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Direxion Daily Small Cap Bull 3x ETF TNA

i

Market dataready · fetched 2026-11-07T07:09:32.330Z

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 · 2026-11-07T01:00:00.091586403Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T07:09:32.092909+00:00

Share price$53.73
1D+2.3%
AH$51.90$52.52$53.14$53.77$54.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTNA
Sold putSold callAH

Direxion Daily Small Cap Bull 3x ETF options

Live interpolated TNA call and put midpoint premiums by absolute delta.Direxion Daily Small Cap Bull 3x ETF$0.36$1.66$2.97$4.27$5.58$46.63$50.84$55.06$59.27$63.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TNA spot · $53.73TNA PRICE$0.50$0.68$0.87$1.10$1.36$1.56$1.92$2.36$2.83$3.30$4.07$4.86$5.20$0.75$0.96$1.19$1.38$1.63$1.89$2.17$2.48$2.81$3.08$3.40$4.28$4.67
PutsFair1.02×
CallsExpensive1.05×
SkewBullish-1.68 pp
Implied moveBearish±$4.09
TiltBalanced0.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.0267.2%8.9%49.0491.6%10.1%
25Δ57.2868.7%7.9%50.1487.8%8.5%
30Δ56.5669.4%6.9%51.0685.7%7.2%
35Δ55.9271.2%6.1%51.9580.2%5.9%
40Δ55.3073.2%5.5%52.6878.0%5.0%
45Δ54.6170.6%4.5%53.3676.3%4.2%
50Δ54.0173.9%4.1%54.0174.3%3.5%
55Δ53.3678.4%3.7%54.6472.7%2.9%
60Δ52.6481.7%3.2%55.2571.2%2.4%
65Δ51.9083.2%2.7%55.7967.5%1.9%
70Δ50.9589.8%2.4%56.3564.8%1.5%
75Δ49.9393.9%2.0%57.3670.0%1.2%
80Δ49.2786.7%1.4%57.9466.0%0.8%

20Δ

Calls
Pseudo strike
58.02
IV
67.2%
B/E move
8.9%
Puts
Pseudo strike
49.04
IV
91.6%
B/E move
10.1%

25Δ

Calls
Pseudo strike
57.28
IV
68.7%
B/E move
7.9%
Puts
Pseudo strike
50.14
IV
87.8%
B/E move
8.5%

30Δ

Calls
Pseudo strike
56.56
IV
69.4%
B/E move
6.9%
Puts
Pseudo strike
51.06
IV
85.7%
B/E move
7.2%

35Δ

Calls
Pseudo strike
55.92
IV
71.2%
B/E move
6.1%
Puts
Pseudo strike
51.95
IV
80.2%
B/E move
5.9%

40Δ

Calls
Pseudo strike
55.30
IV
73.2%
B/E move
5.5%
Puts
Pseudo strike
52.68
IV
78.0%
B/E move
5.0%

45Δ

Calls
Pseudo strike
54.61
IV
70.6%
B/E move
4.5%
Puts
Pseudo strike
53.36
IV
76.3%
B/E move
4.2%

50Δ

Calls
Pseudo strike
54.01
IV
73.9%
B/E move
4.1%
Puts
Pseudo strike
54.01
IV
74.3%
B/E move
3.5%

55Δ

Calls
Pseudo strike
53.36
IV
78.4%
B/E move
3.7%
Puts
Pseudo strike
54.64
IV
72.7%
B/E move
2.9%

60Δ

Calls
Pseudo strike
52.64
IV
81.7%
B/E move
3.2%
Puts
Pseudo strike
55.25
IV
71.2%
B/E move
2.4%

65Δ

Calls
Pseudo strike
51.90
IV
83.2%
B/E move
2.7%
Puts
Pseudo strike
55.79
IV
67.5%
B/E move
1.9%

70Δ

Calls
Pseudo strike
50.95
IV
89.8%
B/E move
2.4%
Puts
Pseudo strike
56.35
IV
64.8%
B/E move
1.5%

75Δ

Calls
Pseudo strike
49.93
IV
93.9%
B/E move
2.0%
Puts
Pseudo strike
57.36
IV
70.0%
B/E move
1.2%

80Δ

Calls
Pseudo strike
49.27
IV
86.7%
B/E move
1.4%
Puts
Pseudo strike
57.94
IV
66.0%
B/E move
0.8%

Options history

IV · four-Friday blend63.78%
Daily close
TNA39.1%57.4%75.6%2026-08-10: 50.46%2026-08-11: 52.30%2026-08-12: 45.72%2026-08-13: 44.08%2026-08-14: 41.66%2026-08-17: 43.64%2026-08-18: 46.49%2026-08-19: 43.74%2026-08-20: 50.98%2026-08-21: 46.01%2026-08-24: 49.84%2026-08-25: 47.86%2026-08-26: 50.00%2026-08-27: 51.12%2026-08-28: 46.10%2026-08-31: 47.75%2026-09-01: 57.03%2026-09-02: 51.65%2026-09-03: 49.06%2026-09-04: 43.86%2026-09-08: 54.02%2026-09-09: 59.51%2026-09-10: 73.13%2026-09-11: 52.36%2026-09-14: 55.98%2026-09-15: 63.17%2026-09-16: 62.30%2026-09-17: 51.62%2026-09-18: 45.93%2026-09-21: 47.84%2026-09-22: 48.87%2026-09-23: 54.52%2026-09-24: 57.51%2026-09-25: 50.26%2026-09-28: 59.14%2026-09-29: 57.88%2026-09-30: 59.45%2026-10-01: 62.11%2026-10-02: 50.11%2026-10-05: 51.66%2026-10-06: 52.42%2026-10-07: 52.63%2026-10-08: 53.54%2026-10-09: 50.22%2026-10-12: 51.35%2026-10-13: 53.96%2026-10-14: 56.91%2026-10-15: 52.62%2026-10-16: 58.59%2026-10-19: 59.03%2026-10-20: 58.52%2026-10-21: 57.26%2026-10-22: 64.64%2026-10-23: 61.90%2026-10-26: 62.63%2026-10-27: 60.56%2026-10-28: 58.34%2026-10-29: 52.33%2026-10-30: 63.78%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
50.46%
52.30%
45.72%
44.08%
41.66%
43.64%
46.49%
43.74%
50.98%
46.01%
49.84%
47.86%
50.00%
51.12%
46.10%
47.75%
57.03%
51.65%
49.06%
43.86%
54.02%
59.51%
73.13%
52.36%
55.98%
63.17%
62.30%
51.62%
45.93%
47.84%
48.87%
54.52%
57.51%
50.26%
59.14%
57.88%
59.45%
62.11%
50.11%
51.66%
52.42%
52.63%
53.54%
50.22%
51.35%
53.96%
56.91%
52.62%
58.59%
59.03%
58.52%
57.26%
64.64%
61.90%
62.63%
60.56%
58.34%
52.33%
63.78%