$23.64$25.39$27.14$28.89$30.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SPXS spot · $27.55SPXS PRICE$0.47$0.55$0.62$0.74$0.93$1.04$1.14$1.28$1.43$1.58$1.70$1.84$0.28$0.40$0.56$0.69$0.81$1.09$1.26$1.42$1.83
Puts——
Calls——
Skew——
Implied moveBearish±$2.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.7462.2%7.6%
25Δ30.1286.8%11.0%26.0266.4%7.0%
30Δ29.4280.6%8.8%26.3171.5%6.5%
35Δ28.8373.1%6.9%26.6473.0%5.8%
40Δ28.4071.3%5.8%27.0469.7%4.8%
45Δ28.0875.6%5.3%27.3778.1%4.6%
50Δ27.7272.7%4.4%27.7277.4%4.0%
55Δ27.3768.4%3.5%28.0974.4%3.2%
60Δ27.0566.1%2.8%28.5582.5%3.0%
65Δ26.7564.0%2.3%
70Δ26.4661.6%1.8%
75Δ26.2257.5%1.4%
80Δ25.9753.6%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.74
IV
62.2%
B/E move
7.6%

25Δ

Calls
Pseudo strike
30.12
IV
86.8%
B/E move
11.0%
Puts
Pseudo strike
26.02
IV
66.4%
B/E move
7.0%

30Δ

Calls
Pseudo strike
29.42
IV
80.6%
B/E move
8.8%
Puts
Pseudo strike
26.31
IV
71.5%
B/E move
6.5%

35Δ

Calls
Pseudo strike
28.83
IV
73.1%
B/E move
6.9%
Puts
Pseudo strike
26.64
IV
73.0%
B/E move
5.8%

40Δ

Calls
Pseudo strike
28.40
IV
71.3%
B/E move
5.8%
Puts
Pseudo strike
27.04
IV
69.7%
B/E move
4.8%

45Δ

Calls
Pseudo strike
28.08
IV
75.6%
B/E move
5.3%
Puts
Pseudo strike
27.37
IV
78.1%
B/E move
4.6%

50Δ

Calls
Pseudo strike
27.72
IV
72.7%
B/E move
4.4%
Puts
Pseudo strike
27.72
IV
77.4%
B/E move
4.0%

55Δ

Calls
Pseudo strike
27.37
IV
68.4%
B/E move
3.5%
Puts
Pseudo strike
28.09
IV
74.4%
B/E move
3.2%

60Δ

Calls
Pseudo strike
27.05
IV
66.1%
B/E move
2.8%
Puts
Pseudo strike
28.55
IV
82.5%
B/E move
3.0%

65Δ

Calls
Pseudo strike
26.75
IV
64.0%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
26.46
IV
61.6%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
26.22
IV
57.5%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
25.97
IV
53.6%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend53.86%
Daily close
SPXS29.5%47.4%65.2%2026-08-10: 36.26%2026-08-11: 40.97%2026-08-12: 40.46%2026-08-13: 61.74%2026-08-14: 33.27%2026-08-17: 35.52%2026-08-18: 36.35%2026-08-19: 37.49%2026-08-20: 43.50%2026-08-21: 35.77%2026-08-24: 38.78%2026-08-25: 37.97%2026-08-26: 39.19%2026-08-27: 34.93%2026-08-28: 34.41%2026-08-31: 36.05%2026-09-01: 41.07%2026-09-02: 39.80%2026-09-04: 34.13%2026-09-08: 39.48%2026-09-09: 41.73%2026-09-10: 62.77%2026-09-11: 38.79%2026-09-14: 44.35%2026-09-15: 50.39%2026-09-16: 55.43%2026-09-17: 39.37%2026-09-18: 34.95%2026-09-21: 34.91%2026-09-22: 32.01%2026-09-23: 38.75%2026-09-24: 42.38%2026-09-25: 35.63%2026-09-28: 39.36%2026-09-29: 41.81%2026-09-30: 41.88%2026-10-01: 40.36%2026-10-02: 35.22%2026-10-05: 33.61%2026-10-06: 31.98%2026-10-07: 34.62%2026-10-09: 33.43%2026-10-12: 35.46%2026-10-13: 36.19%2026-10-14: 42.79%2026-10-15: 35.35%2026-10-16: 44.60%2026-10-19: 45.29%2026-10-20: 45.29%2026-10-21: 41.71%2026-10-22: 56.99%2026-10-23: 52.99%2026-10-26: 47.02%2026-10-27: 44.54%2026-10-28: 58.22%2026-10-29: 45.55%2026-10-30: 53.86%Aug 10Sep 21Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
36.26%
40.97%
40.46%
61.74%
33.27%
35.52%
36.35%
37.49%
43.50%
35.77%
38.78%
37.97%
39.19%
34.93%
34.41%
36.05%
41.07%
39.80%
34.13%
39.48%
41.73%
62.77%
38.79%
44.35%
50.39%
55.43%
39.37%
34.95%
34.91%
32.01%
38.75%
42.38%
35.63%
39.36%
41.81%
41.88%
40.36%
35.22%
33.61%
31.98%
34.62%
33.43%
35.46%
36.19%
42.79%
35.35%
44.60%
45.29%
45.29%
41.71%
56.99%
52.99%
47.02%
44.54%
58.22%
45.55%
53.86%