AMDD
Direxion Daily AMD Bear 1X ETFOpen23.02−0.08 −0.35%USD
NasdaqGM · as of Oct 13, 13:39 ET · 15m delay
Open
23.72
Prev close
23.10
Day range
22.8324.00
52-week range
20.86105.75
Volume
310.59K0.50×
Div yield
13.15%
From 52w high
−78.23%
AMDD market-implied price distribution
AMDD Price at Expiry
13 OTM quotes · ATM IV 57.0%
Days to expiry
38
Fri, Nov 20, 2026
P(finish above spot)
38%
spot 23.02
Expected price
24.16
forward 23.04
68% range
20–26
−12.5% / +12.5%
Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
Target Price
Percentiles
| Chance below | Price | vs spot |
|---|---|---|
| 5% | 18.19 | −21.0% |
| 16% | 20.13 | −12.5% |
| 25% | 20.77 | −9.8% |
| 50% (median) | 22.21 | −3.5% |
| 75% | 24.23 | +5.3% |
| 84% | 25.90 | +12.5% |
| 95% | 43.42 | +88.6% |
Move Odds
| Up 5% or more (24.17) | 25% |
|---|---|
| Up 10% or more (25.32) | 18% |
| Down 5% or more (21.87) | 44% |
| Down 10% or more (20.72) | 24% |
Options price a 10%+ drop at 24%, 0.8× the 31% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.