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Direxion Daily Retail Bull 3X ETF RETL

i

Market dataready · fetched 2026-11-12T01:42:23.630Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T01:00:00.113303698Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:42:23.129572+00:00

Share price$9.70
1D+0.7%
AH$9.32$9.42$9.53$9.63$9.735:30 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$0.19$0.88$1.58$2.27$2.96$8.04$8.96$9.88$10.80$11.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RETL spot · $9.70RETL PRICE$0.40$0.51$0.26$0.28$0.30$0.33$0.37$0.41$0.45$0.49$0.54$0.58$0.62$0.44$0.35$0.51$0.67$0.84$1.00$1.12$1.24$1.36$1.48$1.87$2.76
Puts——
CallsCheap0.89×
Skew——
Implied moveBearish±$1.37
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.74290.5%66.4%7.80208.1%24.1%
25Δ14.28278.0%52.5%
30Δ10.77102.3%13.7%9.00110.1%10.8%
35Δ10.4388.1%10.4%9.24117.7%10.0%
40Δ10.1074.0%7.2%9.48125.2%9.2%
45Δ9.9367.2%5.8%9.72132.8%8.4%
50Δ9.8363.7%5.2%9.96140.4%7.6%
55Δ9.7460.2%4.6%10.19136.4%6.6%
60Δ9.6456.7%4.1%10.41129.9%5.5%
65Δ9.5453.2%3.5%10.64123.5%4.3%
70Δ9.4549.6%2.9%10.86117.1%3.2%
75Δ9.3546.1%2.3%11.33123.9%2.5%
80Δ9.2542.6%1.7%12.24152.7%2.3%

20Δ

Calls
Pseudo strike
15.74
IV
290.5%
B/E move
66.4%
Puts
Pseudo strike
7.80
IV
208.1%
B/E move
24.1%

25Δ

Calls
Pseudo strike
14.28
IV
278.0%
B/E move
52.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
10.77
IV
102.3%
B/E move
13.7%
Puts
Pseudo strike
9.00
IV
110.1%
B/E move
10.8%

35Δ

Calls
Pseudo strike
10.43
IV
88.1%
B/E move
10.4%
Puts
Pseudo strike
9.24
IV
117.7%
B/E move
10.0%

40Δ

Calls
Pseudo strike
10.10
IV
74.0%
B/E move
7.2%
Puts
Pseudo strike
9.48
IV
125.2%
B/E move
9.2%

45Δ

Calls
Pseudo strike
9.93
IV
67.2%
B/E move
5.8%
Puts
Pseudo strike
9.72
IV
132.8%
B/E move
8.4%

50Δ

Calls
Pseudo strike
9.83
IV
63.7%
B/E move
5.2%
Puts
Pseudo strike
9.96
IV
140.4%
B/E move
7.6%

55Δ

Calls
Pseudo strike
9.74
IV
60.2%
B/E move
4.6%
Puts
Pseudo strike
10.19
IV
136.4%
B/E move
6.6%

60Δ

Calls
Pseudo strike
9.64
IV
56.7%
B/E move
4.1%
Puts
Pseudo strike
10.41
IV
129.9%
B/E move
5.5%

65Δ

Calls
Pseudo strike
9.54
IV
53.2%
B/E move
3.5%
Puts
Pseudo strike
10.64
IV
123.5%
B/E move
4.3%

70Δ

Calls
Pseudo strike
9.45
IV
49.6%
B/E move
2.9%
Puts
Pseudo strike
10.86
IV
117.1%
B/E move
3.2%

75Δ

Calls
Pseudo strike
9.35
IV
46.1%
B/E move
2.3%
Puts
Pseudo strike
11.33
IV
123.9%
B/E move
2.5%

80Δ

Calls
Pseudo strike
9.25
IV
42.6%
B/E move
1.7%
Puts
Pseudo strike
12.24
IV
152.7%
B/E move
2.3%

Options history

IV · four-Friday blend74.40%
Daily EOD
RETL73.1%82.6%92.2%2026-10-19: 89.50%2026-10-20: 75.41%2026-10-21: 81.84%2026-10-22: 84.85%2026-10-23: 90.85%2026-10-26: 82.43%2026-10-27: 82.69%2026-10-28: 86.71%2026-10-29: 76.09%2026-10-30: 74.40%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
89.50%
75.41%
81.84%
84.85%
90.85%
82.43%
82.69%
86.71%
76.09%
74.40%