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Direxion Daily Regional Banks Bull 3X ETF DPST

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Market dataready · fetched 2026-10-21T16:58:08.898Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:52:20.799365322Z

FundamentalsAlpha Vantage · ready

Share price$113.68
1D-0.3%
$112.16$112.81$113.47$114.12$114.775:30 AM6:30 AM9:00 AM1:00 PMDPST
Sold putSold call

Direxion Daily Regional Banks Bull 3X ETF options

Live interpolated DPST call and put midpoint premiums by absolute delta.Direxion Daily Regional Banks Bull 3X ETF$0.59$2.86$5.13$7.40$9.67$102.69$108.71$114.74$120.76$126.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DPST spot · $113.68DPST PRICE$0.83$1.13$1.49$1.68$2.01$2.37$3.02$3.91$4.11$4.53$5.10$6.06$6.91$1.00$1.36$1.56$2.20$2.31$2.91$3.24$4.27$4.78$5.29$6.44$7.75$9.02
PutsExpensive1.43×
CallsCheap0.74×
SkewBearish+7.69 pp
Implied moveBearish±$6.26
TiltBearish9.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ120.6190.9%6.8%106.98102.4%6.8%
25Δ119.4193.2%6.0%108.31103.3%5.9%
30Δ118.3396.2%5.4%109.8994.0%4.7%
35Δ116.8387.7%4.3%110.72105.1%4.5%
40Δ115.8186.7%3.6%112.0192.4%3.5%
45Δ114.8486.0%3.1%112.9797.4%3.2%
50Δ113.9893.9%2.9%113.9792.4%2.6%
55Δ112.95105.1%2.8%115.14103.7%2.5%
60Δ111.9795.2%2.1%116.17100.2%2.0%
65Δ111.0590.9%1.7%117.1796.0%1.6%
70Δ110.0889.0%1.3%118.59101.0%1.3%
75Δ108.8492.1%1.1%120.19104.8%1.1%
80Δ107.6890.8%0.8%121.77104.9%0.8%

20Δ

Calls
Pseudo strike
120.61
IV
90.9%
B/E move
6.8%
Puts
Pseudo strike
106.98
IV
102.4%
B/E move
6.8%

25Δ

Calls
Pseudo strike
119.41
IV
93.2%
B/E move
6.0%
Puts
Pseudo strike
108.31
IV
103.3%
B/E move
5.9%

30Δ

Calls
Pseudo strike
118.33
IV
96.2%
B/E move
5.4%
Puts
Pseudo strike
109.89
IV
94.0%
B/E move
4.7%

35Δ

Calls
Pseudo strike
116.83
IV
87.7%
B/E move
4.3%
Puts
Pseudo strike
110.72
IV
105.1%
B/E move
4.5%

40Δ

Calls
Pseudo strike
115.81
IV
86.7%
B/E move
3.6%
Puts
Pseudo strike
112.01
IV
92.4%
B/E move
3.5%

45Δ

Calls
Pseudo strike
114.84
IV
86.0%
B/E move
3.1%
Puts
Pseudo strike
112.97
IV
97.4%
B/E move
3.2%

50Δ

Calls
Pseudo strike
113.98
IV
93.9%
B/E move
2.9%
Puts
Pseudo strike
113.97
IV
92.4%
B/E move
2.6%

55Δ

Calls
Pseudo strike
112.95
IV
105.1%
B/E move
2.8%
Puts
Pseudo strike
115.14
IV
103.7%
B/E move
2.5%

60Δ

Calls
Pseudo strike
111.97
IV
95.2%
B/E move
2.1%
Puts
Pseudo strike
116.17
IV
100.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
111.05
IV
90.9%
B/E move
1.7%
Puts
Pseudo strike
117.17
IV
96.0%
B/E move
1.6%

70Δ

Calls
Pseudo strike
110.08
IV
89.0%
B/E move
1.3%
Puts
Pseudo strike
118.59
IV
101.0%
B/E move
1.3%

75Δ

Calls
Pseudo strike
108.84
IV
92.1%
B/E move
1.1%
Puts
Pseudo strike
120.19
IV
104.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
107.68
IV
90.8%
B/E move
0.8%
Puts
Pseudo strike
121.77
IV
104.9%
B/E move
0.8%

Options history

DPST78.2679.5280.792026-10-19: 80.61%2026-10-20: 78.44%Oct 19Oct 20
Table
DateIV
80.61%
78.44%