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Direxion Daily Small Cap Bull 3x ETF TNA

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Market dataready · fetched 2026-10-20T06:07:55.974Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-20T00:00:00.113443813Z

FundamentalsAlpha Vantage · ready

Share price$53.19
1D-0.4%
AH$52.86$53.14$53.41$53.69$53.965:30 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$0.57$2.77$4.98$7.19$9.39$41.37$47.88$54.38$60.89$67.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TNA spot · $53.19TNA PRICE$0.80$1.11$1.45$1.78$2.22$2.61$3.19$3.69$4.37$5.16$6.54$7.48$8.35$1.31$1.63$2.13$2.49$2.92$3.48$4.09$4.69$5.86$5.87$6.41$8.58$8.76
PutsExpensive1.16×
CallsExpensive1.29×
SkewBearish+1.68 pp
Implied moveBearish±$7.28
TiltBearish8.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.9049.6%16.0%45.9768.6%16.0%
25Δ59.7651.7%14.4%47.8864.0%13.1%
30Δ58.5953.2%12.9%49.1965.1%11.5%
35Δ57.3253.0%11.1%50.6161.6%9.5%
40Δ56.2954.9%10.0%51.8459.6%8.0%
45Δ55.1354.4%8.6%53.0159.3%6.9%
50Δ54.1056.9%7.7%54.1659.1%5.9%
55Δ52.9956.8%6.6%55.2958.0%4.9%
60Δ51.8658.5%5.7%56.7861.6%4.3%
65Δ50.6460.4%4.9%57.4454.2%3.1%
70Δ49.0568.0%4.5%58.3751.5%2.3%
75Δ47.6368.1%3.6%60.7458.2%1.9%
80Δ46.2465.5%2.6%61.3052.1%1.2%

20Δ

Calls
Pseudo strike
60.90
IV
49.6%
B/E move
16.0%
Puts
Pseudo strike
45.97
IV
68.6%
B/E move
16.0%

25Δ

Calls
Pseudo strike
59.76
IV
51.7%
B/E move
14.4%
Puts
Pseudo strike
47.88
IV
64.0%
B/E move
13.1%

30Δ

Calls
Pseudo strike
58.59
IV
53.2%
B/E move
12.9%
Puts
Pseudo strike
49.19
IV
65.1%
B/E move
11.5%

35Δ

Calls
Pseudo strike
57.32
IV
53.0%
B/E move
11.1%
Puts
Pseudo strike
50.61
IV
61.6%
B/E move
9.5%

40Δ

Calls
Pseudo strike
56.29
IV
54.9%
B/E move
10.0%
Puts
Pseudo strike
51.84
IV
59.6%
B/E move
8.0%

45Δ

Calls
Pseudo strike
55.13
IV
54.4%
B/E move
8.6%
Puts
Pseudo strike
53.01
IV
59.3%
B/E move
6.9%

50Δ

Calls
Pseudo strike
54.10
IV
56.9%
B/E move
7.7%
Puts
Pseudo strike
54.16
IV
59.1%
B/E move
5.9%

55Δ

Calls
Pseudo strike
52.99
IV
56.8%
B/E move
6.6%
Puts
Pseudo strike
55.29
IV
58.0%
B/E move
4.9%

60Δ

Calls
Pseudo strike
51.86
IV
58.5%
B/E move
5.7%
Puts
Pseudo strike
56.78
IV
61.6%
B/E move
4.3%

65Δ

Calls
Pseudo strike
50.64
IV
60.4%
B/E move
4.9%
Puts
Pseudo strike
57.44
IV
54.2%
B/E move
3.1%

70Δ

Calls
Pseudo strike
49.05
IV
68.0%
B/E move
4.5%
Puts
Pseudo strike
58.37
IV
51.5%
B/E move
2.3%

75Δ

Calls
Pseudo strike
47.63
IV
68.1%
B/E move
3.6%
Puts
Pseudo strike
60.74
IV
58.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
46.24
IV
65.5%
B/E move
2.6%
Puts
Pseudo strike
61.30
IV
52.1%
B/E move
1.2%

Options history

TNA57.0457.1057.152026-10-19T19:59:54.170000+00:00: 57.10%Oct 19Oct 19
Table
ObservationIVSkewImplied move
57.10%12.14 pp13.69%