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Direxion Daily Consumer Discretionary Bull 3X ETF WANT

i

Market dataready · fetched 2026-11-12T03:12:17.040Z

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 · 2026-11-12T01:00:00.050098603Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:12:16.521998+00:00

Share price$43.33
1D-0.8%
AH$42.82$43.05$43.28$43.51$43.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWANT
Sold putSold callAH

Direxion Daily Consumer Discretionary Bull 3X ETF options

Live interpolated WANT call and put midpoint premiums by absolute delta.Direxion Daily Consumer Discretionary Bull 3X ETF$0.52$1.90$3.28$4.65$6.03$36.54$40.43$44.32$48.21$52.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WANT spot · $43.33WANT PRICE$0.67$0.79$0.92$1.11$1.34$1.57$1.87$2.23$2.66$3.09$3.56$4.20$4.87$0.79$0.91$1.09$1.32$1.58$1.87$2.25$2.61$2.97$3.52$4.05$4.69$5.63
PutsFair1.00×
CallsCheap0.73×
SkewBullish-0.51 pp
Implied moveBearish±$4.12
TiltBearish7.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.7296.1%16.3%38.5898.6%12.8%
25Δ47.7784.0%12.1%40.0484.8%9.7%
30Δ46.4875.6%9.4%40.9678.9%8.0%
35Δ45.6673.5%7.9%41.6977.0%6.8%
40Δ44.9673.6%6.9%42.3875.9%5.9%
45Δ44.3072.6%5.9%43.0375.2%5.0%
50Δ43.6573.6%5.1%43.6976.2%4.4%
55Δ43.0376.1%4.5%44.3476.0%3.7%
60Δ42.3578.3%3.9%44.9974.6%3.0%
65Δ41.6579.6%3.3%45.7576.0%2.5%
70Δ40.9280.1%2.7%46.4975.6%2.0%
75Δ40.0782.7%2.2%47.3475.7%1.6%
80Δ39.1883.3%1.6%48.4577.8%1.2%

20Δ

Calls
Pseudo strike
49.72
IV
96.1%
B/E move
16.3%
Puts
Pseudo strike
38.58
IV
98.6%
B/E move
12.8%

25Δ

Calls
Pseudo strike
47.77
IV
84.0%
B/E move
12.1%
Puts
Pseudo strike
40.04
IV
84.8%
B/E move
9.7%

30Δ

Calls
Pseudo strike
46.48
IV
75.6%
B/E move
9.4%
Puts
Pseudo strike
40.96
IV
78.9%
B/E move
8.0%

35Δ

Calls
Pseudo strike
45.66
IV
73.5%
B/E move
7.9%
Puts
Pseudo strike
41.69
IV
77.0%
B/E move
6.8%

40Δ

Calls
Pseudo strike
44.96
IV
73.6%
B/E move
6.9%
Puts
Pseudo strike
42.38
IV
75.9%
B/E move
5.9%

45Δ

Calls
Pseudo strike
44.30
IV
72.6%
B/E move
5.9%
Puts
Pseudo strike
43.03
IV
75.2%
B/E move
5.0%

50Δ

Calls
Pseudo strike
43.65
IV
73.6%
B/E move
5.1%
Puts
Pseudo strike
43.69
IV
76.2%
B/E move
4.4%

55Δ

Calls
Pseudo strike
43.03
IV
76.1%
B/E move
4.5%
Puts
Pseudo strike
44.34
IV
76.0%
B/E move
3.7%

60Δ

Calls
Pseudo strike
42.35
IV
78.3%
B/E move
3.9%
Puts
Pseudo strike
44.99
IV
74.6%
B/E move
3.0%

65Δ

Calls
Pseudo strike
41.65
IV
79.6%
B/E move
3.3%
Puts
Pseudo strike
45.75
IV
76.0%
B/E move
2.5%

70Δ

Calls
Pseudo strike
40.92
IV
80.1%
B/E move
2.7%
Puts
Pseudo strike
46.49
IV
75.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
40.07
IV
82.7%
B/E move
2.2%
Puts
Pseudo strike
47.34
IV
75.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
39.18
IV
83.3%
B/E move
1.6%
Puts
Pseudo strike
48.45
IV
77.8%
B/E move
1.2%

Options history

IV · four-Friday blend61.44%
Daily EOD
WANT58.7%61.7%64.8%2026-10-19: 59.12%2026-10-23: 63.38%2026-10-26: 64.36%2026-10-27: 62.60%2026-10-28: 61.81%2026-10-30: 61.44%Oct 19Oct 26Oct 30
6 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
59.12%
63.38%
64.36%
62.60%
61.81%
61.44%