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Direxion Daily Financial Bear 3x ETF FAZ

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Market dataready · fetched 2026-10-16T00:19:10.248Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.139075723Z

FundamentalsAlpha Vantage · ready

Share price$35.82
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$0.42$1.86$3.29$4.73$6.17$29.39$32.81$36.23$39.65$43.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FAZ spot · $35.82FAZ PRICE$0.57$0.71$1.02$1.34$1.45$1.83$2.07$2.30$2.57$2.86$3.23$3.73$5.76$0.58$0.74$1.01$1.29$1.60$1.97$2.28$2.52$3.41$3.77$4.16$4.77$5.24
PutsFair0.99×
CallsCheap0.94×
SkewBullish-4.37 pp
Implied moveBearish±$4.35
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.4649.0%17.3%32.3243.7%11.4%
25Δ39.9845.3%13.6%33.3439.7%9.0%
30Δ39.5050.3%13.1%33.8342.9%8.4%
35Δ39.0255.2%12.7%34.4144.7%7.6%
40Δ37.8349.1%9.7%35.0445.7%6.6%
45Δ37.2052.4%9.0%35.6946.9%5.9%
50Δ36.4551.0%7.5%36.3346.2%5.0%
55Δ35.7048.2%6.1%36.9444.0%3.9%
60Δ35.0246.7%4.9%37.9050.2%3.7%
65Δ34.4045.0%4.0%38.5548.3%2.9%
70Δ33.7544.2%3.2%39.2146.1%2.1%
75Δ33.0244.8%2.6%40.0345.7%1.6%
80Δ31.0562.9%2.8%40.7043.3%1.0%

20Δ

Calls
Pseudo strike
41.46
IV
49.0%
B/E move
17.3%
Puts
Pseudo strike
32.32
IV
43.7%
B/E move
11.4%

25Δ

Calls
Pseudo strike
39.98
IV
45.3%
B/E move
13.6%
Puts
Pseudo strike
33.34
IV
39.7%
B/E move
9.0%

30Δ

Calls
Pseudo strike
39.50
IV
50.3%
B/E move
13.1%
Puts
Pseudo strike
33.83
IV
42.9%
B/E move
8.4%

35Δ

Calls
Pseudo strike
39.02
IV
55.2%
B/E move
12.7%
Puts
Pseudo strike
34.41
IV
44.7%
B/E move
7.6%

40Δ

Calls
Pseudo strike
37.83
IV
49.1%
B/E move
9.7%
Puts
Pseudo strike
35.04
IV
45.7%
B/E move
6.6%

45Δ

Calls
Pseudo strike
37.20
IV
52.4%
B/E move
9.0%
Puts
Pseudo strike
35.69
IV
46.9%
B/E move
5.9%

50Δ

Calls
Pseudo strike
36.45
IV
51.0%
B/E move
7.5%
Puts
Pseudo strike
36.33
IV
46.2%
B/E move
5.0%

55Δ

Calls
Pseudo strike
35.70
IV
48.2%
B/E move
6.1%
Puts
Pseudo strike
36.94
IV
44.0%
B/E move
3.9%

60Δ

Calls
Pseudo strike
35.02
IV
46.7%
B/E move
4.9%
Puts
Pseudo strike
37.90
IV
50.2%
B/E move
3.7%

65Δ

Calls
Pseudo strike
34.40
IV
45.0%
B/E move
4.0%
Puts
Pseudo strike
38.55
IV
48.3%
B/E move
2.9%

70Δ

Calls
Pseudo strike
33.75
IV
44.2%
B/E move
3.2%
Puts
Pseudo strike
39.21
IV
46.1%
B/E move
2.1%

75Δ

Calls
Pseudo strike
33.02
IV
44.8%
B/E move
2.6%
Puts
Pseudo strike
40.03
IV
45.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
31.05
IV
62.9%
B/E move
2.8%
Puts
Pseudo strike
40.70
IV
43.3%
B/E move
1.0%