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Direxion Daily Financial Bull 3x ETF FAS

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Market dataready · fetched 2026-10-15T20:32:43.560Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:27:52.866330964Z

FundamentalsAlpha Vantage · ready

Share price$154.80
1D+1.8%
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$0.29$1.65$3.01$4.37$5.73$147.06$151.01$154.95$158.89$162.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $154.80OPTION PRICELive FAS spot · $154.80FAS PRICE$0.44$0.87$0.92$1.06$1.28$1.59$1.94$2.46$2.78$3.00$3.69$4.41$5.34$0.65$0.83$0.98$1.29$1.66$1.80$2.42$2.65$2.89$3.20$3.48$3.75$5.12
PutsExpensive1.88×
CallsCheap0.77×
SkewBearish+2.90 pp
Implied moveBearish±$4.36
TiltBalanced1.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ158.1348.4%2.4%150.1670.8%3.4%
25Δ158.9472.9%3.2%151.2467.6%2.8%
30Δ157.6161.4%2.4%152.2662.3%2.3%
35Δ156.6555.9%1.9%152.8966.0%2.1%
40Δ156.0556.4%1.6%153.3771.7%2.0%
45Δ155.4758.3%1.5%154.3163.1%1.5%
50Δ154.8860.9%1.3%154.9472.8%1.5%
55Δ154.2166.3%1.2%155.6068.9%1.2%
60Δ153.6065.2%1.0%156.2364.7%0.9%
65Δ153.0061.0%0.8%156.8462.0%0.7%
70Δ152.1665.3%0.7%157.3958.6%0.6%
75Δ151.2366.7%0.5%157.9154.9%0.4%
80Δ150.1371.0%0.4%159.3664.2%0.4%

20Δ

Calls
Pseudo strike
158.13
IV
48.4%
B/E move
2.4%
Puts
Pseudo strike
150.16
IV
70.8%
B/E move
3.4%

25Δ

Calls
Pseudo strike
158.94
IV
72.9%
B/E move
3.2%
Puts
Pseudo strike
151.24
IV
67.6%
B/E move
2.8%

30Δ

Calls
Pseudo strike
157.61
IV
61.4%
B/E move
2.4%
Puts
Pseudo strike
152.26
IV
62.3%
B/E move
2.3%

35Δ

Calls
Pseudo strike
156.65
IV
55.9%
B/E move
1.9%
Puts
Pseudo strike
152.89
IV
66.0%
B/E move
2.1%

40Δ

Calls
Pseudo strike
156.05
IV
56.4%
B/E move
1.6%
Puts
Pseudo strike
153.37
IV
71.7%
B/E move
2.0%

45Δ

Calls
Pseudo strike
155.47
IV
58.3%
B/E move
1.5%
Puts
Pseudo strike
154.31
IV
63.1%
B/E move
1.5%

50Δ

Calls
Pseudo strike
154.88
IV
60.9%
B/E move
1.3%
Puts
Pseudo strike
154.94
IV
72.8%
B/E move
1.5%

55Δ

Calls
Pseudo strike
154.21
IV
66.3%
B/E move
1.2%
Puts
Pseudo strike
155.60
IV
68.9%
B/E move
1.2%

60Δ

Calls
Pseudo strike
153.60
IV
65.2%
B/E move
1.0%
Puts
Pseudo strike
156.23
IV
64.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
153.00
IV
61.0%
B/E move
0.8%
Puts
Pseudo strike
156.84
IV
62.0%
B/E move
0.7%

70Δ

Calls
Pseudo strike
152.16
IV
65.3%
B/E move
0.7%
Puts
Pseudo strike
157.39
IV
58.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
151.23
IV
66.7%
B/E move
0.5%
Puts
Pseudo strike
157.91
IV
54.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
150.13
IV
71.0%
B/E move
0.4%
Puts
Pseudo strike
159.36
IV
64.2%
B/E move
0.4%