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Direxion Daily Financial Bull 3x ETF FAS

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Market dataready · fetched 2026-10-15T20:02:18.133Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:00.165739855Z

FundamentalsAlpha Vantage · ready

Share price$154.62
1D+1.7%
AH$150$151$153$154$1565:30 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$0.35$1.57$2.79$4.02$5.24$147.09$150.97$154.85$158.73$162.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $154.62OPTION PRICELive FAS spot · $154.62FAS PRICE$0.48$0.90$0.92$1.10$1.34$1.67$2.08$2.61$2.86$3.55$3.92$4.89$4.55$0.64$0.82$0.95$1.11$1.72$1.64$2.26$2.59$2.78$3.06$3.33$3.57$3.93
PutsExpensive1.76×
CallsCheap0.81×
SkewBullish-3.56 pp
Implied moveBearish±$4.34
TiltBullish4.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ158.2152.0%2.6%150.0769.4%3.4%
25Δ158.9876.1%3.4%151.1366.5%2.8%
30Δ157.4061.4%2.4%152.1460.9%2.2%
35Δ156.5458.1%2.0%152.9257.3%1.8%
40Δ155.9259.0%1.7%153.1374.4%2.1%
45Δ155.3361.4%1.5%154.1558.1%1.4%
50Δ154.7065.2%1.4%154.7867.5%1.4%
55Δ154.0271.0%1.3%155.3967.5%1.2%
60Δ153.3867.2%1.0%156.0062.3%0.9%
65Δ152.5072.6%0.9%156.5659.4%0.7%
70Δ151.8069.1%0.7%157.1056.3%0.5%
75Δ150.6674.5%0.6%157.5652.3%0.4%
80Δ150.6359.9%0.4%158.1249.7%0.3%

20Δ

Calls
Pseudo strike
158.21
IV
52.0%
B/E move
2.6%
Puts
Pseudo strike
150.07
IV
69.4%
B/E move
3.4%

25Δ

Calls
Pseudo strike
158.98
IV
76.1%
B/E move
3.4%
Puts
Pseudo strike
151.13
IV
66.5%
B/E move
2.8%

30Δ

Calls
Pseudo strike
157.40
IV
61.4%
B/E move
2.4%
Puts
Pseudo strike
152.14
IV
60.9%
B/E move
2.2%

35Δ

Calls
Pseudo strike
156.54
IV
58.1%
B/E move
2.0%
Puts
Pseudo strike
152.92
IV
57.3%
B/E move
1.8%

40Δ

Calls
Pseudo strike
155.92
IV
59.0%
B/E move
1.7%
Puts
Pseudo strike
153.13
IV
74.4%
B/E move
2.1%

45Δ

Calls
Pseudo strike
155.33
IV
61.4%
B/E move
1.5%
Puts
Pseudo strike
154.15
IV
58.1%
B/E move
1.4%

50Δ

Calls
Pseudo strike
154.70
IV
65.2%
B/E move
1.4%
Puts
Pseudo strike
154.78
IV
67.5%
B/E move
1.4%

55Δ

Calls
Pseudo strike
154.02
IV
71.0%
B/E move
1.3%
Puts
Pseudo strike
155.39
IV
67.5%
B/E move
1.2%

60Δ

Calls
Pseudo strike
153.38
IV
67.2%
B/E move
1.0%
Puts
Pseudo strike
156.00
IV
62.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
152.50
IV
72.6%
B/E move
0.9%
Puts
Pseudo strike
156.56
IV
59.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
151.80
IV
69.1%
B/E move
0.7%
Puts
Pseudo strike
157.10
IV
56.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
150.66
IV
74.5%
B/E move
0.6%
Puts
Pseudo strike
157.56
IV
52.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
150.63
IV
59.9%
B/E move
0.4%
Puts
Pseudo strike
158.12
IV
49.7%
B/E move
0.3%