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Direxion Daily Regional Banks Bull 3X ETF DPST

i

Market dataready · fetched 2026-11-10T22:16:52.872Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:10:00.003953043Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:16:52.356324+00:00

Share price$124.68
1D-0.2%
AH$121$122$124$125$1265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDPST
Sold putSold callAH

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$0.76$2.91$5.06$7.22$9.37$116.80$120.69$124.57$128.46$132.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DPST spot · $124.68DPST PRICE$0.99$1.45$1.68$2.19$2.77$3.55$2.24$2.49$2.75$3.87$4.73$5.62$5.85$6.21$6.91$8.75
Puts——
Calls——
Skew——
Implied moveBearish±$7.42
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ132.6978.4%7.2%
25Δ132.0988.9%7.1%
30Δ129.9881.2%5.6%
35Δ121.6080.4%4.3%
40Δ127.0270.7%3.6%122.8774.5%3.4%
45Δ126.0875.2%3.3%123.9868.9%2.8%
50Δ125.0682.4%3.2%125.0781.7%2.8%
55Δ126.3385.3%2.5%
60Δ127.6487.4%2.1%
65Δ128.5179.4%1.6%
70Δ129.4172.9%1.2%
75Δ130.4670.4%0.9%
80Δ132.5076.7%0.7%

20Δ

Calls
Pseudo strike
132.69
IV
78.4%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
132.09
IV
88.9%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
129.98
IV
81.2%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
121.60
IV
80.4%
B/E move
4.3%

40Δ

Calls
Pseudo strike
127.02
IV
70.7%
B/E move
3.6%
Puts
Pseudo strike
122.87
IV
74.5%
B/E move
3.4%

45Δ

Calls
Pseudo strike
126.08
IV
75.2%
B/E move
3.3%
Puts
Pseudo strike
123.98
IV
68.9%
B/E move
2.8%

50Δ

Calls
Pseudo strike
125.06
IV
82.4%
B/E move
3.2%
Puts
Pseudo strike
125.07
IV
81.7%
B/E move
2.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
126.33
IV
85.3%
B/E move
2.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
127.64
IV
87.4%
B/E move
2.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
128.51
IV
79.4%
B/E move
1.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
129.41
IV
72.9%
B/E move
1.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
130.46
IV
70.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
132.50
IV
76.7%
B/E move
0.7%

Options history

IV · four-Friday blend74.37%
Daily close
DPST53.2%70.7%88.2%2026-08-12: 64.25%2026-08-13: 62.25%2026-08-14: 56.43%2026-08-17: 57.76%2026-08-18: 60.02%2026-08-19: 64.91%2026-08-20: 68.88%2026-08-21: 60.28%2026-08-24: 66.67%2026-08-25: 66.12%2026-08-26: 65.96%2026-08-27: 62.56%2026-08-28: 57.74%2026-08-31: 59.49%2026-09-01: 68.18%2026-09-02: 68.93%2026-09-03: 66.25%2026-09-04: 60.16%2026-09-08: 66.95%2026-09-09: 71.76%2026-09-10: 75.71%2026-09-11: 63.89%2026-09-14: 69.58%2026-09-15: 73.16%2026-09-16: 85.76%2026-09-17: 74.74%2026-09-18: 55.66%2026-09-21: 59.59%2026-09-22: 67.65%2026-09-23: 70.13%2026-09-24: 72.75%2026-09-25: 65.36%2026-09-28: 73.35%2026-09-29: 74.15%2026-09-30: 77.70%2026-10-01: 83.70%2026-10-02: 75.79%2026-10-05: 74.77%2026-10-06: 73.49%2026-10-07: 77.82%2026-10-08: 82.32%2026-10-09: 74.59%2026-10-12: 78.30%2026-10-13: 74.13%2026-10-14: 78.17%2026-10-15: 80.03%2026-10-16: 73.80%2026-10-19: 80.65%2026-10-20: 78.39%2026-10-21: 76.29%2026-10-22: 79.71%2026-10-23: 71.84%2026-10-26: 77.24%2026-10-27: 74.44%2026-10-28: 79.25%2026-10-29: 74.05%2026-10-30: 74.37%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
64.25%
62.25%
56.43%
57.76%
60.02%
64.91%
68.88%
60.28%
66.67%
66.12%
65.96%
62.56%
57.74%
59.49%
68.18%
68.93%
66.25%
60.16%
66.95%
71.76%
75.71%
63.89%
69.58%
73.16%
85.76%
74.74%
55.66%
59.59%
67.65%
70.13%
72.75%
65.36%
73.35%
74.15%
77.70%
83.70%
75.79%
74.77%
73.49%
77.82%
82.32%
74.59%
78.30%
74.13%
78.17%
80.03%
73.80%
80.65%
78.39%
76.29%
79.71%
71.84%
77.24%
74.44%
79.25%
74.05%
74.37%