Direxion Daily Energy Bear 2X Shares
(ERY)
New York Stock Exchange Arca - Financial Services - Asset Management - Leveraged
Total Open Interest
Report Date: 2025-04-25
Total Volume
Report Date: 2025-04-25
Earnings
Next Earnings:
-
Dividends
Next Dividend:
-
Key Fundamentals
Volume
184
Vol 5D
247
Vol 20D
472
Vol 60D
323
52 High
$31.02
52 Low
$19.64
$ Target
-
Mkt Cap
16.3M
Beta
-1.51
Profit %
-
Divd %
4.16%
P/E
-
Fwd P/E
-
PEG
-
RoA
-
RoE
-
RoOM
-
Rev/S
-
P/S
-
P/B
-
Bk Value
-
EPS
-
EPS Est.
-
EPS Next
-
EV/R
-
EV/EB
-
F/SO
%
IVol Rank
12
1D
-2.89%
5D
-6.83%
10D
-1.76%
1M
19.10%
3M
14.39%
6M
8.57%
1Y
-
Open Interest by Expiration
Report Date: 2025-04-25
30D RVOL & IVOL
Report Date: 2025-04-25
Balance Sheet
Report Date:
-
Income
Report Date:
-
Options Market
Report Date: 2025-04-25
Upcoming OpEx: 2025-05-16
Open Interest by Expiration and Strike
Delta
Gamma
Implied Volatility Distribution
Max Pain
OpEx Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-05-16 | CALL | 22.0 | 45.0 |
| 2025-05-16 | CALL | 31.0 | 44.0 |
| 2025-05-16 | CALL | 20.0 | 30.0 |
| 2025-05-16 | PUT | 25.0 | 30.0 |
| 2025-05-16 | CALL | 21.0 | 29.0 |
| 2025-05-16 | CALL | 23.0 | 26.0 |
| 2025-05-16 | PUT | 24.0 | 18.0 |
| 2025-05-16 | PUT | 26.0 | 16.0 |
| 2025-05-16 | CALL | 29.0 | 13.0 |
| 2025-05-16 | PUT | 20.0 | 12.0 |
| 2025-05-16 | PUT | 22.0 | 10.0 |
| 2025-05-16 | CALL | 34.0 | 10.0 |
| 2025-05-16 | CALL | 26.0 | 10.0 |
| 2025-05-16 | CALL | 27.0 | 9.0 |
| 2025-05-16 | PUT | 27.0 | 9.0 |
| 2025-05-16 | CALL | 25.0 | 6.0 |
| 2025-05-16 | CALL | 30.0 | 5.0 |
| 2025-05-16 | CALL | 28.0 | 5.0 |
| 2025-05-16 | PUT | 21.0 | 4.0 |
| 2025-05-16 | CALL | 35.0 | 2.0 |
Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-07-18 | CALL | 22.0 | 514.0 |
| 2025-07-18 | PUT | 19.0 | 349.0 |
| 2025-07-18 | PUT | 21.0 | 320.0 |
| 2025-07-18 | CALL | 24.0 | 240.0 |
| 2025-10-17 | PUT | 25.0 | 200.0 |
| 2025-10-17 | CALL | 27.0 | 200.0 |
| 2025-10-17 | CALL | 21.0 | 101.0 |
| 2025-10-17 | PUT | 20.0 | 100.0 |
| 2025-10-17 | CALL | 20.0 | 55.0 |
| 2025-07-18 | PUT | 34.0 | 55.0 |
| 2025-05-16 | CALL | 22.0 | 45.0 |
| 2025-05-16 | CALL | 31.0 | 44.0 |
| 2025-10-17 | CALL | 31.0 | 40.0 |
| 2025-06-20 | CALL | 25.0 | 30.0 |
| 2025-05-16 | CALL | 20.0 | 30.0 |
| 2025-05-16 | PUT | 25.0 | 30.0 |
| 2025-07-18 | CALL | 27.0 | 29.0 |
| 2025-05-16 | CALL | 21.0 | 29.0 |
| 2025-05-16 | CALL | 23.0 | 26.0 |
| 2025-07-18 | CALL | 30.0 | 22.0 |
Options Table
