IntraAlpha
Create free account Start free

Direxion Daily Aerospace & Defense Bull 3X ETF DFEN

i

Market datapartial · fetched 2026-10-23T14:10:31.196Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T14:08:48.929614749Z

FundamentalsAlpha Vantage · unavailable

Share price$42.17
1D-3.6%
$40.33$41.25$42.17$43.08$44.005:30 AM6:30 AM9:00 AM1:00 PMDFEN
Sold putSold call

Direxion Daily Aerospace & Defense Bull 3X ETF options

Live interpolated DFEN call and put midpoint premiums by absolute delta.Direxion Daily Aerospace & Defense Bull 3X ETF$0.80$4.91$9.03$13.15$17.27$29.12$35.68$42.25$48.81$55.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFEN spot · $42.16DFEN PRICE$1.31$1.24$1.51$1.99$2.53$3.18$3.33$3.72$4.36$4.99$5.84$6.69$7.53$1.28$1.77$2.25$2.73$2.95$4.15$5.01$5.73$6.63$7.84$9.67$11.34$16.08
PutsExpensive1.12×
CallsExpensive1.14×
SkewBearish+5.94 pp
Implied moveBearish±$8.34
TiltBearish23.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.40115.9%41.6%35.5985.1%18.6%
25Δ50.2479.2%22.1%36.9585.4%16.6%
30Δ48.2575.6%18.0%38.3185.6%14.5%
35Δ47.2881.1%16.8%39.6785.9%12.4%
40Δ46.2486.5%15.7%40.9877.8%9.8%
45Δ45.1492.9%14.6%42.2889.4%9.6%
50Δ43.3781.4%10.7%43.6690.9%8.3%
55Δ42.1578.6%8.8%44.9789.0%6.9%
60Δ40.9880.1%7.5%46.3788.2%5.8%
65Δ39.7979.4%6.2%47.9989.6%4.8%
70Δ38.5079.1%5.2%50.1594.0%4.0%
75Δ37.2278.9%4.1%52.2194.4%3.1%
80Δ35.9378.6%3.1%57.18109.1%2.5%

20Δ

Calls
Pseudo strike
58.40
IV
115.9%
B/E move
41.6%
Puts
Pseudo strike
35.59
IV
85.1%
B/E move
18.6%

25Δ

Calls
Pseudo strike
50.24
IV
79.2%
B/E move
22.1%
Puts
Pseudo strike
36.95
IV
85.4%
B/E move
16.6%

30Δ

Calls
Pseudo strike
48.25
IV
75.6%
B/E move
18.0%
Puts
Pseudo strike
38.31
IV
85.6%
B/E move
14.5%

35Δ

Calls
Pseudo strike
47.28
IV
81.1%
B/E move
16.8%
Puts
Pseudo strike
39.67
IV
85.9%
B/E move
12.4%

40Δ

Calls
Pseudo strike
46.24
IV
86.5%
B/E move
15.7%
Puts
Pseudo strike
40.98
IV
77.8%
B/E move
9.8%

45Δ

Calls
Pseudo strike
45.14
IV
92.9%
B/E move
14.6%
Puts
Pseudo strike
42.28
IV
89.4%
B/E move
9.6%

50Δ

Calls
Pseudo strike
43.37
IV
81.4%
B/E move
10.7%
Puts
Pseudo strike
43.66
IV
90.9%
B/E move
8.3%

55Δ

Calls
Pseudo strike
42.15
IV
78.6%
B/E move
8.8%
Puts
Pseudo strike
44.97
IV
89.0%
B/E move
6.9%

60Δ

Calls
Pseudo strike
40.98
IV
80.1%
B/E move
7.5%
Puts
Pseudo strike
46.37
IV
88.2%
B/E move
5.8%

65Δ

Calls
Pseudo strike
39.79
IV
79.4%
B/E move
6.2%
Puts
Pseudo strike
47.99
IV
89.6%
B/E move
4.8%

70Δ

Calls
Pseudo strike
38.50
IV
79.1%
B/E move
5.2%
Puts
Pseudo strike
50.15
IV
94.0%
B/E move
4.0%

75Δ

Calls
Pseudo strike
37.22
IV
78.9%
B/E move
4.1%
Puts
Pseudo strike
52.21
IV
94.4%
B/E move
3.1%

80Δ

Calls
Pseudo strike
35.93
IV
78.6%
B/E move
3.1%
Puts
Pseudo strike
57.18
IV
109.1%
B/E move
2.5%

Options history

DFEN72.5173.1973.872026-10-20: 73.77%2026-10-21: 72.60%Oct 20Oct 21
Table
DateIV
73.77%
72.60%