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Direxion Daily Small Cap Bull 3x ETF TNA

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Market dataready · fetched 2026-10-15T20:35:55.351Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:35:08.504449432Z

FundamentalsAlpha Vantage · ready

Share price$55.60
1D+4.0%
AH$52.86$53.59$54.33$55.07$55.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTNA
Sold putSold callAH

Direxion Daily Small Cap Bull 3x ETF options

Live interpolated TNA call and put midpoint premiums by absolute delta.Direxion Daily Small Cap Bull 3x ETF$0.08$0.97$1.86$2.74$3.63$52.58$54.03$55.48$56.93$58.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $55.60OPTION PRICELive TNA spot · $55.60TNA PRICE$0.17$0.23$0.29$0.37$0.44$0.53$0.63$0.72$0.82$0.91$1.08$1.29$1.49$0.22$0.29$0.36$0.43$0.54$0.65$0.77$0.88$1.05$1.27$2.18$3.38$3.19
PutsExpensive1.90×
CallsCheap0.68×
SkewBearish+22.06 pp
Implied moveBearish±$1.39
TiltBearish25.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.9854.4%2.8%54.0664.7%3.2%
25Δ56.7154.0%2.4%54.3563.6%2.8%
30Δ56.4653.7%2.1%54.6562.5%2.4%
35Δ56.2453.5%1.8%54.9461.4%2.0%
40Δ56.0253.4%1.5%55.1861.6%1.7%
45Δ55.8353.0%1.4%55.4162.0%1.5%
50Δ55.6452.5%1.2%55.6462.5%1.3%
55Δ55.4452.0%1.0%55.8762.9%1.1%
60Δ55.2551.5%0.8%56.1364.6%0.9%
65Δ55.0651.1%0.7%56.4267.9%0.8%
70Δ54.8251.3%0.5%57.2897.2%0.9%
75Δ54.5651.9%0.4%58.43133.1%1.0%
80Δ54.3052.5%0.3%58.46107.5%0.6%

20Δ

Calls
Pseudo strike
56.98
IV
54.4%
B/E move
2.8%
Puts
Pseudo strike
54.06
IV
64.7%
B/E move
3.2%

25Δ

Calls
Pseudo strike
56.71
IV
54.0%
B/E move
2.4%
Puts
Pseudo strike
54.35
IV
63.6%
B/E move
2.8%

30Δ

Calls
Pseudo strike
56.46
IV
53.7%
B/E move
2.1%
Puts
Pseudo strike
54.65
IV
62.5%
B/E move
2.4%

35Δ

Calls
Pseudo strike
56.24
IV
53.5%
B/E move
1.8%
Puts
Pseudo strike
54.94
IV
61.4%
B/E move
2.0%

40Δ

Calls
Pseudo strike
56.02
IV
53.4%
B/E move
1.5%
Puts
Pseudo strike
55.18
IV
61.6%
B/E move
1.7%

45Δ

Calls
Pseudo strike
55.83
IV
53.0%
B/E move
1.4%
Puts
Pseudo strike
55.41
IV
62.0%
B/E move
1.5%

50Δ

Calls
Pseudo strike
55.64
IV
52.5%
B/E move
1.2%
Puts
Pseudo strike
55.64
IV
62.5%
B/E move
1.3%

55Δ

Calls
Pseudo strike
55.44
IV
52.0%
B/E move
1.0%
Puts
Pseudo strike
55.87
IV
62.9%
B/E move
1.1%

60Δ

Calls
Pseudo strike
55.25
IV
51.5%
B/E move
0.8%
Puts
Pseudo strike
56.13
IV
64.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
55.06
IV
51.1%
B/E move
0.7%
Puts
Pseudo strike
56.42
IV
67.9%
B/E move
0.8%

70Δ

Calls
Pseudo strike
54.82
IV
51.3%
B/E move
0.5%
Puts
Pseudo strike
57.28
IV
97.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
54.56
IV
51.9%
B/E move
0.4%
Puts
Pseudo strike
58.43
IV
133.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
54.30
IV
52.5%
B/E move
0.3%
Puts
Pseudo strike
58.46
IV
107.5%
B/E move
0.6%