Probability and Expected Value by Expiration Date
| Expiration | Strike | Type | Open Interest | Gamma | P/L | P/L % | Probability | EV |
|---|---|---|---|---|---|---|---|---|
| 2025-05-16 | 15.00 | PUT | 0 | 0.00 | $170.00 | 227.0% | 0.0% | $0.01 |
| 2025-05-16 | 16.00 | PUT | 0 | 0.00 | $170.00 | 227.0% | 0.0% | $0.07 |
| 2025-05-16 | 17.00 | PUT | 0 | 0.00 | $170.00 | 227.0% | 0.0% | $0.28 |
| 2025-05-16 | 18.00 | PUT | 1 | 0.00 | $170.00 | 227.0% | 1.0% | $1.01 |
| 2025-05-16 | 19.00 | PUT | 1 | 0.01 | $170.00 | 227.0% | 2.0% | $3.19 |
| 2025-05-16 | 20.00 | PUT | 12 | 0.14 | $180.00 | 277.0% | 5.0% | $9.21 |
| 2025-05-16 | 21.00 | PUT | 4 | 0.07 | $195.00 | 390.0% | 12.0% | $23.62 |
| 2025-05-16 | 22.00 | PUT | 10 | 0.26 | $195.00 | 390.0% | 29.0% | $57.28 |
| 2025-05-16 | 23.00 | PUT | 1 | 0.03 | $140.00 | 133.0% | 52.0% | $72.20 |
| 2025-05-16 | 24.00 | PUT | 18 | 0.67 | $120.00 | 96.0% | 80.0% | $96.31 |
| 2025-05-16 | 25.00 | CALL | 6 | 0.23 | $50.00 | 36.0% | 80.0% | $40.13 |
| 2025-05-16 | 26.00 | CALL | 10 | 0.34 | $70.00 | 58.0% | 52.0% | $36.10 |
| 2025-05-16 | 27.00 | CALL | 9 | 0.23 | $10.00 | 6.0% | 29.0% | $2.94 |
| 2025-05-16 | 28.00 | CALL | 5 | 0.13 | $110.00 | 138.0% | 15.0% | $16.18 |
| 2025-05-16 | 29.00 | CALL | 13 | 0.28 | $125.00 | 192.0% | 6.0% | $8.04 |
| 2025-05-16 | 30.00 | CALL | 5 | 0.09 | $125.00 | 192.0% | 2.0% | $3.06 |
| 2025-05-16 | 31.00 | CALL | 44 | 0.64 | $155.00 | 443.0% | 1.0% | $1.25 |
| 2025-05-16 | 32.00 | CALL | 1 | 0.01 | $145.00 | 322.0% | 0.0% | $0.33 |
| 2025-05-16 | 33.00 | CALL | 1 | 0.01 | $145.00 | 322.0% | 0.0% | $0.08 |
| 2025-05-16 | 34.00 | CALL | 10 | 0.08 | $160.00 | 533.0% | 0.0% | $0.02 |
| 2025-06-20 | 17.00 | PUT | 0 | 0.00 | $240.00 | 960.0% | 2.0% | $4.50 |
| 2025-06-20 | 18.00 | PUT | 0 | 0.00 | $190.00 | 253.0% | 4.0% | $7.67 |
| 2025-06-20 | 19.00 | PUT | 0 | 0.00 | $230.00 | 657.0% | 8.0% | $18.43 |
| 2025-06-20 | 20.00 | PUT | 0 | 0.00 | $215.00 | 430.0% | 15.0% | $31.62 |
| 2025-06-20 | 21.00 | PUT | 0 | 0.00 | $210.00 | 382.0% | 25.0% | $52.53 |
| 2025-06-20 | 22.00 | PUT | 0 | 0.00 | $165.00 | 165.0% | 40.0% | $65.23 |
| 2025-06-20 | 23.00 | PUT | 4 | 0.09 | $120.00 | 83.0% | 58.0% | $69.88 |
| 2025-06-20 | 24.00 | PUT | 7 | 0.17 | $60.00 | 29.0% | 80.0% | $48.16 |
| 2025-06-20 | 25.00 | CALL | 30 | 0.78 | $50.00 | 23.0% | 88.0% | $44.04 |
| 2025-06-20 | 26.00 | CALL | 0 | 0.00 | $-5.00 | -2.0% | 65.0% | $-3.26 |
| 2025-06-20 | 27.00 | CALL | 1 | 0.02 | $105.00 | 66.0% | 45.0% | $47.59 |
