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Direxion Daily Transportation Bull 3X ETF TPOR

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Market datapartial · fetched 2026-10-23T16:47:09.869Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T16:35:17.586001286Z

FundamentalsAlpha Vantage · unavailable

Share price$31.78
1D-2.4%
$30.60$31.13$31.66$32.19$32.725:30 AM6:30 AM9:00 AM1:00 PMTPOR
Sold putSold call

Direxion Daily Transportation Bull 3X ETF options

Live interpolated TPOR call and put midpoint premiums by absolute delta.Direxion Daily Transportation Bull 3X ETF$1.00$2.60$4.19$5.79$7.39$23.35$27.57$31.78$36.00$40.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TPOR spot · $31.78TPOR PRICE$1.18$1.30$1.46$1.66$1.87$2.15$2.52$2.95$3.46$4.03$4.78$5.60$1.38$1.55$1.75$1.92$1.65$2.28$2.84$3.30$3.71$4.32$4.87$5.77$6.93
PutsExpensive1.14×
CallsExpensive1.18×
SkewNeutral-0.04 pp
Implied moveBearish±$4.99
TiltBearish12.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.51118.4%24.1%
25Δ40.21102.1%30.2%27.42101.5%18.6%
30Δ37.3287.5%21.5%28.8291.1%14.8%
35Δ35.6179.4%16.7%29.9781.4%11.7%
40Δ34.3174.2%13.2%30.9959.8%7.7%
45Δ33.3069.9%10.6%31.7267.1%7.4%
50Δ32.4668.6%8.9%32.5070.8%6.7%
55Δ31.6969.2%7.6%33.2970.6%5.6%
60Δ30.9270.7%6.6%34.0568.3%4.5%
65Δ30.1072.6%5.6%34.9268.5%3.7%
70Δ29.2373.9%4.6%35.7466.8%2.9%
75Δ28.2277.3%3.8%36.8467.9%2.2%
80Δ27.1379.4%3.0%38.2069.5%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.51
IV
118.4%
B/E move
24.1%

25Δ

Calls
Pseudo strike
40.21
IV
102.1%
B/E move
30.2%
Puts
Pseudo strike
27.42
IV
101.5%
B/E move
18.6%

30Δ

Calls
Pseudo strike
37.32
IV
87.5%
B/E move
21.5%
Puts
Pseudo strike
28.82
IV
91.1%
B/E move
14.8%

35Δ

Calls
Pseudo strike
35.61
IV
79.4%
B/E move
16.7%
Puts
Pseudo strike
29.97
IV
81.4%
B/E move
11.7%

40Δ

Calls
Pseudo strike
34.31
IV
74.2%
B/E move
13.2%
Puts
Pseudo strike
30.99
IV
59.8%
B/E move
7.7%

45Δ

Calls
Pseudo strike
33.30
IV
69.9%
B/E move
10.6%
Puts
Pseudo strike
31.72
IV
67.1%
B/E move
7.4%

50Δ

Calls
Pseudo strike
32.46
IV
68.6%
B/E move
8.9%
Puts
Pseudo strike
32.50
IV
70.8%
B/E move
6.7%

55Δ

Calls
Pseudo strike
31.69
IV
69.2%
B/E move
7.6%
Puts
Pseudo strike
33.29
IV
70.6%
B/E move
5.6%

60Δ

Calls
Pseudo strike
30.92
IV
70.7%
B/E move
6.6%
Puts
Pseudo strike
34.05
IV
68.3%
B/E move
4.5%

65Δ

Calls
Pseudo strike
30.10
IV
72.6%
B/E move
5.6%
Puts
Pseudo strike
34.92
IV
68.5%
B/E move
3.7%

70Δ

Calls
Pseudo strike
29.23
IV
73.9%
B/E move
4.6%
Puts
Pseudo strike
35.74
IV
66.8%
B/E move
2.9%

75Δ

Calls
Pseudo strike
28.22
IV
77.3%
B/E move
3.8%
Puts
Pseudo strike
36.84
IV
67.9%
B/E move
2.2%

80Δ

Calls
Pseudo strike
27.13
IV
79.4%
B/E move
3.0%
Puts
Pseudo strike
38.20
IV
69.5%
B/E move
1.6%

Options history

No recorded observations