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Direxion Daily Aerospace & Defense Bull 3X ETF DFEN

i

Market dataready · fetched 2026-11-12T14:56:28.163Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T14:56:24.150719978Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:56:27.600288+00:00

Share price$52.21
1D-2.2%
$52.12$52.73$53.33$53.93$54.535:30 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$0.88$2.92$4.97$7.01$9.05$40.29$45.85$51.41$56.97$62.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DFEN spot · $52.21DFEN PRICE$1.24$1.60$1.60$1.95$2.48$3.19$3.55$4.20$6.11$8.46$1.10$1.55$1.39$1.58$1.93$2.17$2.40$2.68$3.26$3.92$4.17$4.42
Puts——
Calls——
Skew——
Implied moveBullish±$5.36
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ59.34113.9%16.0%48.3387.4%9.6%
30Δ58.19118.6%14.5%48.9797.2%9.2%
35Δ55.7395.0%9.8%50.4172.0%6.1%
40Δ54.6895.2%8.5%51.2167.5%5.0%
45Δ53.87102.9%7.9%51.8668.8%4.4%
50Δ53.01114.6%7.6%52.4866.1%3.6%
55Δ51.87109.1%6.1%53.0962.6%2.9%
60Δ50.82113.0%5.4%53.6660.4%2.4%
65Δ54.4363.0%2.0%
70Δ48.20126.3%4.0%55.2465.8%1.7%
75Δ55.7460.9%1.2%
80Δ45.07134.6%2.5%56.1955.7%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
59.34
IV
113.9%
B/E move
16.0%
Puts
Pseudo strike
48.33
IV
87.4%
B/E move
9.6%

30Δ

Calls
Pseudo strike
58.19
IV
118.6%
B/E move
14.5%
Puts
Pseudo strike
48.97
IV
97.2%
B/E move
9.2%

35Δ

Calls
Pseudo strike
55.73
IV
95.0%
B/E move
9.8%
Puts
Pseudo strike
50.41
IV
72.0%
B/E move
6.1%

40Δ

Calls
Pseudo strike
54.68
IV
95.2%
B/E move
8.5%
Puts
Pseudo strike
51.21
IV
67.5%
B/E move
5.0%

45Δ

Calls
Pseudo strike
53.87
IV
102.9%
B/E move
7.9%
Puts
Pseudo strike
51.86
IV
68.8%
B/E move
4.4%

50Δ

Calls
Pseudo strike
53.01
IV
114.6%
B/E move
7.6%
Puts
Pseudo strike
52.48
IV
66.1%
B/E move
3.6%

55Δ

Calls
Pseudo strike
51.87
IV
109.1%
B/E move
6.1%
Puts
Pseudo strike
53.09
IV
62.6%
B/E move
2.9%

60Δ

Calls
Pseudo strike
50.82
IV
113.0%
B/E move
5.4%
Puts
Pseudo strike
53.66
IV
60.4%
B/E move
2.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.43
IV
63.0%
B/E move
2.0%

70Δ

Calls
Pseudo strike
48.20
IV
126.3%
B/E move
4.0%
Puts
Pseudo strike
55.24
IV
65.8%
B/E move
1.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.74
IV
60.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
45.07
IV
134.6%
B/E move
2.5%
Puts
Pseudo strike
56.19
IV
55.7%
B/E move
0.8%

Options history

IV · four-Friday blend74.64%
Daily EOD
DFEN72.1%75.8%79.4%2026-10-19: 73.55%2026-10-20: 73.77%2026-10-21: 72.60%2026-10-22: 74.98%2026-10-23: 78.90%2026-10-26: 78.90%2026-10-27: 77.64%2026-10-28: 75.93%2026-10-29: 74.93%2026-10-30: 74.64%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
73.55%
73.77%
72.60%
74.98%
78.90%
78.90%
77.64%
75.93%
74.93%
74.64%