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Direxion Daily FTSE China Bull 3X ETF YINN

i

Market dataready · fetched 2026-11-07T00:47:32.277Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:44:05.531636998Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T00:47:31.684294+00:00

Share price$26.47
1D+2.0%
AH$25.45$25.77$26.09$26.41$26.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMYINN
Sold putSold callAH

Direxion Daily FTSE China Bull 3X ETF options

Live interpolated YINN call and put midpoint premiums by absolute delta.Direxion Daily FTSE China Bull 3X ETF$0.12$1.44$2.76$4.08$5.40$21.48$23.86$26.24$28.62$31.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive YINN spot · $26.47YINN PRICE$0.27$0.36$0.43$0.51$0.65$0.79$0.96$1.11$1.25$1.41$1.56$1.70$2.40$0.33$0.45$0.58$0.73$0.89$1.06$1.25$3.25$3.88$5.02
Puts——
CallsCheap0.67×
Skew——
Implied moveBearish±$2.21
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.7867.1%9.7%24.3377.6%9.3%
25Δ28.3768.2%8.5%24.8076.4%8.0%
30Δ27.8964.8%7.0%25.1778.3%7.1%
35Δ27.4661.0%5.7%25.5479.6%6.3%
40Δ27.1964.3%5.2%25.9279.6%5.5%
45Δ26.9267.2%4.7%26.2879.5%4.7%
50Δ26.6169.1%4.1%26.6579.3%4.0%
55Δ26.3068.8%3.5%
60Δ25.9867.3%2.9%
65Δ25.6865.7%2.3%
70Δ25.4063.4%1.8%29.03110.0%2.6%
75Δ25.1459.9%1.4%29.80112.8%2.1%
80Δ24.4274.7%1.3%31.04123.6%1.7%

20Δ

Calls
Pseudo strike
28.78
IV
67.1%
B/E move
9.7%
Puts
Pseudo strike
24.33
IV
77.6%
B/E move
9.3%

25Δ

Calls
Pseudo strike
28.37
IV
68.2%
B/E move
8.5%
Puts
Pseudo strike
24.80
IV
76.4%
B/E move
8.0%

30Δ

Calls
Pseudo strike
27.89
IV
64.8%
B/E move
7.0%
Puts
Pseudo strike
25.17
IV
78.3%
B/E move
7.1%

35Δ

Calls
Pseudo strike
27.46
IV
61.0%
B/E move
5.7%
Puts
Pseudo strike
25.54
IV
79.6%
B/E move
6.3%

40Δ

Calls
Pseudo strike
27.19
IV
64.3%
B/E move
5.2%
Puts
Pseudo strike
25.92
IV
79.6%
B/E move
5.5%

45Δ

Calls
Pseudo strike
26.92
IV
67.2%
B/E move
4.7%
Puts
Pseudo strike
26.28
IV
79.5%
B/E move
4.7%

50Δ

Calls
Pseudo strike
26.61
IV
69.1%
B/E move
4.1%
Puts
Pseudo strike
26.65
IV
79.3%
B/E move
4.0%

55Δ

Calls
Pseudo strike
26.30
IV
68.8%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
25.98
IV
67.3%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
25.68
IV
65.7%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
25.40
IV
63.4%
B/E move
1.8%
Puts
Pseudo strike
29.03
IV
110.0%
B/E move
2.6%

75Δ

Calls
Pseudo strike
25.14
IV
59.9%
B/E move
1.4%
Puts
Pseudo strike
29.80
IV
112.8%
B/E move
2.1%

80Δ

Calls
Pseudo strike
24.42
IV
74.7%
B/E move
1.3%
Puts
Pseudo strike
31.04
IV
123.6%
B/E move
1.7%

Options history

IV · four-Friday blend60.86%
Daily close
YINN50.8%62.0%73.2%2026-08-10: 60.92%2026-08-11: 64.50%2026-08-12: 65.48%2026-08-13: 59.13%2026-08-14: 54.80%2026-08-17: 59.33%2026-08-18: 59.59%2026-08-19: 58.81%2026-08-20: 56.63%2026-08-21: 59.35%2026-08-24: 63.04%2026-08-25: 63.81%2026-08-26: 59.56%2026-08-27: 56.89%2026-08-28: 53.88%2026-08-31: 53.57%2026-09-01: 56.50%2026-09-02: 53.72%2026-09-03: 53.56%2026-09-04: 53.15%2026-09-08: 59.75%2026-09-09: 58.72%2026-09-10: 58.52%2026-09-11: 56.35%2026-09-14: 62.35%2026-09-15: 61.43%2026-09-16: 59.55%2026-09-17: 62.75%2026-09-18: 58.90%2026-09-21: 66.98%2026-09-22: 62.19%2026-09-23: 61.93%2026-09-24: 62.54%2026-09-25: 57.03%2026-09-28: 55.30%2026-09-29: 54.59%2026-09-30: 52.35%2026-10-01: 56.75%2026-10-02: 56.81%2026-10-05: 60.29%2026-10-06: 59.00%2026-10-07: 57.41%2026-10-08: 60.87%2026-10-09: 57.07%2026-10-12: 59.12%2026-10-13: 60.86%2026-10-14: 59.36%2026-10-15: 58.79%2026-10-16: 58.01%2026-10-19: 59.23%2026-10-20: 60.47%2026-10-21: 62.99%2026-10-22: 71.69%2026-10-23: 62.38%2026-10-26: 68.90%2026-10-27: 70.13%2026-10-28: 66.85%2026-10-29: 65.31%2026-10-30: 60.86%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
60.92%
64.50%
65.48%
59.13%
54.80%
59.33%
59.59%
58.81%
56.63%
59.35%
63.04%
63.81%
59.56%
56.89%
53.88%
53.57%
56.50%
53.72%
53.56%
53.15%
59.75%
58.72%
58.52%
56.35%
62.35%
61.43%
59.55%
62.75%
58.90%
66.98%
62.19%
61.93%
62.54%
57.03%
55.30%
54.59%
52.35%
56.75%
56.81%
60.29%
59.00%
57.41%
60.87%
57.07%
59.12%
60.86%
59.36%
58.79%
58.01%
59.23%
60.47%
62.99%
71.69%
62.38%
68.90%
70.13%
66.85%
65.31%
60.86%