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Direxion Daily Financial Bull 3x ETF FAS

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Market dataready · fetched 2026-10-16T00:14:19.742Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.141412052Z

FundamentalsAlpha Vantage · ready

Share price$154.57
1D+2.0%
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$1.45$7.83$14.21$20.59$26.97$125.48$139.74$154.00$168.26$182.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FAS spot · $154.57FAS PRICE$2.14$2.82$3.66$4.52$5.41$6.95$7.98$9.70$11.30$13.51$15.64$18.65$21.52$3.19$4.24$5.35$6.46$7.59$8.70$10.12$11.56$13.11$15.04$17.21$20.93$25.13
PutsFair1.00×
CallsExpensive1.11×
SkewBearish+2.36 pp
Implied moveBearish±$18.09
TiltBearish9.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ174.8641.9%14.5%136.3854.1%13.8%
25Δ170.8141.4%12.3%140.4953.6%11.9%
30Δ167.8242.3%10.9%144.2052.9%10.2%
35Δ164.8242.5%9.6%147.7151.5%8.6%
40Δ161.8542.1%8.2%150.9750.0%7.2%
45Δ159.6645.9%7.8%154.0048.1%6.0%
50Δ156.7244.9%6.6%156.9047.4%5.0%
55Δ153.9947.2%5.9%159.7346.4%4.1%
60Δ151.0747.7%5.0%162.5145.3%3.3%
65Δ147.8850.0%4.4%165.4844.9%2.7%
70Δ144.5850.6%3.7%168.5944.5%2.1%
75Δ140.6452.9%3.1%173.0446.4%1.6%
80Δ136.7153.0%2.4%177.9847.6%1.1%

20Δ

Calls
Pseudo strike
174.86
IV
41.9%
B/E move
14.5%
Puts
Pseudo strike
136.38
IV
54.1%
B/E move
13.8%

25Δ

Calls
Pseudo strike
170.81
IV
41.4%
B/E move
12.3%
Puts
Pseudo strike
140.49
IV
53.6%
B/E move
11.9%

30Δ

Calls
Pseudo strike
167.82
IV
42.3%
B/E move
10.9%
Puts
Pseudo strike
144.20
IV
52.9%
B/E move
10.2%

35Δ

Calls
Pseudo strike
164.82
IV
42.5%
B/E move
9.6%
Puts
Pseudo strike
147.71
IV
51.5%
B/E move
8.6%

40Δ

Calls
Pseudo strike
161.85
IV
42.1%
B/E move
8.2%
Puts
Pseudo strike
150.97
IV
50.0%
B/E move
7.2%

45Δ

Calls
Pseudo strike
159.66
IV
45.9%
B/E move
7.8%
Puts
Pseudo strike
154.00
IV
48.1%
B/E move
6.0%

50Δ

Calls
Pseudo strike
156.72
IV
44.9%
B/E move
6.6%
Puts
Pseudo strike
156.90
IV
47.4%
B/E move
5.0%

55Δ

Calls
Pseudo strike
153.99
IV
47.2%
B/E move
5.9%
Puts
Pseudo strike
159.73
IV
46.4%
B/E move
4.1%

60Δ

Calls
Pseudo strike
151.07
IV
47.7%
B/E move
5.0%
Puts
Pseudo strike
162.51
IV
45.3%
B/E move
3.3%

65Δ

Calls
Pseudo strike
147.88
IV
50.0%
B/E move
4.4%
Puts
Pseudo strike
165.48
IV
44.9%
B/E move
2.7%

70Δ

Calls
Pseudo strike
144.58
IV
50.6%
B/E move
3.7%
Puts
Pseudo strike
168.59
IV
44.5%
B/E move
2.1%

75Δ

Calls
Pseudo strike
140.64
IV
52.9%
B/E move
3.1%
Puts
Pseudo strike
173.04
IV
46.4%
B/E move
1.6%

80Δ

Calls
Pseudo strike
136.71
IV
53.0%
B/E move
2.4%
Puts
Pseudo strike
177.98
IV
47.6%
B/E move
1.1%