Pre-market
⌘K
Sign in Sign up

Direxion Shares ETF Trust Direxion AMDD 22.49 -2.63 -10.47%

AMDD Historical Options Analysis

Explore AMDD (Direxion Shares ETF Trust Direxion) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

AMDD / Comparative study

3 signals / 94 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.56
3.31
Mean
16.42
Window
--
ATM IV z -0.20
0.63
Mean
1.01
Window
-47.6%
IV Percentile z 0.19
34.41
Mean
28.67
Window
--
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.50 0.87
ATM IV 0.50 1.00 0.38
IV Percent... 0.87 0.38 1.00
Source observations

Data inspector

1-50 of 94
  • 1 / 2
Date Close IV Rank ATM IV IV Percentile
2026-09-21 22.49 3.31 0.63 34.41
2026-09-18 25.12 2.54 0.48 5.43
2026-09-17 25.8 2.72 0.51 15.38
2026-09-16 27.52 2.69 0.51 12.22
2026-09-15 27.99 2.66 0.5 11.24
2026-09-14 28.59 2.73 0.52 13.64
2026-09-11 27.4 2.6 0.49 9.2
2026-09-10 28.06 2.56 0.48 5.81
2026-09-09 27.17 2.96 0.56 22.35
2026-09-08 28.03 2.91 0.55 21.43
2026-09-07 29.88 2.79 0.53 13.25
2026-09-04 29.77 2.54 0.48 4.88
2026-09-03 31.21 2.45 0.46 3.7
2026-09-02 31.14 2.43 0.46 2.5
2026-09-01 30.95 2.57 0.49 2.53
2026-08-31 30.29 2.6 0.49 2.56
2026-08-28 30.54 2.4 0.45 1.3
2026-08-27 29.85 2.7 0.51 2.63
2026-08-26 29.59 2.7 0.51 2.67
2026-08-25 29.67 2.88 0.54 6.76
2026-08-24 31.2 2.64 0.5 1.37
2026-08-21 30.12 2.85 0.54 2.78
2026-08-20 30.38 2.89 0.55 7.04
2026-08-19 30.58 2.87 0.54 2.86
2026-08-18 29.48 3.04 0.58 5.8
2026-08-17 28.25 2.78 0.53 1.47
2026-08-14 27.82 3.13 0.59 4.48
2026-08-13 29.69 2.89 0.55 3.03
2026-08-12 29.71 2.89 0.55 1.54
2026-08-11 30.29 3.2 0.61 1.56
2026-08-10 30.56 3.21 0.61 3.17
2026-08-07 29.71 3.21 0.61 1.61
2026-08-06 29.32 3.7 0.7 4.92
2026-08-05 29.77 3.65 0.69 3.33
2026-08-04 27.36 4.27 0.81 13.56
2026-08-03 29.92 4.32 0.82 15.52
2026-07-31 30.42 4.4 0.83 17.54
2026-07-30 29.84 4.82 0.91 48.21
2026-07-29 34.33 4.14 0.78 9.09
2026-07-28 32.53 4.48 0.85 22.22
2026-07-27 30.05 4.67 0.88 39.62
2026-07-24 28.56 4.39 0.83 15.38
2026-07-23 27.67 5.17 0.98 62.75
2026-07-22 27.03 4.56 0.86 30
2026-07-21 27.42 4.8 0.91 42.86
2026-07-20 29.85 4.54 0.86 29.17
2026-07-17 30.34 4.5 0.85 23.4
2026-07-16 30.03 0 0.000240 0
2026-07-15 28.46 100 18.89 100
2026-07-14 27.55 13.68 0.8 11.36