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Direxion Daily Technology Bear 3x ETF TECS

i

Market dataready · fetched 2026-11-13T18:51:54.930Z

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 · 2026-11-13T18:51:52.600841573Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:51:54.512813+00:00

Share price$72.70
1D+7.3%
$67$69$72$74$765:30 AM6:30 AM9:00 AM1:00 PMTECS
Sold putSold call

Direxion Daily Technology Bear 3x ETF options

Live interpolated TECS call and put midpoint premiums by absolute delta.Direxion Daily Technology Bear 3x ETF$0.97$3.82$6.67$9.52$12.37$57.61$65.54$73.47$81.40$89.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TECS spot · $72.70TECS PRICE$1.37$1.89$2.20$2.84$3.43$4.12$4.84$5.68$6.34$7.60$8.62$9.28$11.55$1.28$2.03$2.65$2.86$3.46$4.48$5.00$5.46$6.61$7.16$8.24$9.26$11.41
PutsCheap0.93×
CallsExpensive1.16×
SkewBullish-23.90 pp
Implied moveBalanced±$9.84
TiltBalanced0.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.38132.8%20.7%65.03105.5%12.3%
25Δ84.28137.9%18.5%65.86122.4%12.2%
30Δ80.87125.0%14.3%67.42125.5%10.9%
35Δ79.35131.7%13.1%69.39110.6%8.5%
40Δ77.49132.1%11.3%70.82110.1%7.4%
45Δ75.76134.1%9.9%72.23118.5%6.8%
50Δ74.03134.8%8.5%73.64112.6%5.6%
55Δ72.32136.4%7.3%74.90105.8%4.5%
60Δ70.64132.0%5.9%76.48109.5%3.9%
65Δ68.82138.6%5.1%77.64103.0%3.0%
70Δ67.05137.3%4.1%79.17102.5%2.4%
75Δ65.58128.0%3.0%80.6299.6%1.8%
80Δ62.93140.6%2.5%83.07104.7%1.4%

20Δ

Calls
Pseudo strike
86.38
IV
132.8%
B/E move
20.7%
Puts
Pseudo strike
65.03
IV
105.5%
B/E move
12.3%

25Δ

Calls
Pseudo strike
84.28
IV
137.9%
B/E move
18.5%
Puts
Pseudo strike
65.86
IV
122.4%
B/E move
12.2%

30Δ

Calls
Pseudo strike
80.87
IV
125.0%
B/E move
14.3%
Puts
Pseudo strike
67.42
IV
125.5%
B/E move
10.9%

35Δ

Calls
Pseudo strike
79.35
IV
131.7%
B/E move
13.1%
Puts
Pseudo strike
69.39
IV
110.6%
B/E move
8.5%

40Δ

Calls
Pseudo strike
77.49
IV
132.1%
B/E move
11.3%
Puts
Pseudo strike
70.82
IV
110.1%
B/E move
7.4%

45Δ

Calls
Pseudo strike
75.76
IV
134.1%
B/E move
9.9%
Puts
Pseudo strike
72.23
IV
118.5%
B/E move
6.8%

50Δ

Calls
Pseudo strike
74.03
IV
134.8%
B/E move
8.5%
Puts
Pseudo strike
73.64
IV
112.6%
B/E move
5.6%

55Δ

Calls
Pseudo strike
72.32
IV
136.4%
B/E move
7.3%
Puts
Pseudo strike
74.90
IV
105.8%
B/E move
4.5%

60Δ

Calls
Pseudo strike
70.64
IV
132.0%
B/E move
5.9%
Puts
Pseudo strike
76.48
IV
109.5%
B/E move
3.9%

65Δ

Calls
Pseudo strike
68.82
IV
138.6%
B/E move
5.1%
Puts
Pseudo strike
77.64
IV
103.0%
B/E move
3.0%

70Δ

Calls
Pseudo strike
67.05
IV
137.3%
B/E move
4.1%
Puts
Pseudo strike
79.17
IV
102.5%
B/E move
2.4%

75Δ

Calls
Pseudo strike
65.58
IV
128.0%
B/E move
3.0%
Puts
Pseudo strike
80.62
IV
99.6%
B/E move
1.8%

80Δ

Calls
Pseudo strike
62.93
IV
140.6%
B/E move
2.5%
Puts
Pseudo strike
83.07
IV
104.7%
B/E move
1.4%

Options history

IV · four-Friday blend104.16%
Daily EOD
TECS83.8%94.7%105.7%2026-10-19: 86.71%2026-10-20: 87.24%2026-10-21: 85.26%2026-10-22: 94.71%2026-10-23: 95.03%2026-10-26: 89.05%2026-10-27: 87.71%2026-10-28: 88.97%2026-10-29: 87.74%2026-10-30: 104.16%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
86.71%
87.24%
85.26%
94.71%
95.03%
89.05%
87.71%
88.97%
87.74%
104.16%