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Direxion Daily FTSE China Bear 3X ETF YANG

i

Market dataready · fetched 2026-11-12T03:46:01.292Z

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 · 2026-11-12T01:00:00.139498824Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:46:00.205512+00:00

Share price$31.93
1D+1.4%
AH$31.44$31.59$31.73$31.88$32.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMYANG
Sold putSold callAH

Direxion Daily FTSE China Bear 3X ETF options

Live interpolated YANG call and put midpoint premiums by absolute delta.Direxion Daily FTSE China Bear 3X ETF$0.19$1.51$2.83$4.15$5.47$26.14$28.56$30.98$33.40$35.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YANG spot · $31.93YANG PRICE$0.34$0.47$0.59$0.70$0.82$0.99$1.15$1.34$1.55$1.74$1.91$2.08$2.25$0.42$0.56$0.73$0.92$1.10$1.28$1.53$1.92$2.26$2.53$2.91$3.66$5.09
PutsCheap0.76×
CallsExpensive1.16×
SkewBearish+14.78 pp
Implied moveBearish±$2.69
TiltBearish22.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.8762.0%10.3%29.2870.3%9.6%
25Δ34.4064.1%9.2%29.8470.3%8.3%
30Δ33.9265.3%8.1%30.3371.0%7.3%
35Δ33.3862.4%6.7%30.7972.1%6.4%
40Δ32.8960.3%5.6%31.2571.7%5.6%
45Δ32.5060.6%4.9%31.7070.1%4.7%
50Δ32.1160.9%4.2%32.1870.5%4.0%
55Δ31.7260.7%3.6%32.6975.0%3.6%
60Δ31.3460.4%3.0%33.1976.6%3.1%
65Δ30.9759.8%2.4%33.6574.1%2.5%
70Δ30.6456.6%2.0%34.2173.7%2.0%
75Δ30.3253.4%1.5%35.0679.8%1.7%
80Δ30.0050.2%1.0%36.5793.4%1.4%

20Δ

Calls
Pseudo strike
34.87
IV
62.0%
B/E move
10.3%
Puts
Pseudo strike
29.28
IV
70.3%
B/E move
9.6%

25Δ

Calls
Pseudo strike
34.40
IV
64.1%
B/E move
9.2%
Puts
Pseudo strike
29.84
IV
70.3%
B/E move
8.3%

30Δ

Calls
Pseudo strike
33.92
IV
65.3%
B/E move
8.1%
Puts
Pseudo strike
30.33
IV
71.0%
B/E move
7.3%

35Δ

Calls
Pseudo strike
33.38
IV
62.4%
B/E move
6.7%
Puts
Pseudo strike
30.79
IV
72.1%
B/E move
6.4%

40Δ

Calls
Pseudo strike
32.89
IV
60.3%
B/E move
5.6%
Puts
Pseudo strike
31.25
IV
71.7%
B/E move
5.6%

45Δ

Calls
Pseudo strike
32.50
IV
60.6%
B/E move
4.9%
Puts
Pseudo strike
31.70
IV
70.1%
B/E move
4.7%

50Δ

Calls
Pseudo strike
32.11
IV
60.9%
B/E move
4.2%
Puts
Pseudo strike
32.18
IV
70.5%
B/E move
4.0%

55Δ

Calls
Pseudo strike
31.72
IV
60.7%
B/E move
3.6%
Puts
Pseudo strike
32.69
IV
75.0%
B/E move
3.6%

60Δ

Calls
Pseudo strike
31.34
IV
60.4%
B/E move
3.0%
Puts
Pseudo strike
33.19
IV
76.6%
B/E move
3.1%

65Δ

Calls
Pseudo strike
30.97
IV
59.8%
B/E move
2.4%
Puts
Pseudo strike
33.65
IV
74.1%
B/E move
2.5%

70Δ

Calls
Pseudo strike
30.64
IV
56.6%
B/E move
2.0%
Puts
Pseudo strike
34.21
IV
73.7%
B/E move
2.0%

75Δ

Calls
Pseudo strike
30.32
IV
53.4%
B/E move
1.5%
Puts
Pseudo strike
35.06
IV
79.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
30.00
IV
50.2%
B/E move
1.0%
Puts
Pseudo strike
36.57
IV
93.4%
B/E move
1.4%

Options history

IV · four-Friday blend65.78%
Daily EOD
YANG63.2%66.9%70.6%2026-10-19: 64.83%2026-10-20: 63.86%2026-10-21: 63.71%2026-10-22: 66.93%2026-10-23: 70.12%2026-10-26: 68.00%2026-10-27: 68.92%2026-10-28: 68.65%2026-10-29: 67.51%2026-10-30: 65.78%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
64.83%
63.86%
63.71%
66.93%
70.12%
68.00%
68.92%
68.65%
67.51%
65.78%