Direxion Daily Technology Bull 3x ETF TECL
i
Market dataready · fetched 2026-11-13T01:31:11.778Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-13T01:00:00.118035655Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:31:10.798050+00:00
Direxion Daily Technology Bull 3x ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 171.38 | 93.1% | 15.0% | 131.53 | 124.3% | 15.1% |
| 25Δ | 167.76 | 94.5% | 13.1% | 136.49 | 116.1% | 12.4% |
| 30Δ | 164.36 | 95.4% | 11.4% | 140.19 | 114.8% | 10.7% |
| 35Δ | 161.28 | 96.2% | 10.0% | 143.67 | 111.2% | 9.1% |
| 40Δ | 158.40 | 98.2% | 8.8% | 146.90 | 109.1% | 7.8% |
| 45Δ | 155.67 | 101.0% | 7.8% | 149.98 | 108.0% | 6.6% |
| 50Δ | 152.82 | 101.1% | 6.7% | 153.09 | 108.9% | 5.8% |
| 55Δ | 149.93 | 100.3% | 5.6% | 156.18 | 108.7% | 4.9% |
| 60Δ | 147.11 | 100.1% | 4.7% | 159.25 | 106.9% | 4.1% |
| 65Δ | 144.15 | 101.3% | 3.9% | 162.44 | 105.3% | 3.3% |
| 70Δ | 140.78 | 106.4% | 3.3% | 165.89 | 104.6% | 2.6% |
| 75Δ | 137.23 | 108.7% | 2.7% | 170.10 | 106.3% | 2.1% |
| 80Δ | 133.45 | 109.7% | 2.0% | 175.02 | 107.8% | 1.6% |
20Δ
- Pseudo strike
- 171.38
- IV
- 93.1%
- B/E move
- 15.0%
- Pseudo strike
- 131.53
- IV
- 124.3%
- B/E move
- 15.1%
25Δ
- Pseudo strike
- 167.76
- IV
- 94.5%
- B/E move
- 13.1%
- Pseudo strike
- 136.49
- IV
- 116.1%
- B/E move
- 12.4%
30Δ
- Pseudo strike
- 164.36
- IV
- 95.4%
- B/E move
- 11.4%
- Pseudo strike
- 140.19
- IV
- 114.8%
- B/E move
- 10.7%
35Δ
- Pseudo strike
- 161.28
- IV
- 96.2%
- B/E move
- 10.0%
- Pseudo strike
- 143.67
- IV
- 111.2%
- B/E move
- 9.1%
40Δ
- Pseudo strike
- 158.40
- IV
- 98.2%
- B/E move
- 8.8%
- Pseudo strike
- 146.90
- IV
- 109.1%
- B/E move
- 7.8%
45Δ
- Pseudo strike
- 155.67
- IV
- 101.0%
- B/E move
- 7.8%
- Pseudo strike
- 149.98
- IV
- 108.0%
- B/E move
- 6.6%
50Δ
- Pseudo strike
- 152.82
- IV
- 101.1%
- B/E move
- 6.7%
- Pseudo strike
- 153.09
- IV
- 108.9%
- B/E move
- 5.8%
55Δ
- Pseudo strike
- 149.93
- IV
- 100.3%
- B/E move
- 5.6%
- Pseudo strike
- 156.18
- IV
- 108.7%
- B/E move
- 4.9%
60Δ
- Pseudo strike
- 147.11
- IV
- 100.1%
- B/E move
- 4.7%
- Pseudo strike
- 159.25
- IV
- 106.9%
- B/E move
- 4.1%
65Δ
- Pseudo strike
- 144.15
- IV
- 101.3%
- B/E move
- 3.9%
- Pseudo strike
- 162.44
- IV
- 105.3%
- B/E move
- 3.3%
70Δ
- Pseudo strike
- 140.78
- IV
- 106.4%
- B/E move
- 3.3%
- Pseudo strike
- 165.89
- IV
- 104.6%
- B/E move
- 2.6%
75Δ
- Pseudo strike
- 137.23
- IV
- 108.7%
- B/E move
- 2.7%
- Pseudo strike
- 170.10
- IV
- 106.3%
- B/E move
- 2.1%
80Δ
- Pseudo strike
- 133.45
- IV
- 109.7%
- B/E move
- 2.0%
- Pseudo strike
- 175.02
- IV
- 107.8%
- B/E move
- 1.6%
Options history
Table
| Date | IV (%) |
|---|---|
| 74.97% | |
| 76.05% | |
| 76.35% | |
| 82.28% | |
| 82.29% | |
| 78.54% | |
| 78.27% | |
| 76.39% | |
| 76.37% | |
| 88.42% |