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Direxion Daily Small Cap Bull 3x ETF TNA

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Market dataready · fetched 2026-10-15T21:10:41.534Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:08:26.164248704Z

FundamentalsAlpha Vantage · ready

Share price$55.40
1D+3.8%
AH$52.85$53.61$54.36$55.11$55.865:30 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$0.10$0.97$1.84$2.71$3.58$52.61$53.98$55.35$56.73$58.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $55.40OPTION PRICELive TNA spot · $55.40TNA PRICE$0.19$0.25$0.33$0.41$0.50$0.62$0.73$0.84$0.96$1.21$1.45$1.70$1.92$0.20$0.26$0.33$0.39$0.46$0.56$0.66$0.76$0.86$0.96$1.15$1.61$3.33
PutsExpensive1.53×
CallsCheap0.83×
SkewBullish-3.26 pp
Implied moveBullish±$1.39
TiltBalanced1.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.9159.2%3.1%53.9860.1%2.9%
25Δ56.6259.4%2.7%54.2558.6%2.5%
30Δ56.3659.7%2.3%54.5157.1%2.2%
35Δ56.1160.2%2.0%54.7855.7%1.8%
40Δ55.8860.6%1.8%55.0354.3%1.5%
45Δ55.6661.1%1.6%55.2353.9%1.3%
50Δ55.4361.5%1.4%55.4253.5%1.1%
55Δ55.2062.0%1.2%55.6253.1%1.0%
60Δ54.9762.7%1.0%55.8252.6%0.8%
65Δ54.6666.1%0.8%56.0252.3%0.6%
70Δ54.3469.5%0.7%56.2653.6%0.5%
75Δ54.0372.8%0.6%56.7664.3%0.5%
80Δ53.7371.0%0.4%58.37114.2%0.6%

20Δ

Calls
Pseudo strike
56.91
IV
59.2%
B/E move
3.1%
Puts
Pseudo strike
53.98
IV
60.1%
B/E move
2.9%

25Δ

Calls
Pseudo strike
56.62
IV
59.4%
B/E move
2.7%
Puts
Pseudo strike
54.25
IV
58.6%
B/E move
2.5%

30Δ

Calls
Pseudo strike
56.36
IV
59.7%
B/E move
2.3%
Puts
Pseudo strike
54.51
IV
57.1%
B/E move
2.2%

35Δ

Calls
Pseudo strike
56.11
IV
60.2%
B/E move
2.0%
Puts
Pseudo strike
54.78
IV
55.7%
B/E move
1.8%

40Δ

Calls
Pseudo strike
55.88
IV
60.6%
B/E move
1.8%
Puts
Pseudo strike
55.03
IV
54.3%
B/E move
1.5%

45Δ

Calls
Pseudo strike
55.66
IV
61.1%
B/E move
1.6%
Puts
Pseudo strike
55.23
IV
53.9%
B/E move
1.3%

50Δ

Calls
Pseudo strike
55.43
IV
61.5%
B/E move
1.4%
Puts
Pseudo strike
55.42
IV
53.5%
B/E move
1.1%

55Δ

Calls
Pseudo strike
55.20
IV
62.0%
B/E move
1.2%
Puts
Pseudo strike
55.62
IV
53.1%
B/E move
1.0%

60Δ

Calls
Pseudo strike
54.97
IV
62.7%
B/E move
1.0%
Puts
Pseudo strike
55.82
IV
52.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
54.66
IV
66.1%
B/E move
0.8%
Puts
Pseudo strike
56.02
IV
52.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
54.34
IV
69.5%
B/E move
0.7%
Puts
Pseudo strike
56.26
IV
53.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
54.03
IV
72.8%
B/E move
0.6%
Puts
Pseudo strike
56.76
IV
64.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
53.73
IV
71.0%
B/E move
0.4%
Puts
Pseudo strike
58.37
IV
114.2%
B/E move
0.6%