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Direxion Daily Transportation Bull 3X ETF TPOR

i

Market dataready · fetched 2026-11-04T08:47:04.632Z

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

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 · 2026-11-04T01:00:00.152327948Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T08:47:04.251783+00:00

Share price$34.47
1D-2.4%
AH$34.06$34.39$34.72$35.06$35.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTPOR
Sold putSold callAH

Direxion Daily Transportation Bull 3X ETF options

Live interpolated TPOR call and put midpoint premiums by absolute delta.Direxion Daily Transportation Bull 3X ETF$0.99$2.30$3.60$4.91$6.22$26.75$30.59$34.42$38.26$42.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TPOR spot · $34.47TPOR PRICE$1.13$1.47$1.71$2.11$2.50$2.96$3.53$4.21$4.95$5.84$1.33$1.44$1.62$1.76$1.90$2.13$2.41$2.73$3.08$3.47$3.99$4.55$5.14
PutsExpensive1.16×
Calls——
Skew——
Implied moveBearish±$4.52
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.10139.8%22.3%
25Δ30.15115.6%16.7%
30Δ38.4084.8%14.7%31.52103.7%13.2%
35Δ38.0395.5%14.6%32.6292.9%10.5%
40Δ33.5283.6%8.3%
45Δ35.6676.1%8.4%34.2778.6%6.8%
50Δ35.0381.0%7.7%34.9675.5%5.6%
55Δ34.2982.7%6.7%35.6173.2%4.6%
60Δ33.5285.4%5.8%36.2671.1%3.7%
65Δ32.6889.2%5.1%36.9169.4%3.0%
70Δ31.7593.6%4.3%37.6468.8%2.4%
75Δ30.7396.9%3.5%38.4067.8%1.8%
80Δ29.58100.1%2.7%39.1866.0%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.10
IV
139.8%
B/E move
22.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.15
IV
115.6%
B/E move
16.7%

30Δ

Calls
Pseudo strike
38.40
IV
84.8%
B/E move
14.7%
Puts
Pseudo strike
31.52
IV
103.7%
B/E move
13.2%

35Δ

Calls
Pseudo strike
38.03
IV
95.5%
B/E move
14.6%
Puts
Pseudo strike
32.62
IV
92.9%
B/E move
10.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.52
IV
83.6%
B/E move
8.3%

45Δ

Calls
Pseudo strike
35.66
IV
76.1%
B/E move
8.4%
Puts
Pseudo strike
34.27
IV
78.6%
B/E move
6.8%

50Δ

Calls
Pseudo strike
35.03
IV
81.0%
B/E move
7.7%
Puts
Pseudo strike
34.96
IV
75.5%
B/E move
5.6%

55Δ

Calls
Pseudo strike
34.29
IV
82.7%
B/E move
6.7%
Puts
Pseudo strike
35.61
IV
73.2%
B/E move
4.6%

60Δ

Calls
Pseudo strike
33.52
IV
85.4%
B/E move
5.8%
Puts
Pseudo strike
36.26
IV
71.1%
B/E move
3.7%

65Δ

Calls
Pseudo strike
32.68
IV
89.2%
B/E move
5.1%
Puts
Pseudo strike
36.91
IV
69.4%
B/E move
3.0%

70Δ

Calls
Pseudo strike
31.75
IV
93.6%
B/E move
4.3%
Puts
Pseudo strike
37.64
IV
68.8%
B/E move
2.4%

75Δ

Calls
Pseudo strike
30.73
IV
96.9%
B/E move
3.5%
Puts
Pseudo strike
38.40
IV
67.8%
B/E move
1.8%

80Δ

Calls
Pseudo strike
29.58
IV
100.1%
B/E move
2.7%
Puts
Pseudo strike
39.18
IV
66.0%
B/E move
1.3%

Options history

IV · four-Friday blend61.05%
Daily EOD
TPOR56.4%71.7%87.0%2026-10-19: 67.08%2026-10-20: 62.07%2026-10-21: 63.86%2026-10-23: 61.49%2026-10-26: 58.51%2026-10-27: 84.85%2026-10-28: 60.54%2026-10-29: 61.05%2026-10-30: 61.05%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
67.08%
62.07%
63.86%
61.49%
58.51%
84.85%
60.54%
61.05%
61.05%