SPDN · Direxion Daily S&P 500 Bear 1X Shares ETF

Alerts for SPDN

$8.51 +0.04 (+0.47%) At close · Sep 4

Options Chain

Underlying $8.51 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 12 days to expiry · 34 contracts · mixed daily-bar sessions · Jul 27, 2026–Sep 4, 2026; 26 unknown

Put / call OI

0.01

Call-heavy positioning

Open interest

142

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$8.00

$0.51 below spot

ATM implied vol

30.7%

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
—	2	—	—	$7.00	$7.90	$7.85		—	$0.00	$0.05	—	—	—	—
Call · $1 In the money Daily-bar session Jul 28, 2026 Quote as of 2026-09-04 19:59:52.815 UTC Last $7.85 Breakeven $8.85 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 13:47:14.990 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	2	—	—	$6.00	$6.90	$6.80		—	$0.00	$0.05	—	—	—	—
Call · $2 In the money Daily-bar session Jul 28, 2026 Quote as of 2026-09-04 19:59:52.821 UTC Last $6.80 Breakeven $8.80 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 16:44:49.054 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$5.10	$5.90	—		—	$0.00	$0.20	—	—	—	—
Call · $3 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:53.040 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 19:59:52.808 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	2	—	—	$4.10	$4.90	$4.80		—	$0.00	$0.20	—	—	—	—
Call · $4 In the money Daily-bar session Jul 27, 2026 Quote as of 2026-09-04 19:59:53.027 UTC Last $4.80 Breakeven $8.80 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 19:59:52.874 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$3.10	$3.90	—		—	$0.00	$0.20	—	—	—	—
Call · $5 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:52.960 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 19:59:52.851 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	1	—	—	$2.10	$2.85	$2.85		—	$0.00	$0.20	—	—	—	—
Call · $6 In the money Daily-bar session Jul 29, 2026 Quote as of 2026-09-04 19:59:52.908 UTC Last $2.85 Breakeven $8.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $6 Daily-bar session Unknown Quote as of 2026-09-04 19:59:52.851 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$1.10	$1.85	—		—	$0.00	$0.20	—	—	—	—
Call · $7 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:52.820 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $7 Daily-bar session Unknown Quote as of 2026-09-04 19:59:52.874 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
118	2	—	—	$0.15	$0.80	$0.85		—	$0.00	$0.40	—	—	—	—
Call · $8 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:55.501 UTC Last $0.85 Breakeven $8.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 118 OI effective date Sep 3, 2026 Model this call Put · $8 Daily-bar session Unknown Quote as of 2026-09-04 19:59:52.851 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
Underlying $8.51
18	18	—	—	$0.00	$0.40	$0.05		$0.45	$0.15	$0.90	-0.82	30.7%	2	2
Call · $9 Daily-bar session Sep 1, 2026 Quote as of 2026-09-04 19:59:20.552 UTC Last $0.05 Breakeven $9.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 18 OI effective date Sep 3, 2026 Model this call Put · $9 In the money Daily-bar session Aug 19, 2026 Quote as of 2026-09-04 19:59:52.434 UTC Last $0.45 Breakeven $8.55 Implied vol 30.7% Delta -0.82 ≈82% ITM Gamma 0.533 Theta -0.004 Vega 0.004 Open interest 2 OI effective date Sep 3, 2026 Model this put
3	2	—	—	$0.00	$0.40	$0.04		—	$1.15	$1.90	-0.897	64%	—	—
Call · $10 Daily-bar session Jul 29, 2026 Quote as of 2026-09-04 19:59:21.367 UTC Last $0.04 Breakeven $10.04 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 OI effective date Sep 3, 2026 Model this call Put · $10 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:34.525 UTC Last — Breakeven — Implied vol 64% Delta -0.897 ≈90% ITM Gamma 0.175 Theta -0.006 Vega 0.003 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.20	—		—	$2.15	$2.90	-0.92	90.7%	—	—
Call · $11 Daily-bar session Unknown Quote as of 2026-09-04 19:59:20.959 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $11 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:34.725 UTC Last — Breakeven — Implied vol 90.7% Delta -0.92 ≈92% ITM Gamma 0.102 Theta -0.007 Vega 0.002 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.20	—		—	$3.10	$4.00	—	—	—	—
Call · $12 Daily-bar session Unknown Quote as of 2026-09-04 19:59:29.167 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 19:59:35.366 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.20	—		—	$4.10	$4.90	—	—	—	—
Call · $13 Daily-bar session Unknown Quote as of 2026-09-04 19:59:37.290 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 19:59:34.997 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.20	—		—	$5.10	$5.90	—	—	—	—
Call · $14 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.530 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 19:59:35.084 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.20	—		—	$6.10	$7.00	—	—	—	—
Call · $15 Daily-bar session Unknown Quote as of 2026-09-04 19:59:20.959 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 19:59:49.459 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.20	—		—	$7.10	$8.00	—	—	—	—
Call · $16 Daily-bar session Unknown Quote as of 2026-09-04 19:59:29.167 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 19:59:49.965 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.20	—		—	$8.10	$9.00	—	—	—	—
Call · $17 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.252 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 19:59:53.763 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 27, 2026–Sep 4, 2026; 26 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.