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Direxion Daily Financial Bull 3x ETF FAS

i

Market dataready · fetched 2026-11-04T03:09:14.946Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T01:00:00.126866828Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T03:09:14.548127+00:00

Share price$169.90
1D-1.2%
AH$168$169$170$171$1725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFAS
Sold putSold callAH

Direxion Daily Financial Bull 3x ETF options

Live interpolated FAS call and put midpoint premiums by absolute delta.Direxion Daily Financial Bull 3x ETF$0.87$4.18$7.49$10.80$14.12$156.11$161.87$167.63$173.40$179.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FAS spot · $169.90FAS PRICE$1.23$1.77$2.35$3.41$3.95$4.95$5.57$6.32$7.24$8.17$9.08$10.13$1.55$2.02$2.38$2.86$3.33$4.13$4.89$5.72$6.65$7.44$9.33$10.97$13.16
PutsExpensive1.64×
Calls——
Skew——
Implied moveBalanced±$9.83
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ180.1573.3%6.8%159.5387.0%7.0%
25Δ178.7078.0%6.2%161.8884.4%5.9%
30Δ177.3083.0%5.7%164.1878.0%4.8%
35Δ165.9075.9%4.0%
40Δ173.5880.7%4.2%167.5072.9%3.4%
45Δ171.9178.7%3.5%168.8975.8%3.0%
50Δ170.4584.3%3.2%170.3676.0%2.6%
55Δ168.8581.6%2.7%171.8576.3%2.2%
60Δ167.3080.0%2.2%173.3976.3%1.9%
65Δ165.7379.7%1.8%174.7974.1%1.5%
70Δ164.1678.2%1.4%176.9980.3%1.3%
75Δ162.6775.5%1.1%179.1481.1%1.0%
80Δ161.1272.8%0.8%181.7282.7%0.8%

20Δ

Calls
Pseudo strike
180.15
IV
73.3%
B/E move
6.8%
Puts
Pseudo strike
159.53
IV
87.0%
B/E move
7.0%

25Δ

Calls
Pseudo strike
178.70
IV
78.0%
B/E move
6.2%
Puts
Pseudo strike
161.88
IV
84.4%
B/E move
5.9%

30Δ

Calls
Pseudo strike
177.30
IV
83.0%
B/E move
5.7%
Puts
Pseudo strike
164.18
IV
78.0%
B/E move
4.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
165.90
IV
75.9%
B/E move
4.0%

40Δ

Calls
Pseudo strike
173.58
IV
80.7%
B/E move
4.2%
Puts
Pseudo strike
167.50
IV
72.9%
B/E move
3.4%

45Δ

Calls
Pseudo strike
171.91
IV
78.7%
B/E move
3.5%
Puts
Pseudo strike
168.89
IV
75.8%
B/E move
3.0%

50Δ

Calls
Pseudo strike
170.45
IV
84.3%
B/E move
3.2%
Puts
Pseudo strike
170.36
IV
76.0%
B/E move
2.6%

55Δ

Calls
Pseudo strike
168.85
IV
81.6%
B/E move
2.7%
Puts
Pseudo strike
171.85
IV
76.3%
B/E move
2.2%

60Δ

Calls
Pseudo strike
167.30
IV
80.0%
B/E move
2.2%
Puts
Pseudo strike
173.39
IV
76.3%
B/E move
1.9%

65Δ

Calls
Pseudo strike
165.73
IV
79.7%
B/E move
1.8%
Puts
Pseudo strike
174.79
IV
74.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
164.16
IV
78.2%
B/E move
1.4%
Puts
Pseudo strike
176.99
IV
80.3%
B/E move
1.3%

75Δ

Calls
Pseudo strike
162.67
IV
75.5%
B/E move
1.1%
Puts
Pseudo strike
179.14
IV
81.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
161.12
IV
72.8%
B/E move
0.8%
Puts
Pseudo strike
181.72
IV
82.7%
B/E move
0.8%

Options history

IV · four-Friday blend51.91%
Daily close
FAS33.4%46.7%59.9%2026-08-05: 43.41%2026-08-06: 46.11%2026-08-07: 40.28%2026-08-10: 40.66%2026-08-11: 42.00%2026-08-12: 40.63%2026-08-13: 41.05%2026-08-14: 35.27%2026-08-17: 37.37%2026-08-18: 39.37%2026-08-19: 38.95%2026-08-20: 42.42%2026-08-21: 38.67%2026-08-24: 42.60%2026-08-25: 41.65%2026-08-26: 43.02%2026-08-27: 42.77%2026-08-28: 38.31%2026-08-31: 41.81%2026-09-01: 45.15%2026-09-02: 45.71%2026-09-03: 45.93%2026-09-04: 40.21%2026-09-08: 47.03%2026-09-09: 47.45%2026-09-10: 51.84%2026-09-11: 42.44%2026-09-14: 48.35%2026-09-15: 50.58%2026-09-16: 58.06%2026-09-17: 47.03%2026-09-18: 40.79%2026-09-21: 42.86%2026-09-22: 47.94%2026-09-23: 51.52%2026-09-24: 47.52%2026-09-25: 44.71%2026-09-28: 51.51%2026-09-29: 52.22%2026-09-30: 52.20%2026-10-01: 56.60%2026-10-02: 49.33%2026-10-05: 48.43%2026-10-06: 49.31%2026-10-07: 52.03%2026-10-08: 54.76%2026-10-09: 50.84%2026-10-12: 53.07%2026-10-13: 50.33%2026-10-14: 51.59%2026-10-15: 51.60%2026-10-16: 47.76%2026-10-19: 49.15%2026-10-20: 50.65%2026-10-21: 50.24%2026-10-22: 53.78%2026-10-23: 52.64%2026-10-26: 53.90%2026-10-27: 50.13%2026-10-28: 55.79%2026-10-29: 51.78%2026-10-30: 51.91%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
43.41%
46.11%
40.28%
40.66%
42.00%
40.63%
41.05%
35.27%
37.37%
39.37%
38.95%
42.42%
38.67%
42.60%
41.65%
43.02%
42.77%
38.31%
41.81%
45.15%
45.71%
45.93%
40.21%
47.03%
47.45%
51.84%
42.44%
48.35%
50.58%
58.06%
47.03%
40.79%
42.86%
47.94%
51.52%
47.52%
44.71%
51.51%
52.22%
52.20%
56.60%
49.33%
48.43%
49.31%
52.03%
54.76%
50.84%
53.07%
50.33%
51.59%
51.60%
47.76%
49.15%
50.65%
50.24%
53.78%
52.64%
53.90%
50.13%
55.79%
51.78%
51.91%