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Direxion Daily FTSE China Bull 3X ETF YINN

i

Market dataready · fetched 2026-10-20T06:08:56.670Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-20T00:00:00.138464888Z

FundamentalsAlpha Vantage · ready

Share price$23.63
1D-3.5%
AH$23.56$23.82$24.09$24.35$24.625:30 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$0.30$1.82$3.34$4.87$6.39$18.42$21.15$23.89$26.63$29.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YINN spot · $23.63YINN PRICE$0.46$0.55$0.69$0.95$1.00$1.28$1.57$2.07$2.41$2.52$3.07$3.97$4.24$0.58$0.77$0.85$1.14$1.20$1.46$1.58$2.11$2.44$2.47$2.74$4.46$5.95
PutsExpensive1.07×
CallsExpensive1.51×
SkewBullish-7.61 pp
Implied moveBalanced±$3.14
TiltBearish5.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.3065.0%21.7%20.4767.4%15.8%
25Δ27.0058.7%16.6%21.1567.8%13.7%
30Δ26.2657.3%14.1%21.9959.0%10.6%
35Δ26.0265.4%14.1%22.4663.3%9.8%
40Δ25.0455.9%10.2%23.0655.2%7.5%
45Δ24.6160.4%9.6%23.5456.6%6.6%
50Δ24.1263.6%8.7%23.9852.0%5.2%
55Δ23.6073.7%8.6%24.5858.5%4.9%
60Δ22.9875.0%7.4%25.1058.5%4.1%
65Δ22.4067.3%5.5%25.4051.9%3.0%
70Δ21.7272.8%4.9%25.8549.7%2.2%
75Δ20.7384.0%4.5%27.5765.2%2.2%
80Δ20.1377.2%3.1%29.1872.1%1.7%

20Δ

Calls
Pseudo strike
28.30
IV
65.0%
B/E move
21.7%
Puts
Pseudo strike
20.47
IV
67.4%
B/E move
15.8%

25Δ

Calls
Pseudo strike
27.00
IV
58.7%
B/E move
16.6%
Puts
Pseudo strike
21.15
IV
67.8%
B/E move
13.7%

30Δ

Calls
Pseudo strike
26.26
IV
57.3%
B/E move
14.1%
Puts
Pseudo strike
21.99
IV
59.0%
B/E move
10.6%

35Δ

Calls
Pseudo strike
26.02
IV
65.4%
B/E move
14.1%
Puts
Pseudo strike
22.46
IV
63.3%
B/E move
9.8%

40Δ

Calls
Pseudo strike
25.04
IV
55.9%
B/E move
10.2%
Puts
Pseudo strike
23.06
IV
55.2%
B/E move
7.5%

45Δ

Calls
Pseudo strike
24.61
IV
60.4%
B/E move
9.6%
Puts
Pseudo strike
23.54
IV
56.6%
B/E move
6.6%

50Δ

Calls
Pseudo strike
24.12
IV
63.6%
B/E move
8.7%
Puts
Pseudo strike
23.98
IV
52.0%
B/E move
5.2%

55Δ

Calls
Pseudo strike
23.60
IV
73.7%
B/E move
8.6%
Puts
Pseudo strike
24.58
IV
58.5%
B/E move
4.9%

60Δ

Calls
Pseudo strike
22.98
IV
75.0%
B/E move
7.4%
Puts
Pseudo strike
25.10
IV
58.5%
B/E move
4.1%

65Δ

Calls
Pseudo strike
22.40
IV
67.3%
B/E move
5.5%
Puts
Pseudo strike
25.40
IV
51.9%
B/E move
3.0%

70Δ

Calls
Pseudo strike
21.72
IV
72.8%
B/E move
4.9%
Puts
Pseudo strike
25.85
IV
49.7%
B/E move
2.2%

75Δ

Calls
Pseudo strike
20.73
IV
84.0%
B/E move
4.5%
Puts
Pseudo strike
27.57
IV
65.2%
B/E move
2.2%

80Δ

Calls
Pseudo strike
20.13
IV
77.2%
B/E move
3.1%
Puts
Pseudo strike
29.18
IV
72.1%
B/E move
1.7%

Options history

YINN56.8156.8756.932026-10-19T19:59:51.602000+00:00: 56.87%Oct 19Oct 19
Table
ObservationIVSkewImplied move
56.87%9.03 pp13.29%