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Direxion Daily FTSE China Bear 3X ETF YANG

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Market datapartial · fetched 2026-10-22T21:22:37.095Z

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 · 2026-10-22T21:16:45.950843525Z

FundamentalsAlpha Vantage · unavailable

Share price$36.80
1D-2.7%
AH$36.62$36.91$37.21$37.50$37.795:30 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$0.64$2.63$4.63$6.62$8.62$27.99$32.46$36.93$41.40$45.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YANG spot · $36.80YANG PRICE$1.03$1.24$1.48$1.79$2.12$2.46$2.84$3.21$3.53$4.02$4.62$5.26$0.86$1.09$1.36$1.75$2.25$2.57$3.13$3.69$4.50$5.55$6.77$8.04
PutsExpensive1.51×
CallsCheap0.93×
SkewBearish+2.80 pp
Implied moveBearish±$5.59
TiltBearish10.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.0367.4%15.3%
25Δ43.5873.4%21.2%33.1964.4%12.8%
30Δ41.8569.6%17.1%34.1962.4%10.8%
35Δ40.4266.9%13.9%34.9964.4%9.7%
40Δ39.4367.0%12.0%35.8367.5%8.7%
45Δ38.4967.0%10.3%36.6765.1%7.3%
50Δ37.5766.3%8.8%37.5966.6%6.4%
55Δ36.6966.0%7.4%38.4867.2%5.5%
60Δ35.8564.8%6.1%39.5869.7%4.7%
65Δ35.0561.8%4.8%40.8673.6%4.0%
70Δ34.2261.2%3.9%42.3675.2%3.3%
75Δ33.3361.5%3.1%43.9076.8%2.6%
80Δ32.4160.9%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.03
IV
67.4%
B/E move
15.3%

25Δ

Calls
Pseudo strike
43.58
IV
73.4%
B/E move
21.2%
Puts
Pseudo strike
33.19
IV
64.4%
B/E move
12.8%

30Δ

Calls
Pseudo strike
41.85
IV
69.6%
B/E move
17.1%
Puts
Pseudo strike
34.19
IV
62.4%
B/E move
10.8%

35Δ

Calls
Pseudo strike
40.42
IV
66.9%
B/E move
13.9%
Puts
Pseudo strike
34.99
IV
64.4%
B/E move
9.7%

40Δ

Calls
Pseudo strike
39.43
IV
67.0%
B/E move
12.0%
Puts
Pseudo strike
35.83
IV
67.5%
B/E move
8.7%

45Δ

Calls
Pseudo strike
38.49
IV
67.0%
B/E move
10.3%
Puts
Pseudo strike
36.67
IV
65.1%
B/E move
7.3%

50Δ

Calls
Pseudo strike
37.57
IV
66.3%
B/E move
8.8%
Puts
Pseudo strike
37.59
IV
66.6%
B/E move
6.4%

55Δ

Calls
Pseudo strike
36.69
IV
66.0%
B/E move
7.4%
Puts
Pseudo strike
38.48
IV
67.2%
B/E move
5.5%

60Δ

Calls
Pseudo strike
35.85
IV
64.8%
B/E move
6.1%
Puts
Pseudo strike
39.58
IV
69.7%
B/E move
4.7%

65Δ

Calls
Pseudo strike
35.05
IV
61.8%
B/E move
4.8%
Puts
Pseudo strike
40.86
IV
73.6%
B/E move
4.0%

70Δ

Calls
Pseudo strike
34.22
IV
61.2%
B/E move
3.9%
Puts
Pseudo strike
42.36
IV
75.2%
B/E move
3.3%

75Δ

Calls
Pseudo strike
33.33
IV
61.5%
B/E move
3.1%
Puts
Pseudo strike
43.90
IV
76.8%
B/E move
2.6%

80Δ

Calls
Pseudo strike
32.41
IV
60.9%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations