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Direxion Daily Financial Bear 3x ETF FAZ

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Market dataready · fetched 2026-10-15T21:53:01.634Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:02:57.115011454Z

FundamentalsAlpha Vantage · ready

Share price$35.74
1D-2.3%
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$0.04$0.82$1.60$2.38$3.15$34.50$35.38$36.26$37.14$38.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FAZ spot · $35.74FAZ PRICE$0.28$0.21$0.24$0.27$0.30$0.57$0.90$1.23$1.56$1.89$2.22$1.26$2.93$0.13$0.15$0.20$0.24$0.28$0.33$0.37$0.42$0.46$0.57$0.72$0.86$1.01
PutsExpensive1.11×
CallsExpensive3.49×
SkewBullish-58.00 pp
Implied moveBullish±$1.27
TiltBullish41.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.28148.7%7.9%34.3777.5%4.2%
25Δ36.8680.4%3.7%35.0852.0%2.3%
30Δ36.5972.6%3.0%35.2050.9%2.0%
35Δ36.3264.7%2.4%35.3349.9%1.8%
40Δ36.0556.8%1.7%35.4648.8%1.6%
45Δ35.7371.8%1.6%35.5847.8%1.4%
50Δ35.4191.5%1.6%35.7146.7%1.1%
55Δ35.09111.2%1.6%35.8345.6%0.9%
60Δ34.77130.8%1.7%35.9644.6%0.7%
65Δ34.45150.5%1.7%36.1245.0%0.5%
70Δ34.13170.2%1.7%36.2946.1%0.5%
75Δ34.7588.0%0.8%36.4747.3%0.4%
80Δ33.08167.5%0.8%36.6448.4%0.3%

20Δ

Calls
Pseudo strike
38.28
IV
148.7%
B/E move
7.9%
Puts
Pseudo strike
34.37
IV
77.5%
B/E move
4.2%

25Δ

Calls
Pseudo strike
36.86
IV
80.4%
B/E move
3.7%
Puts
Pseudo strike
35.08
IV
52.0%
B/E move
2.3%

30Δ

Calls
Pseudo strike
36.59
IV
72.6%
B/E move
3.0%
Puts
Pseudo strike
35.20
IV
50.9%
B/E move
2.0%

35Δ

Calls
Pseudo strike
36.32
IV
64.7%
B/E move
2.4%
Puts
Pseudo strike
35.33
IV
49.9%
B/E move
1.8%

40Δ

Calls
Pseudo strike
36.05
IV
56.8%
B/E move
1.7%
Puts
Pseudo strike
35.46
IV
48.8%
B/E move
1.6%

45Δ

Calls
Pseudo strike
35.73
IV
71.8%
B/E move
1.6%
Puts
Pseudo strike
35.58
IV
47.8%
B/E move
1.4%

50Δ

Calls
Pseudo strike
35.41
IV
91.5%
B/E move
1.6%
Puts
Pseudo strike
35.71
IV
46.7%
B/E move
1.1%

55Δ

Calls
Pseudo strike
35.09
IV
111.2%
B/E move
1.6%
Puts
Pseudo strike
35.83
IV
45.6%
B/E move
0.9%

60Δ

Calls
Pseudo strike
34.77
IV
130.8%
B/E move
1.7%
Puts
Pseudo strike
35.96
IV
44.6%
B/E move
0.7%

65Δ

Calls
Pseudo strike
34.45
IV
150.5%
B/E move
1.7%
Puts
Pseudo strike
36.12
IV
45.0%
B/E move
0.5%

70Δ

Calls
Pseudo strike
34.13
IV
170.2%
B/E move
1.7%
Puts
Pseudo strike
36.29
IV
46.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
34.75
IV
88.0%
B/E move
0.8%
Puts
Pseudo strike
36.47
IV
47.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
33.08
IV
167.5%
B/E move
0.8%
Puts
Pseudo strike
36.64
IV
48.4%
B/E move
0.3%