I think this is one of those times that I would def say, go with your Tour Operator and if its Thomson, then you are restricted to Thursdays, but the price is the same as the bus and you do have a full day and a guide.
The taxi will cost you an arm and a leg .
The bus run regularly from Benidorm's new bus station, the price is between €24.80 and €30.20 each, return and it can take from as little as 1 hour 30 mins to 4 hours...it all depends on which bus you catch, certain ones sit in Denia from between 15mins and 1hr.45mins....so that's going to be between €50/60 for 2 people (return) on the bus and you have to get/trek to the new bus station before you do anything.
THOMSON DETAILS CLICK HERE
Click on image to enlarge.
Sanjiiiiiiiiiii