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Direxion Daily Financial Bull 3x ETF FAS

i

Market dataready · fetched 2026-11-07T06:39:59.325Z

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 · 2026-11-07T01:00:00.131433488Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T06:39:58.747856+00:00

Share price$168.67
1D+1.2%
AH$163$166$169$171$1745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFAS
Sold putSold callAH

Direxion Daily Financial Bull 3x ETF options

Live interpolated FAS call and put midpoint premiums by absolute delta.Direxion Daily Financial Bull 3x ETF$1.88$6.18$10.49$14.79$19.09$-0.17$0.17$0.50$0.83$1.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEFAS PRICE$2.53$3.32$4.22$7.35$8.85$10.01$12.63$14.82$17.85$2.35$2.72$4.64$5.05$6.49$8.10$9.23$10.24$12.19
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ153.9291.8%10.1%
25Δ158.3979.6%7.7%
30Δ176.7863.9%6.3%
35Δ175.2268.3%5.9%
40Δ173.4871.9%5.4%165.5971.4%4.6%
45Δ167.6065.4%3.6%
50Δ
55Δ167.5077.9%3.7%170.9861.3%2.5%
60Δ165.2681.5%3.2%
65Δ163.0980.1%2.6%174.0857.2%1.6%
70Δ160.0388.8%2.4%175.7756.5%1.3%
75Δ157.0791.1%1.9%177.3354.3%0.9%
80Δ153.3695.7%1.5%179.6855.6%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
153.92
IV
91.8%
B/E move
10.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
158.39
IV
79.6%
B/E move
7.7%

30Δ

Calls
Pseudo strike
176.78
IV
63.9%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
175.22
IV
68.3%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
173.48
IV
71.9%
B/E move
5.4%
Puts
Pseudo strike
165.59
IV
71.4%
B/E move
4.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
167.60
IV
65.4%
B/E move
3.6%

50Δ

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

55Δ

Calls
Pseudo strike
167.50
IV
77.9%
B/E move
3.7%
Puts
Pseudo strike
170.98
IV
61.3%
B/E move
2.5%

60Δ

Calls
Pseudo strike
165.26
IV
81.5%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
163.09
IV
80.1%
B/E move
2.6%
Puts
Pseudo strike
174.08
IV
57.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
160.03
IV
88.8%
B/E move
2.4%
Puts
Pseudo strike
175.77
IV
56.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
157.07
IV
91.1%
B/E move
1.9%
Puts
Pseudo strike
177.33
IV
54.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
153.36
IV
95.7%
B/E move
1.5%
Puts
Pseudo strike
179.68
IV
55.6%
B/E move
0.7%

Options history

IV · four-Friday blend51.91%
Daily close
FAS33.4%46.7%59.9%2026-08-10: 40.66%2026-08-11: 42.00%2026-08-12: 40.63%2026-08-13: 41.05%2026-08-14: 35.27%2026-08-17: 37.37%2026-08-18: 39.37%2026-08-19: 38.95%2026-08-20: 42.42%2026-08-21: 38.67%2026-08-24: 42.60%2026-08-25: 41.65%2026-08-26: 43.02%2026-08-27: 42.77%2026-08-28: 38.31%2026-08-31: 41.81%2026-09-01: 45.15%2026-09-02: 45.71%2026-09-03: 45.93%2026-09-04: 40.21%2026-09-08: 47.03%2026-09-09: 47.45%2026-09-10: 51.84%2026-09-11: 42.44%2026-09-14: 48.35%2026-09-15: 50.58%2026-09-16: 58.06%2026-09-17: 47.03%2026-09-18: 40.79%2026-09-21: 42.86%2026-09-22: 47.94%2026-09-23: 51.52%2026-09-24: 47.52%2026-09-25: 44.71%2026-09-28: 51.51%2026-09-29: 52.22%2026-09-30: 52.20%2026-10-01: 56.60%2026-10-02: 49.33%2026-10-05: 48.43%2026-10-06: 49.31%2026-10-07: 52.03%2026-10-08: 54.76%2026-10-09: 50.84%2026-10-12: 53.07%2026-10-13: 50.33%2026-10-14: 51.59%2026-10-15: 51.60%2026-10-16: 47.76%2026-10-19: 49.15%2026-10-20: 50.65%2026-10-21: 50.24%2026-10-22: 53.78%2026-10-23: 52.64%2026-10-26: 53.90%2026-10-27: 50.13%2026-10-28: 55.79%2026-10-29: 51.78%2026-10-30: 51.91%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
40.66%
42.00%
40.63%
41.05%
35.27%
37.37%
39.37%
38.95%
42.42%
38.67%
42.60%
41.65%
43.02%
42.77%
38.31%
41.81%
45.15%
45.71%
45.93%
40.21%
47.03%
47.45%
51.84%
42.44%
48.35%
50.58%
58.06%
47.03%
40.79%
42.86%
47.94%
51.52%
47.52%
44.71%
51.51%
52.22%
52.20%
56.60%
49.33%
48.43%
49.31%
52.03%
54.76%
50.84%
53.07%
50.33%
51.59%
51.60%
47.76%
49.15%
50.65%
50.24%
53.78%
52.64%
53.90%
50.13%
55.79%
51.78%
51.91%