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Direxion Daily Aerospace & Defense Bull 3X ETF DFEN

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Market datapartial · fetched 2026-10-23T16:48:02.544Z

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 · 2026-10-23T16:43:24.479135025Z

FundamentalsAlpha Vantage · unavailable

Share price$43.54
1D-0.5%
$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$0.69$6.08$11.48$16.87$22.26$29.07$35.65$42.22$48.80$55.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFEN spot · $43.54DFEN PRICE$1.27$1.29$1.44$2.02$2.18$2.78$3.44$3.48$3.89$4.42$5.26$6.28$7.31$1.38$1.83$2.28$2.92$4.04$5.05$4.91$6.66$8.32$9.99$10.78$13.46$20.71
PutsExpensive1.23×
CallsFair1.02×
SkewBearish+23.23 pp
Implied moveBearish±$8.36
TiltBearish34.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.78107.8%37.9%36.4887.8%19.4%
25Δ51.8879.3%22.1%38.0387.1%16.8%
30Δ49.1869.0%16.3%39.5986.5%14.3%
35Δ48.7579.6%16.6%40.9489.0%12.7%
40Δ46.7370.1%12.3%42.2999.4%12.1%
45Δ45.8576.5%11.7%43.88102.7%10.8%
50Δ44.8482.2%10.9%44.9587.1%8.0%
55Δ43.4270.0%7.7%46.8998.2%7.6%
60Δ42.4067.8%6.3%48.96103.8%6.7%
65Δ41.3666.8%5.1%51.08106.4%5.6%
70Δ40.1970.0%4.4%52.48100.0%4.2%
75Δ38.8370.8%3.6%55.51105.5%3.4%
80Δ37.4571.0%2.8%62.95129.3%3.0%

20Δ

Calls
Pseudo strike
58.78
IV
107.8%
B/E move
37.9%
Puts
Pseudo strike
36.48
IV
87.8%
B/E move
19.4%

25Δ

Calls
Pseudo strike
51.88
IV
79.3%
B/E move
22.1%
Puts
Pseudo strike
38.03
IV
87.1%
B/E move
16.8%

30Δ

Calls
Pseudo strike
49.18
IV
69.0%
B/E move
16.3%
Puts
Pseudo strike
39.59
IV
86.5%
B/E move
14.3%

35Δ

Calls
Pseudo strike
48.75
IV
79.6%
B/E move
16.6%
Puts
Pseudo strike
40.94
IV
89.0%
B/E move
12.7%

40Δ

Calls
Pseudo strike
46.73
IV
70.1%
B/E move
12.3%
Puts
Pseudo strike
42.29
IV
99.4%
B/E move
12.1%

45Δ

Calls
Pseudo strike
45.85
IV
76.5%
B/E move
11.7%
Puts
Pseudo strike
43.88
IV
102.7%
B/E move
10.8%

50Δ

Calls
Pseudo strike
44.84
IV
82.2%
B/E move
10.9%
Puts
Pseudo strike
44.95
IV
87.1%
B/E move
8.0%

55Δ

Calls
Pseudo strike
43.42
IV
70.0%
B/E move
7.7%
Puts
Pseudo strike
46.89
IV
98.2%
B/E move
7.6%

60Δ

Calls
Pseudo strike
42.40
IV
67.8%
B/E move
6.3%
Puts
Pseudo strike
48.96
IV
103.8%
B/E move
6.7%

65Δ

Calls
Pseudo strike
41.36
IV
66.8%
B/E move
5.1%
Puts
Pseudo strike
51.08
IV
106.4%
B/E move
5.6%

70Δ

Calls
Pseudo strike
40.19
IV
70.0%
B/E move
4.4%
Puts
Pseudo strike
52.48
IV
100.0%
B/E move
4.2%

75Δ

Calls
Pseudo strike
38.83
IV
70.8%
B/E move
3.6%
Puts
Pseudo strike
55.51
IV
105.5%
B/E move
3.4%

80Δ

Calls
Pseudo strike
37.45
IV
71.0%
B/E move
2.8%
Puts
Pseudo strike
62.95
IV
129.3%
B/E move
3.0%

Options history

DFEN72.4173.7975.172026-10-20: 73.77%2026-10-21: 72.60%2026-10-22: 74.98%Oct 20Oct 22
Table
DateIV
73.77%
72.60%
74.98%