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Direxion Daily Real Estate Bull 3X ETF DRN

i

Market dataready · fetched 2026-11-11T14:49:53.489Z

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: 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 · 2026-11-11T14:49:50.068393389Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:49:52.362167+00:00

Share price$10.47
1D+0.0%
$10.41$10.43$10.45$10.46$10.485:30 AM6:30 AM9:00 AM1:00 PMDRN
Sold putSold call

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$0.19$0.58$0.98$1.38$1.77$9.08$9.78$10.49$11.19$11.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive DRN spot · $10.47DRN PRICE$0.23$0.28$0.33$0.38$0.42$0.45$0.49$0.53$0.56$0.60$0.71$0.95$0.42$0.42$0.42$0.49$0.57$0.64$0.71$0.78$0.92$1.17$1.41$1.66
Puts——
Calls——
Skew——
Implied moveBearish±$1.09
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ11.8498.7%15.3%9.12154.0%16.9%
30Δ11.5494.9%12.9%9.55127.4%12.8%
35Δ11.2591.1%10.6%9.98100.8%8.8%
40Δ10.9887.0%8.5%10.1795.8%7.6%
45Δ10.8381.7%7.4%10.3591.9%6.5%
50Δ10.6876.4%6.4%10.5388.1%5.5%
55Δ10.5371.1%5.3%10.7184.3%4.5%
60Δ10.3965.7%4.3%10.8980.5%3.4%
65Δ10.2460.4%3.2%11.1179.8%2.7%
70Δ10.0955.1%2.1%11.4084.2%2.2%
75Δ9.9053.8%1.4%11.6988.5%1.8%
80Δ9.6359.4%1.1%11.9892.8%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
11.84
IV
98.7%
B/E move
15.3%
Puts
Pseudo strike
9.12
IV
154.0%
B/E move
16.9%

30Δ

Calls
Pseudo strike
11.54
IV
94.9%
B/E move
12.9%
Puts
Pseudo strike
9.55
IV
127.4%
B/E move
12.8%

35Δ

Calls
Pseudo strike
11.25
IV
91.1%
B/E move
10.6%
Puts
Pseudo strike
9.98
IV
100.8%
B/E move
8.8%

40Δ

Calls
Pseudo strike
10.98
IV
87.0%
B/E move
8.5%
Puts
Pseudo strike
10.17
IV
95.8%
B/E move
7.6%

45Δ

Calls
Pseudo strike
10.83
IV
81.7%
B/E move
7.4%
Puts
Pseudo strike
10.35
IV
91.9%
B/E move
6.5%

50Δ

Calls
Pseudo strike
10.68
IV
76.4%
B/E move
6.4%
Puts
Pseudo strike
10.53
IV
88.1%
B/E move
5.5%

55Δ

Calls
Pseudo strike
10.53
IV
71.1%
B/E move
5.3%
Puts
Pseudo strike
10.71
IV
84.3%
B/E move
4.5%

60Δ

Calls
Pseudo strike
10.39
IV
65.7%
B/E move
4.3%
Puts
Pseudo strike
10.89
IV
80.5%
B/E move
3.4%

65Δ

Calls
Pseudo strike
10.24
IV
60.4%
B/E move
3.2%
Puts
Pseudo strike
11.11
IV
79.8%
B/E move
2.7%

70Δ

Calls
Pseudo strike
10.09
IV
55.1%
B/E move
2.1%
Puts
Pseudo strike
11.40
IV
84.2%
B/E move
2.2%

75Δ

Calls
Pseudo strike
9.90
IV
53.8%
B/E move
1.4%
Puts
Pseudo strike
11.69
IV
88.5%
B/E move
1.8%

80Δ

Calls
Pseudo strike
9.63
IV
59.4%
B/E move
1.1%
Puts
Pseudo strike
11.98
IV
92.8%
B/E move
1.4%

Options history

IV · four-Friday blend52.17%
Daily EOD
DRN51.0%59.2%67.3%2026-10-19: 54.40%2026-10-20: 64.81%2026-10-21: 56.04%2026-10-22: 61.65%2026-10-23: 56.03%2026-10-26: 61.95%2026-10-27: 57.72%2026-10-28: 57.83%2026-10-29: 66.21%2026-10-30: 52.17%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.40%
64.81%
56.04%
61.65%
56.03%
61.95%
57.72%
57.83%
66.21%
52.17%