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Direxion Daily FTSE China Bull 3X ETF YINN

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Market dataready · fetched 2026-10-16T22:20:47.042Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:43:06.048851076Z

FundamentalsAlpha Vantage · ready

Share price$24.28
1D-1.1%
AH$24.14$24.29$24.45$24.61$24.775:30 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$0.13$0.95$1.78$2.61$3.44$21.88$23.19$24.51$25.82$27.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YINN spot · $24.28YINN PRICE$0.28$0.32$0.34$0.41$0.51$0.61$0.73$0.88$1.18$1.55$1.64$2.39$3.20$0.22$0.29$0.38$0.47$0.56$0.69$0.83$0.97$1.09$1.25$1.46$1.75$2.08
PutsFair1.03×
CallsExpensive2.06×
SkewBullish-13.50 pp
Implied moveBearish±$1.57
TiltBullish7.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.7477.7%11.3%22.8654.4%6.7%
25Δ26.2171.3%9.3%23.1355.8%6.0%
30Δ25.3554.2%5.8%23.3956.1%5.2%
35Δ25.0854.0%5.0%23.6556.0%4.5%
40Δ24.8454.5%4.4%23.9055.6%3.9%
45Δ24.6155.4%3.8%24.1456.6%3.4%
50Δ24.3756.8%3.4%24.3858.5%3.0%
55Δ24.1358.5%3.0%24.6258.5%2.6%
60Δ23.8068.5%2.9%24.8656.8%2.1%
65Δ23.4380.5%2.9%25.1256.0%1.7%
70Δ23.1773.6%2.2%25.4056.7%1.4%
75Δ22.4295.1%2.2%25.7657.7%1.1%
80Δ21.55113.1%1.9%26.1658.8%0.8%

20Δ

Calls
Pseudo strike
26.74
IV
77.7%
B/E move
11.3%
Puts
Pseudo strike
22.86
IV
54.4%
B/E move
6.7%

25Δ

Calls
Pseudo strike
26.21
IV
71.3%
B/E move
9.3%
Puts
Pseudo strike
23.13
IV
55.8%
B/E move
6.0%

30Δ

Calls
Pseudo strike
25.35
IV
54.2%
B/E move
5.8%
Puts
Pseudo strike
23.39
IV
56.1%
B/E move
5.2%

35Δ

Calls
Pseudo strike
25.08
IV
54.0%
B/E move
5.0%
Puts
Pseudo strike
23.65
IV
56.0%
B/E move
4.5%

40Δ

Calls
Pseudo strike
24.84
IV
54.5%
B/E move
4.4%
Puts
Pseudo strike
23.90
IV
55.6%
B/E move
3.9%

45Δ

Calls
Pseudo strike
24.61
IV
55.4%
B/E move
3.8%
Puts
Pseudo strike
24.14
IV
56.6%
B/E move
3.4%

50Δ

Calls
Pseudo strike
24.37
IV
56.8%
B/E move
3.4%
Puts
Pseudo strike
24.38
IV
58.5%
B/E move
3.0%

55Δ

Calls
Pseudo strike
24.13
IV
58.5%
B/E move
3.0%
Puts
Pseudo strike
24.62
IV
58.5%
B/E move
2.6%

60Δ

Calls
Pseudo strike
23.80
IV
68.5%
B/E move
2.9%
Puts
Pseudo strike
24.86
IV
56.8%
B/E move
2.1%

65Δ

Calls
Pseudo strike
23.43
IV
80.5%
B/E move
2.9%
Puts
Pseudo strike
25.12
IV
56.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
23.17
IV
73.6%
B/E move
2.2%
Puts
Pseudo strike
25.40
IV
56.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
22.42
IV
95.1%
B/E move
2.2%
Puts
Pseudo strike
25.76
IV
57.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
21.55
IV
113.1%
B/E move
1.9%
Puts
Pseudo strike
26.16
IV
58.8%
B/E move
0.8%