| 2025-06-20 | 28.00 | CALL | 15 | 0.29 | $65.00 | 33.0% | 29.0% | $19.09 |
| 2025-06-20 | 29.00 | CALL | 0 | 0.00 | $115.00 | 77.0% | 18.0% | $20.36 |
| 2025-06-20 | 30.00 | CALL | 3 | 0.05 | $135.00 | 104.0% | 8.0% | $10.82 |
| 2025-06-20 | 31.00 | CALL | 0 | 0.00 | $160.00 | 152.0% | 4.0% | $6.46 |
| 2025-06-20 | 32.00 | CALL | 0 | 0.00 | $180.00 | 212.0% | 2.0% | $3.38 |
| 2025-06-20 | 33.00 | CALL | 0 | 0.00 | $175.00 | 194.0% | 1.0% | $1.41 |
| 2025-06-20 | 34.00 | CALL | 0 | 0.00 | $185.00 | 231.0% | 0.0% | $0.59 |
| 2025-06-20 | 35.00 | CALL | 1 | 0.01 | $195.00 | 279.0% | 0.0% | $0.22 |
| 2025-06-20 | 36.00 | CALL | 0 | 0.00 | $190.00 | 253.0% | 0.0% | $0.07 |
| 2025-06-20 | 37.00 | CALL | 0 | 0.00 | $205.00 | 342.0% | 0.0% | $0.02 |
| 2025-07-18 | 14.00 | PUT | 0 | 0.00 | $265.00 | 353.0% | 0.0% | $0.05 |
| 2025-07-18 | 15.00 | PUT | 0 | 0.00 | $265.00 | 353.0% | 0.0% | $0.21 |
| 2025-07-18 | 16.00 | PUT | 0 | 0.00 | $265.00 | 353.0% | 0.0% | $0.61 |
| 2025-07-18 | 17.00 | PUT | 0 | 0.00 | $265.00 | 353.0% | 1.0% | $2.13 |
| 2025-07-18 | 18.00 | PUT | 1 | 0.01 | $290.00 | 580.0% | 2.0% | $5.44 |
| 2025-07-18 | 19.00 | PUT | 349 | 3.62 | $280.00 | 467.0% | 5.0% | $14.33 |
| 2025-07-18 | 20.00 | PUT | 3 | 0.04 | $250.00 | 278.0% | 10.0% | $24.74 |
| 2025-07-18 | 21.00 | PUT | 320 | 4.17 | $130.00 | 62.0% | 21.0% | $27.47 |
| 2025-07-18 | 22.00 | PUT | 5 | 0.08 | $155.00 | 84.0% | 34.0% | $53.03 |
| 2025-07-18 | 23.00 | PUT | 2 | 0.03 | $135.00 | 66.0% | 58.0% | $78.61 |
| 2025-07-18 | 24.00 | PUT | 9 | 0.17 | $65.00 | 24.0% | 80.0% | $52.17 |
| 2025-07-18 | 25.00 | CALL | 10 | 0.23 | $25.00 | 10.0% | 88.0% | $22.02 |
| 2025-07-18 | 26.00 | CALL | 11 | 0.24 | $-35.00 | -11.0% | 58.0% | $-20.38 |
| 2025-07-18 | 27.00 | CALL | 29 | 0.63 | $20.00 | 8.0% | 40.0% | $7.91 |
| 2025-07-18 | 28.00 | CALL | 15 | 0.31 | $110.00 | 63.0% | 21.0% | $23.24 |
| 2025-07-18 | 29.00 | CALL | 10 | 0.19 | $45.00 | 19.0% | 12.0% | $5.45 |
| 2025-07-18 | 30.00 | CALL | 22 | 0.40 | $75.00 | 36.0% | 5.0% | $3.84 |
| 2025-07-18 | 31.00 | CALL | 1 | 0.02 | $160.00 | 128.0% | 2.0% | $3.91 |
| 2025-07-18 | 32.00 | CALL | 0 | 0.00 | $150.00 | 111.0% | 1.0% | $1.21 |
| 2025-07-18 | 33.00 | CALL | 0 | 0.00 | $165.00 | 138.0% | 0.0% | $0.52 |
| 2025-07-18 | 34.00 | CALL | 0 | 0.00 | $175.00 | 159.0% | 0.0% | $0.14 |
| 2025-07-18 | 35.00 | CALL | 1 | 0.01 | $190.00 | 200.0% | 0.0% | $0.05 |
Call/Put Open Interest and Volatility Skew
Vega