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Direxion Daily Transportation Bull 3X ETF TPOR

i

Market dataready · fetched 2026-11-13T00:47:22.358Z

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 · 2026-11-12T23:30:00.003285147Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T00:47:21.832628+00:00

Share price$35.05
1D-3.9%
AH$34.94$35.35$35.77$36.18$36.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTPOR
Sold putSold callAH

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$2.40$3.81$5.22$6.62$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICETPOR PRICE$1.15$1.26$1.24$1.62$2.00$2.36$2.58$2.73$2.97$3.30$1.15$1.23$1.32$5.15$6.22
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.16177.1%20.1%
25Δ31.11144.0%14.8%
30Δ39.49129.7%15.9%32.42122.7%11.3%
35Δ37.94113.6%11.8%
40Δ
45Δ35.7072.9%5.4%
50Δ35.2882.5%5.3%
55Δ34.8089.6%5.0%
60Δ34.2091.9%4.3%
65Δ33.6987.7%3.5%
70Δ33.2280.4%2.6%39.14120.2%3.0%
75Δ32.7375.4%1.9%40.42123.8%2.4%
80Δ32.2372.5%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.16
IV
177.1%
B/E move
20.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.11
IV
144.0%
B/E move
14.8%

30Δ

Calls
Pseudo strike
39.49
IV
129.7%
B/E move
15.9%
Puts
Pseudo strike
32.42
IV
122.7%
B/E move
11.3%

35Δ

Calls
Pseudo strike
37.94
IV
113.6%
B/E move
11.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
35.70
IV
72.9%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
35.28
IV
82.5%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
34.80
IV
89.6%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
34.20
IV
91.9%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
33.69
IV
87.7%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
33.22
IV
80.4%
B/E move
2.6%
Puts
Pseudo strike
39.14
IV
120.2%
B/E move
3.0%

75Δ

Calls
Pseudo strike
32.73
IV
75.4%
B/E move
1.9%
Puts
Pseudo strike
40.42
IV
123.8%
B/E move
2.4%

80Δ

Calls
Pseudo strike
32.23
IV
72.5%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend61.05%
Daily EOD
TPOR56.4%71.7%87.0%2026-10-19: 67.08%2026-10-20: 62.07%2026-10-21: 63.86%2026-10-23: 61.49%2026-10-26: 58.51%2026-10-27: 84.85%2026-10-28: 60.54%2026-10-29: 61.05%2026-10-30: 61.05%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
67.08%
62.07%
63.86%
61.49%
58.51%
84.85%
60.54%
61.05%
61.05%