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Direxion Daily Transportation Bull 3X ETF TPOR

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Market dataready · fetched 2026-10-24T19:20:06.662Z

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 · 2026-10-24T00:00:00.098496395Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T19:20:06.637854+00:00

Share price$31.59
1D-3.0%
AH$30.60$31.13$31.66$32.19$32.725:30 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$1.03$2.39$3.75$5.12$6.48$23.43$27.64$31.85$36.05$40.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TPOR spot · $31.59TPOR PRICE$1.18$1.31$1.48$1.69$1.90$2.22$2.62$3.08$3.62$4.23$5.08$5.95$1.36$1.52$1.73$1.89$1.72$2.10$2.68$3.17$3.53$4.03$4.57$5.09$6.09
PutsExpensive1.12×
CallsExpensive1.24×
SkewBullish-5.95 pp
Implied moveBearish±$4.90
TiltBearish6.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.37120.4%24.0%
25Δ40.03104.9%30.4%27.28102.6%18.5%
30Δ37.2090.6%21.9%28.6592.3%14.8%
35Δ35.4782.4%17.0%29.7982.4%11.7%
40Δ34.1877.5%13.5%30.7464.1%8.2%
45Δ33.1473.0%10.9%31.5163.6%6.9%
50Δ32.3172.7%9.3%32.2569.0%6.4%
55Δ31.5274.0%8.0%33.0369.6%5.5%
60Δ30.7176.1%7.0%33.7367.0%4.4%
65Δ29.8578.4%6.0%34.5065.8%3.5%
70Δ28.9380.5%5.0%35.2964.7%2.8%
75Δ27.8285.3%4.2%36.0562.5%2.0%
80Δ26.6687.6%3.2%37.2263.7%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.37
IV
120.4%
B/E move
24.0%

25Δ

Calls
Pseudo strike
40.03
IV
104.9%
B/E move
30.4%
Puts
Pseudo strike
27.28
IV
102.6%
B/E move
18.5%

30Δ

Calls
Pseudo strike
37.20
IV
90.6%
B/E move
21.9%
Puts
Pseudo strike
28.65
IV
92.3%
B/E move
14.8%

35Δ

Calls
Pseudo strike
35.47
IV
82.4%
B/E move
17.0%
Puts
Pseudo strike
29.79
IV
82.4%
B/E move
11.7%

40Δ

Calls
Pseudo strike
34.18
IV
77.5%
B/E move
13.5%
Puts
Pseudo strike
30.74
IV
64.1%
B/E move
8.2%

45Δ

Calls
Pseudo strike
33.14
IV
73.0%
B/E move
10.9%
Puts
Pseudo strike
31.51
IV
63.6%
B/E move
6.9%

50Δ

Calls
Pseudo strike
32.31
IV
72.7%
B/E move
9.3%
Puts
Pseudo strike
32.25
IV
69.0%
B/E move
6.4%

55Δ

Calls
Pseudo strike
31.52
IV
74.0%
B/E move
8.0%
Puts
Pseudo strike
33.03
IV
69.6%
B/E move
5.5%

60Δ

Calls
Pseudo strike
30.71
IV
76.1%
B/E move
7.0%
Puts
Pseudo strike
33.73
IV
67.0%
B/E move
4.4%

65Δ

Calls
Pseudo strike
29.85
IV
78.4%
B/E move
6.0%
Puts
Pseudo strike
34.50
IV
65.8%
B/E move
3.5%

70Δ

Calls
Pseudo strike
28.93
IV
80.5%
B/E move
5.0%
Puts
Pseudo strike
35.29
IV
64.7%
B/E move
2.8%

75Δ

Calls
Pseudo strike
27.82
IV
85.3%
B/E move
4.2%
Puts
Pseudo strike
36.05
IV
62.5%
B/E move
2.0%

80Δ

Calls
Pseudo strike
26.66
IV
87.6%
B/E move
3.2%
Puts
Pseudo strike
37.22
IV
63.7%
B/E move
1.4%

Options history

No recorded observations