IntraAlpha
Create free account Start free

Direxion Daily Financial Bear 3x ETF FAZ

i

Market dataready · fetched 2026-10-15T20:35:35.421Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.003950943Z

FundamentalsAlpha Vantage · ready

Share price$35.82
1D-2.4%
AH$35.52$35.92$36.31$36.70$37.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFAZ
Sold putSold callAH

Direxion Daily Financial Bear 3x ETF options

Live interpolated FAZ call and put midpoint premiums by absolute delta.Direxion Daily Financial Bear 3x ETF$0.07$0.63$1.20$1.76$2.33$34.32$35.25$36.17$37.10$38.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $35.82OPTION PRICELive FAZ spot · $35.82FAZ PRICE$0.29$0.21$0.23$0.26$0.28$0.42$0.76$1.09$1.43$1.76$2.10$2.17$1.42$0.13$0.17$0.21$0.26$0.31$0.36$0.41$0.46$0.58$0.75$0.91$1.08$1.25
PutsCheap0.92×
CallsExpensive3.30×
SkewBullish-43.21 pp
Implied moveBullish±$1.16
TiltBullish28.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.45150.6%8.2%34.6967.6%3.5%
25Δ36.9078.3%3.6%35.1255.2%2.4%
30Δ36.6570.8%3.0%35.2554.5%2.2%
35Δ36.4163.3%2.4%35.3953.8%1.9%
40Δ36.1655.7%1.7%35.5353.1%1.7%
45Δ35.8857.8%1.3%35.6752.4%1.4%
50Δ35.5677.0%1.4%35.8151.7%1.2%
55Δ35.2396.3%1.4%35.9551.0%0.9%
60Δ34.90115.6%1.4%36.1352.8%0.8%
65Δ34.57134.9%1.4%36.3356.1%0.7%
70Δ34.25154.2%1.5%36.5359.4%0.6%
75Δ34.13153.1%1.3%36.7362.7%0.5%
80Δ34.6490.5%0.7%36.9366.0%0.4%

20Δ

Calls
Pseudo strike
38.45
IV
150.6%
B/E move
8.2%
Puts
Pseudo strike
34.69
IV
67.6%
B/E move
3.5%

25Δ

Calls
Pseudo strike
36.90
IV
78.3%
B/E move
3.6%
Puts
Pseudo strike
35.12
IV
55.2%
B/E move
2.4%

30Δ

Calls
Pseudo strike
36.65
IV
70.8%
B/E move
3.0%
Puts
Pseudo strike
35.25
IV
54.5%
B/E move
2.2%

35Δ

Calls
Pseudo strike
36.41
IV
63.3%
B/E move
2.4%
Puts
Pseudo strike
35.39
IV
53.8%
B/E move
1.9%

40Δ

Calls
Pseudo strike
36.16
IV
55.7%
B/E move
1.7%
Puts
Pseudo strike
35.53
IV
53.1%
B/E move
1.7%

45Δ

Calls
Pseudo strike
35.88
IV
57.8%
B/E move
1.3%
Puts
Pseudo strike
35.67
IV
52.4%
B/E move
1.4%

50Δ

Calls
Pseudo strike
35.56
IV
77.0%
B/E move
1.4%
Puts
Pseudo strike
35.81
IV
51.7%
B/E move
1.2%

55Δ

Calls
Pseudo strike
35.23
IV
96.3%
B/E move
1.4%
Puts
Pseudo strike
35.95
IV
51.0%
B/E move
0.9%

60Δ

Calls
Pseudo strike
34.90
IV
115.6%
B/E move
1.4%
Puts
Pseudo strike
36.13
IV
52.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
34.57
IV
134.9%
B/E move
1.4%
Puts
Pseudo strike
36.33
IV
56.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
34.25
IV
154.2%
B/E move
1.5%
Puts
Pseudo strike
36.53
IV
59.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
34.13
IV
153.1%
B/E move
1.3%
Puts
Pseudo strike
36.73
IV
62.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
34.64
IV
90.5%
B/E move
0.7%
Puts
Pseudo strike
36.93
IV
66.0%
B/E move
0.4%