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Direxion Daily Real Estate Bull 3X ETF DRN

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Market dataready · fetched 2026-10-22T06:26:11.515Z

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 · 2026-10-22T00:00:00.125320856Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T06:26:09.770540+00:00

Share price$8.91
1D-3.3%
AH$8.83$8.93$9.04$9.14$9.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDRN
Sold putSold callAH

Direxion Daily Real Estate Bull 3X ETF options

Live interpolated DRN call and put midpoint premiums by absolute delta.Direxion Daily Real Estate Bull 3X ETF$0.22$0.67$1.12$1.56$2.01$6.13$7.55$8.96$10.38$11.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRN spot · $8.91DRN PRICE$0.49$0.48$0.26$0.31$0.37$0.42$0.47$0.71$0.99$1.28$1.56$1.72$1.88$0.54$0.56$0.58$0.63$0.68$0.73$0.80$0.89$0.98$1.07$1.17
PutsExpensive1.69×
CallsExpensive1.82×
SkewBullish-4.26 pp
Implied moveBearish±$1.26
TiltBullish11.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.16227.9%120.5%6.60164.2%31.9%
25Δ13.53158.1%57.3%7.31132.6%24.2%
30Δ9.9459.6%14.5%8.01101.7%16.6%
35Δ9.7157.4%12.5%8.2993.0%13.9%
40Δ9.4955.2%10.6%8.5884.3%11.3%
45Δ9.2652.9%8.6%8.8775.7%8.7%
50Δ9.0450.7%6.7%9.1069.9%6.9%
55Δ8.7862.8%6.5%9.2866.6%5.8%
60Δ8.5277.9%6.7%9.4663.4%4.8%
65Δ8.2593.0%7.0%9.6560.2%3.8%
70Δ7.99107.1%7.1%9.8356.9%2.7%
75Δ7.69101.4%5.6%
80Δ7.3995.8%4.1%

20Δ

Calls
Pseudo strike
19.16
IV
227.9%
B/E move
120.5%
Puts
Pseudo strike
6.60
IV
164.2%
B/E move
31.9%

25Δ

Calls
Pseudo strike
13.53
IV
158.1%
B/E move
57.3%
Puts
Pseudo strike
7.31
IV
132.6%
B/E move
24.2%

30Δ

Calls
Pseudo strike
9.94
IV
59.6%
B/E move
14.5%
Puts
Pseudo strike
8.01
IV
101.7%
B/E move
16.6%

35Δ

Calls
Pseudo strike
9.71
IV
57.4%
B/E move
12.5%
Puts
Pseudo strike
8.29
IV
93.0%
B/E move
13.9%

40Δ

Calls
Pseudo strike
9.49
IV
55.2%
B/E move
10.6%
Puts
Pseudo strike
8.58
IV
84.3%
B/E move
11.3%

45Δ

Calls
Pseudo strike
9.26
IV
52.9%
B/E move
8.6%
Puts
Pseudo strike
8.87
IV
75.7%
B/E move
8.7%

50Δ

Calls
Pseudo strike
9.04
IV
50.7%
B/E move
6.7%
Puts
Pseudo strike
9.10
IV
69.9%
B/E move
6.9%

55Δ

Calls
Pseudo strike
8.78
IV
62.8%
B/E move
6.5%
Puts
Pseudo strike
9.28
IV
66.6%
B/E move
5.8%

60Δ

Calls
Pseudo strike
8.52
IV
77.9%
B/E move
6.7%
Puts
Pseudo strike
9.46
IV
63.4%
B/E move
4.8%

65Δ

Calls
Pseudo strike
8.25
IV
93.0%
B/E move
7.0%
Puts
Pseudo strike
9.65
IV
60.2%
B/E move
3.8%

70Δ

Calls
Pseudo strike
7.99
IV
107.1%
B/E move
7.1%
Puts
Pseudo strike
9.83
IV
56.9%
B/E move
2.7%

75Δ

Calls
Pseudo strike
7.69
IV
101.4%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
7.39
IV
95.8%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations