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Direxion Daily Consumer Discretionary Bull 3X ETF WANT

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Market datapartial · fetched 2026-10-22T23:30:19.254Z

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 · 2026-10-22T22:30:00.003108729Z

FundamentalsAlpha Vantage · unavailable

Share price$38.04
1D+0.9%
AH$37.63$37.89$38.16$38.42$38.685:30 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$0.55$2.47$4.40$6.32$8.24$29.45$33.77$38.10$42.43$46.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WANT spot · $38.04WANT PRICE$0.76$0.93$1.16$1.44$1.74$2.05$2.45$2.96$3.38$4.31$4.50$5.18$5.93$0.95$1.24$1.56$1.94$2.18$2.66$3.02$3.42$4.00$4.63$5.18$6.48$7.69
PutsExpensive1.28×
CallsExpensive1.20×
SkewBullish-1.13 pp
Implied moveBearish±$5.47
TiltBearish10.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.8669.3%22.5%32.8372.1%16.2%
25Δ43.7663.5%17.5%34.0670.0%13.7%
30Δ42.4761.9%14.7%35.1368.5%11.7%
35Δ41.4962.5%12.8%36.0868.8%10.3%
40Δ40.5462.6%11.1%37.0564.0%8.3%
45Δ39.6262.3%9.5%37.9265.1%7.3%
50Δ38.7663.5%8.3%38.7662.9%6.1%
55Δ37.9366.7%7.5%39.5761.0%5.0%
60Δ37.0466.2%6.3%40.4761.1%4.1%
65Δ35.9874.7%5.9%41.3861.1%3.4%
70Δ35.1967.4%4.3%42.2459.2%2.6%
75Δ34.1667.6%3.4%43.7363.2%2.1%
80Δ33.1167.5%2.6%45.1664.1%1.5%

20Δ

Calls
Pseudo strike
45.86
IV
69.3%
B/E move
22.5%
Puts
Pseudo strike
32.83
IV
72.1%
B/E move
16.2%

25Δ

Calls
Pseudo strike
43.76
IV
63.5%
B/E move
17.5%
Puts
Pseudo strike
34.06
IV
70.0%
B/E move
13.7%

30Δ

Calls
Pseudo strike
42.47
IV
61.9%
B/E move
14.7%
Puts
Pseudo strike
35.13
IV
68.5%
B/E move
11.7%

35Δ

Calls
Pseudo strike
41.49
IV
62.5%
B/E move
12.8%
Puts
Pseudo strike
36.08
IV
68.8%
B/E move
10.3%

40Δ

Calls
Pseudo strike
40.54
IV
62.6%
B/E move
11.1%
Puts
Pseudo strike
37.05
IV
64.0%
B/E move
8.3%

45Δ

Calls
Pseudo strike
39.62
IV
62.3%
B/E move
9.5%
Puts
Pseudo strike
37.92
IV
65.1%
B/E move
7.3%

50Δ

Calls
Pseudo strike
38.76
IV
63.5%
B/E move
8.3%
Puts
Pseudo strike
38.76
IV
62.9%
B/E move
6.1%

55Δ

Calls
Pseudo strike
37.93
IV
66.7%
B/E move
7.5%
Puts
Pseudo strike
39.57
IV
61.0%
B/E move
5.0%

60Δ

Calls
Pseudo strike
37.04
IV
66.2%
B/E move
6.3%
Puts
Pseudo strike
40.47
IV
61.1%
B/E move
4.1%

65Δ

Calls
Pseudo strike
35.98
IV
74.7%
B/E move
5.9%
Puts
Pseudo strike
41.38
IV
61.1%
B/E move
3.4%

70Δ

Calls
Pseudo strike
35.19
IV
67.4%
B/E move
4.3%
Puts
Pseudo strike
42.24
IV
59.2%
B/E move
2.6%

75Δ

Calls
Pseudo strike
34.16
IV
67.6%
B/E move
3.4%
Puts
Pseudo strike
43.73
IV
63.2%
B/E move
2.1%

80Δ

Calls
Pseudo strike
33.11
IV
67.5%
B/E move
2.6%
Puts
Pseudo strike
45.16
IV
64.1%
B/E move
1.5%

Options history

No recorded observations