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Direxion Daily Regional Banks Bull 3X ETF DPST

i

Market dataready · fetched 2026-10-21T17:51:25.152Z

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

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 · 2026-10-21T17:49:31.021407408Z

FundamentalsAlpha Vantage · ready

Share price$113.65
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$2.83$5.08$7.32$9.56$102.92$108.85$114.79$120.72$126.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DPST spot · $113.64DPST PRICE$0.83$1.16$1.51$1.69$2.01$2.39$3.03$3.54$4.04$4.55$5.14$6.41$7.46$0.96$1.35$1.54$2.19$2.30$2.80$3.46$4.13$4.62$4.96$6.14$7.66$8.91
PutsExpensive1.39×
CallsCheap0.74×
SkewBearish+5.79 pp
Implied moveBearish±$6.49
TiltBearish7.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ120.6291.5%6.9%107.2098.4%6.5%
25Δ119.4494.1%6.1%108.22103.8%6.0%
30Δ118.3597.1%5.5%109.9092.7%4.7%
35Δ116.8188.0%4.3%110.71104.4%4.5%
40Δ115.7987.1%3.7%111.9792.4%3.5%
45Δ114.8186.7%3.1%112.9594.0%3.1%
50Δ113.9594.1%2.9%114.0097.3%2.7%
55Δ112.9693.2%2.5%115.05100.4%2.4%
60Δ111.9892.3%2.1%116.0597.1%1.9%
65Δ111.0091.4%1.7%116.8990.4%1.5%
70Δ110.0289.7%1.3%118.3296.5%1.3%
75Δ108.5297.1%1.1%120.08103.8%1.1%
80Δ107.1897.4%0.9%121.64103.7%0.8%

20Δ

Calls
Pseudo strike
120.62
IV
91.5%
B/E move
6.9%
Puts
Pseudo strike
107.20
IV
98.4%
B/E move
6.5%

25Δ

Calls
Pseudo strike
119.44
IV
94.1%
B/E move
6.1%
Puts
Pseudo strike
108.22
IV
103.8%
B/E move
6.0%

30Δ

Calls
Pseudo strike
118.35
IV
97.1%
B/E move
5.5%
Puts
Pseudo strike
109.90
IV
92.7%
B/E move
4.7%

35Δ

Calls
Pseudo strike
116.81
IV
88.0%
B/E move
4.3%
Puts
Pseudo strike
110.71
IV
104.4%
B/E move
4.5%

40Δ

Calls
Pseudo strike
115.79
IV
87.1%
B/E move
3.7%
Puts
Pseudo strike
111.97
IV
92.4%
B/E move
3.5%

45Δ

Calls
Pseudo strike
114.81
IV
86.7%
B/E move
3.1%
Puts
Pseudo strike
112.95
IV
94.0%
B/E move
3.1%

50Δ

Calls
Pseudo strike
113.95
IV
94.1%
B/E move
2.9%
Puts
Pseudo strike
114.00
IV
97.3%
B/E move
2.7%

55Δ

Calls
Pseudo strike
112.96
IV
93.2%
B/E move
2.5%
Puts
Pseudo strike
115.05
IV
100.4%
B/E move
2.4%

60Δ

Calls
Pseudo strike
111.98
IV
92.3%
B/E move
2.1%
Puts
Pseudo strike
116.05
IV
97.1%
B/E move
1.9%

65Δ

Calls
Pseudo strike
111.00
IV
91.4%
B/E move
1.7%
Puts
Pseudo strike
116.89
IV
90.4%
B/E move
1.5%

70Δ

Calls
Pseudo strike
110.02
IV
89.7%
B/E move
1.3%
Puts
Pseudo strike
118.32
IV
96.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
108.52
IV
97.1%
B/E move
1.1%
Puts
Pseudo strike
120.08
IV
103.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
107.18
IV
97.4%
B/E move
0.9%
Puts
Pseudo strike
121.64
IV
103.7%
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%