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Direxion Daily Retail Bull 3X ETF RETL

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Market datapartial · fetched 2026-10-22T22:05:48.161Z

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 · 2026-10-22T21:37:49.482594336Z

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$1.33$2.36$3.38$4.41$5.74$7.25$8.76$10.27$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$2.94$4.11
PutsExpensive1.17×
CallsFair1.02×
SkewBearish+7.24 pp
Implied moveBearish±$1.68
TiltBearish46.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.65157.2%30.4%
25Δ14.11177.6%65.4%7.50106.8%19.9%
30Δ11.70135.8%38.3%8.1178.6%13.3%
35Δ10.67116.5%27.1%8.3781.6%12.1%
40Δ9.98103.0%19.8%8.6384.5%10.8%
45Δ9.5184.1%14.3%8.8987.4%9.6%
50Δ9.0465.3%8.7%9.2090.8%8.5%
55Δ8.8163.8%7.3%9.5594.6%7.5%
60Δ8.6064.2%6.3%9.9198.3%6.5%
65Δ8.3964.6%5.3%10.34100.7%5.4%
70Δ8.1865.1%4.3%10.79102.5%4.4%
75Δ11.48108.7%3.5%
80Δ12.71124.5%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.65
IV
157.2%
B/E move
30.4%

25Δ

Calls
Pseudo strike
14.11
IV
177.6%
B/E move
65.4%
Puts
Pseudo strike
7.50
IV
106.8%
B/E move
19.9%

30Δ

Calls
Pseudo strike
11.70
IV
135.8%
B/E move
38.3%
Puts
Pseudo strike
8.11
IV
78.6%
B/E move
13.3%

35Δ

Calls
Pseudo strike
10.67
IV
116.5%
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
84.5%
B/E move
10.8%

45Δ

Calls
Pseudo strike
9.51
IV
84.1%
B/E move
14.3%
Puts
Pseudo strike
8.89
IV
87.4%
B/E move
9.6%

50Δ

Calls
Pseudo strike
9.04
IV
65.3%
B/E move
8.7%
Puts
Pseudo strike
9.20
IV
90.8%
B/E move
8.5%

55Δ

Calls
Pseudo strike
8.81
IV
63.8%
B/E move
7.3%
Puts
Pseudo strike
9.55
IV
94.6%
B/E move
7.5%

60Δ

Calls
Pseudo strike
8.60
IV
64.2%
B/E move
6.3%
Puts
Pseudo strike
9.91
IV
98.3%
B/E move
6.5%

65Δ

Calls
Pseudo strike
8.39
IV
64.6%
B/E move
5.3%
Puts
Pseudo strike
10.34
IV
100.7%
B/E move
5.4%

70Δ

Calls
Pseudo strike
8.18
IV
65.1%
B/E move
4.3%
Puts
Pseudo strike
10.79
IV
102.5%
B/E move
4.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.48
IV
108.7%
B/E move
3.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.71
IV
124.5%
B/E move
2.9%

Options history

No recorded observations