ERY · Direxion Daily Energy Bear 2X Shares ETF

Alerts for ERY

$8.91 +0.16 (+1.83%) At close · Sep 4

Options Chain

Underlying $8.91 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 12 days to expiry · 42 contracts · mixed daily-bar sessions · Jul 20, 2026–Sep 4, 2026; 34 unknown

Put / call OI

0.35

Call-heavy positioning

Open interest

237

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$9.00

$0.09 above spot

ATM implied vol

65.5%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 12d Oct 16 40d Jan 15 131d Apr 16 222d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	—	—	$7.10	$8.60	—		—	$0.00	$0.05	—	—	—	—
Call · $1 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:11.906 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $1 Daily-bar session Unknown Quote as of 2026-09-04 13:43:57.676 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$6.10	$7.60	—		—	$0.00	$0.75	—	—	—	—
Call · $2 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:11.906 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $2 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.444 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$5.10	$6.50	—		—	$0.00	$0.75	—	—	—	—
Call · $3 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.445 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $3 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.444 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$4.30	$5.80	—		—	$0.00	$0.75	—	—	—	—
Call · $4 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.444 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $4 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.444 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$3.20	$4.80	—		—	$0.00	$0.75	—	—	—	—
Call · $5 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.444 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $5 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.444 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$2.20	$3.70	—		—	$0.00	$0.75	—	—	—	—
Call · $6 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.444 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $6 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.444 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	117.5%	0.893	$1.55	$2.50	—		—	$0.00	$0.75	—	—	—	—
Call · $7 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.444 UTC Last — Breakeven — Implied vol 117.5% Delta 0.893 ≈89% ITM Gamma 0.097 Theta -0.015 Vega 0.003 Open interest — OI effective date — Model this call Put · $7 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.444 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	31.7%	0.973	$0.55	$1.30	—		$0.05	$0.00	$0.75	—	—	1	1
Call · $8 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.444 UTC Last — Breakeven — Implied vol 31.7% Delta 0.973 ≈97% ITM Gamma 0.122 Theta -0.002 Vega 0.001 Open interest — OI effective date — Model this call Put · $8 Daily-bar session Aug 25, 2026 Quote as of 2026-09-04 19:59:59.444 UTC Last $0.05 Breakeven $7.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
Underlying $8.91
46	3	63.9%	0.493	$0.25	$0.50	$0.28		$0.41	$0.10	$0.85	-0.505	67.1%	10	37
Call · $9 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.473 UTC Last $0.28 Breakeven $9.28 Implied vol 63.9% Delta 0.493 ≈49% ITM Gamma 0.386 Theta -0.018 Vega 0.006 Open interest 46 OI effective date Sep 3, 2026 Model this call Put · $9 In the money Daily-bar session Sep 1, 2026 Quote as of 2026-09-04 19:59:59.444 UTC Last $0.41 Breakeven $8.59 Implied vol 67.1% Delta -0.505 ≈50% ITM Gamma 0.368 Theta -0.018 Vega 0.006 Open interest 37 OI effective date Sep 3, 2026 Model this put
106	85	—	—	$0.00	$0.50	$0.15		$1.30	$0.80	$1.50	-0.847	58.6%	5	15
Call · $10 Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:59:59.458 UTC Last $0.15 Breakeven $10.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 106 OI effective date Sep 3, 2026 Model this call Put · $10 In the money Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:59:59.444 UTC Last $1.30 Breakeven $8.70 Implied vol 58.6% Delta -0.847 ≈85% ITM Gamma 0.25 Theta -0.008 Vega 0.004 Open interest 15 OI effective date Sep 3, 2026 Model this put
22	1	—	—	$0.00	$0.45	$0.10		$1.05	$1.75	$2.70	-0.83	109.9%	10	9
Call · $11 Daily-bar session Aug 26, 2026 Quote as of 2026-09-04 19:59:59.444 UTC Last $0.10 Breakeven $11.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 22 OI effective date Sep 3, 2026 Model this call Put · $11 In the money Daily-bar session Jul 28, 2026 Quote as of 2026-09-04 19:59:59.445 UTC Last $1.05 Breakeven $9.95 Implied vol 109.9% Delta -0.83 ≈83% ITM Gamma 0.143 Theta -0.018 Vega 0.004 Open interest 9 OI effective date Sep 3, 2026 Model this put
—	—	—	—	$0.00	$0.75	—		—	$2.25	$3.80	—	—	—	—
Call · $12 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.475 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $12 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.444 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$3.50	$4.80	—	—	—	—
Call · $13 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.474 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $13 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.445 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$4.50	$5.80	—	—	—	—
Call · $14 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.475 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $14 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.444 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$5.40	$6.90	—	—	—	—
Call · $15 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.459 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $15 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.445 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$6.40	$7.90	—	—	—	—
Call · $16 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.474 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $16 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.829 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$7.40	$8.90	—	—	—	—
Call · $17 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.474 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $17 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:37.651 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$8.40	$9.90	—	—	—	—
Call · $18 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.474 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $18 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.435 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$9.40	$10.90	—	—	—	—
Call · $19 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.474 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $19 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.829 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	1	—	—	$0.00	$0.75	$0.10		—	$10.20	$11.80	—	—	—	—
Call · $20 Daily-bar session Jul 20, 2026 Quote as of 2026-09-04 19:59:59.472 UTC Last $0.10 Breakeven $20.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $20 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.435 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$11.20	$12.80	—	—	—	—
Call · $21 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.473 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $21 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.435 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put

About this data

Each contract's last price, day range and volume belong to the daily-bar session shown in its details; unknown means the source omitted that timestamp. Open interest has its own effective date shown separately; implied volatility and greeks are model values computed when fetched. This chain has mixed daily-bar sessions · Jul 20, 2026–Sep 4, 2026; 34 unknown. Positioning totals are shown only when every returned open-interest value has the same known effective date. Bid and ask are real-time consolidated OPRA readings.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.