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Direxion Daily Retail Bull 3X ETF RETL

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Market datapartial · fetched 2026-10-22T23:44:27.755Z

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

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:05:40.464226421Z

FundamentalsAlpha Vantage · unavailable

Share price$8.85
1D+9.5%
AH$8.08$8.30$8.53$8.76$8.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRETL
Sold putSold callAH

Direxion Daily Retail Bull 3X ETF options

Live interpolated RETL call and put midpoint premiums by absolute delta.Direxion Daily Retail Bull 3X ETF$0.31$1.34$2.37$3.40$4.43$5.75$7.25$8.76$10.26$11.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RETL spot · $8.85RETL PRICE$0.53$0.53$0.57$0.62$0.60$0.58$0.68$0.80$0.92$1.04$0.49$0.42$0.44$0.59$0.74$0.88$1.10$1.37$1.63$1.97$2.34$2.95$4.13
PutsExpensive1.17×
CallsFair1.02×
SkewBearish+7.37 pp
Implied moveBearish±$1.68
TiltBearish46.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.65157.3%30.4%
25Δ14.11177.8%65.4%7.51106.8%19.9%
30Δ11.71135.9%38.3%8.1178.7%13.3%
35Δ10.68116.6%27.1%8.3781.6%12.1%
40Δ9.98103.0%19.8%8.6384.6%10.8%
45Δ9.5184.2%14.3%8.8987.5%9.6%
50Δ9.0565.3%8.8%9.2090.9%8.5%
55Δ8.8163.7%7.3%9.5694.7%7.5%
60Δ8.6064.1%6.3%9.9198.5%6.5%
65Δ8.3964.5%5.3%10.34100.8%5.4%
70Δ8.1964.9%4.3%10.80102.6%4.4%
75Δ11.49108.9%3.5%
80Δ12.73124.9%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.65
IV
157.3%
B/E move
30.4%

25Δ

Calls
Pseudo strike
14.11
IV
177.8%
B/E move
65.4%
Puts
Pseudo strike
7.51
IV
106.8%
B/E move
19.9%

30Δ

Calls
Pseudo strike
11.71
IV
135.9%
B/E move
38.3%
Puts
Pseudo strike
8.11
IV
78.7%
B/E move
13.3%

35Δ

Calls
Pseudo strike
10.68
IV
116.6%
B/E move
27.1%
Puts
Pseudo strike
8.37
IV
81.6%
B/E move
12.1%

40Δ

Calls
Pseudo strike
9.98
IV
103.0%
B/E move
19.8%
Puts
Pseudo strike
8.63
IV
84.6%
B/E move
10.8%

45Δ

Calls
Pseudo strike
9.51
IV
84.2%
B/E move
14.3%
Puts
Pseudo strike
8.89
IV
87.5%
B/E move
9.6%

50Δ

Calls
Pseudo strike
9.05
IV
65.3%
B/E move
8.8%
Puts
Pseudo strike
9.20
IV
90.9%
B/E move
8.5%

55Δ

Calls
Pseudo strike
8.81
IV
63.7%
B/E move
7.3%
Puts
Pseudo strike
9.56
IV
94.7%
B/E move
7.5%

60Δ

Calls
Pseudo strike
8.60
IV
64.1%
B/E move
6.3%
Puts
Pseudo strike
9.91
IV
98.5%
B/E move
6.5%

65Δ

Calls
Pseudo strike
8.39
IV
64.5%
B/E move
5.3%
Puts
Pseudo strike
10.34
IV
100.8%
B/E move
5.4%

70Δ

Calls
Pseudo strike
8.19
IV
64.9%
B/E move
4.3%
Puts
Pseudo strike
10.80
IV
102.6%
B/E move
4.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.49
IV
108.9%
B/E move
3.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.73
IV
124.9%
B/E move
2.9%

Options history

No recorded observations