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Direxion Daily Retail Bull 3X ETF RETL

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Market dataready · fetched 2026-10-22T22:51:08.039Z

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 · 2026-10-22T22:30:00.004044593Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:51:07.403115+00:00

Share price$8.91
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$0.28$1.44$2.60$3.76$4.92$5.68$7.21$8.74$10.27$11.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RETL spot · $8.91RETL PRICE$0.53$0.53$0.57$0.62$0.60$0.58$0.65$0.76$0.87$0.99$1.10$0.49$0.41$0.46$0.61$0.77$0.92$1.17$1.45$1.74$2.12$2.49$3.32$4.58
PutsExpensive1.21×
CallsFair0.97×
SkewBearish+16.33 pp
Implied moveBearish±$1.76
TiltBearish44.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.72155.0%30.1%
25Δ14.14176.2%64.6%7.61102.5%19.2%
30Δ11.74134.4%37.7%8.1581.3%13.7%
35Δ10.71114.9%26.6%8.4284.5%12.4%
40Δ10.02101.8%19.4%8.6887.8%11.2%
45Δ9.5884.3%14.3%8.9591.0%9.9%
50Δ9.1566.5%9.2%9.3095.1%8.8%
55Δ8.8760.2%6.9%9.6799.3%7.8%
60Δ8.6860.0%5.9%10.05103.4%6.7%
65Δ8.4859.9%5.0%10.52105.9%5.7%
70Δ8.2859.7%4.0%10.99108.4%4.6%
75Δ8.0959.6%3.1%11.88119.3%3.9%
80Δ13.22134.1%3.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.72
IV
155.0%
B/E move
30.1%

25Δ

Calls
Pseudo strike
14.14
IV
176.2%
B/E move
64.6%
Puts
Pseudo strike
7.61
IV
102.5%
B/E move
19.2%

30Δ

Calls
Pseudo strike
11.74
IV
134.4%
B/E move
37.7%
Puts
Pseudo strike
8.15
IV
81.3%
B/E move
13.7%

35Δ

Calls
Pseudo strike
10.71
IV
114.9%
B/E move
26.6%
Puts
Pseudo strike
8.42
IV
84.5%
B/E move
12.4%

40Δ

Calls
Pseudo strike
10.02
IV
101.8%
B/E move
19.4%
Puts
Pseudo strike
8.68
IV
87.8%
B/E move
11.2%

45Δ

Calls
Pseudo strike
9.58
IV
84.3%
B/E move
14.3%
Puts
Pseudo strike
8.95
IV
91.0%
B/E move
9.9%

50Δ

Calls
Pseudo strike
9.15
IV
66.5%
B/E move
9.2%
Puts
Pseudo strike
9.30
IV
95.1%
B/E move
8.8%

55Δ

Calls
Pseudo strike
8.87
IV
60.2%
B/E move
6.9%
Puts
Pseudo strike
9.67
IV
99.3%
B/E move
7.8%

60Δ

Calls
Pseudo strike
8.68
IV
60.0%
B/E move
5.9%
Puts
Pseudo strike
10.05
IV
103.4%
B/E move
6.7%

65Δ

Calls
Pseudo strike
8.48
IV
59.9%
B/E move
5.0%
Puts
Pseudo strike
10.52
IV
105.9%
B/E move
5.7%

70Δ

Calls
Pseudo strike
8.28
IV
59.7%
B/E move
4.0%
Puts
Pseudo strike
10.99
IV
108.4%
B/E move
4.6%

75Δ

Calls
Pseudo strike
8.09
IV
59.6%
B/E move
3.1%
Puts
Pseudo strike
11.88
IV
119.3%
B/E move
3.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.22
IV
134.1%
B/E move
3.1%

Options history

No recorded observations