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Direxion Daily FTSE China Bear 3X ETF YANG

i

Market dataready · fetched 2026-11-06T21:42:54.439Z

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 · 2026-11-06T21:10:00.004112006Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:42:53.646308+00:00

Share price$29.23
1D-1.6%
AH$28.85$29.20$29.56$29.91$30.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMYANG
Sold putSold callAH

Direxion Daily FTSE China Bear 3X ETF options

Live interpolated YANG call and put midpoint premiums by absolute delta.Direxion Daily FTSE China Bear 3X ETF$0.32$1.73$3.14$4.55$5.96$22.49$26.61$30.74$34.87$39.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YANG spot · $29.23YANG PRICE$0.47$0.65$0.79$0.97$1.15$1.30$1.51$1.73$1.98$2.23$2.61$3.01$3.41$0.47$0.62$0.85$1.07$1.26$1.48$2.06$2.53$2.91$3.32$3.75$4.20$5.55
PutsCheap0.85×
CallsExpensive1.69×
SkewBearish+3.13 pp
Implied moveBearish±$3.56
TiltBearish15.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.6877.8%16.8%26.3868.2%11.4%
25Δ33.0782.4%15.4%26.9968.1%9.8%
30Δ32.1078.1%12.5%27.4970.6%8.8%
35Δ31.4277.9%10.8%27.9973.1%7.9%
40Δ30.7776.7%9.2%28.5270.8%6.7%
45Δ30.1272.7%7.5%29.0669.5%5.6%
50Δ29.5771.5%6.3%29.6879.9%5.5%
55Δ29.0570.9%5.3%30.3184.7%5.0%
60Δ28.5569.8%4.4%30.9384.0%4.1%
65Δ28.0568.7%3.6%31.5782.5%3.4%
70Δ27.4869.9%3.0%32.2180.7%2.6%
75Δ26.9170.9%2.4%32.8578.2%2.0%
80Δ26.3469.4%1.8%34.3187.2%1.6%

20Δ

Calls
Pseudo strike
33.68
IV
77.8%
B/E move
16.8%
Puts
Pseudo strike
26.38
IV
68.2%
B/E move
11.4%

25Δ

Calls
Pseudo strike
33.07
IV
82.4%
B/E move
15.4%
Puts
Pseudo strike
26.99
IV
68.1%
B/E move
9.8%

30Δ

Calls
Pseudo strike
32.10
IV
78.1%
B/E move
12.5%
Puts
Pseudo strike
27.49
IV
70.6%
B/E move
8.8%

35Δ

Calls
Pseudo strike
31.42
IV
77.9%
B/E move
10.8%
Puts
Pseudo strike
27.99
IV
73.1%
B/E move
7.9%

40Δ

Calls
Pseudo strike
30.77
IV
76.7%
B/E move
9.2%
Puts
Pseudo strike
28.52
IV
70.8%
B/E move
6.7%

45Δ

Calls
Pseudo strike
30.12
IV
72.7%
B/E move
7.5%
Puts
Pseudo strike
29.06
IV
69.5%
B/E move
5.6%

50Δ

Calls
Pseudo strike
29.57
IV
71.5%
B/E move
6.3%
Puts
Pseudo strike
29.68
IV
79.9%
B/E move
5.5%

55Δ

Calls
Pseudo strike
29.05
IV
70.9%
B/E move
5.3%
Puts
Pseudo strike
30.31
IV
84.7%
B/E move
5.0%

60Δ

Calls
Pseudo strike
28.55
IV
69.8%
B/E move
4.4%
Puts
Pseudo strike
30.93
IV
84.0%
B/E move
4.1%

65Δ

Calls
Pseudo strike
28.05
IV
68.7%
B/E move
3.6%
Puts
Pseudo strike
31.57
IV
82.5%
B/E move
3.4%

70Δ

Calls
Pseudo strike
27.48
IV
69.9%
B/E move
3.0%
Puts
Pseudo strike
32.21
IV
80.7%
B/E move
2.6%

75Δ

Calls
Pseudo strike
26.91
IV
70.9%
B/E move
2.4%
Puts
Pseudo strike
32.85
IV
78.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
26.34
IV
69.4%
B/E move
1.8%
Puts
Pseudo strike
34.31
IV
87.2%
B/E move
1.6%

Options history

IV · four-Friday blend65.78%
Daily EOD
YANG63.2%66.9%70.6%2026-10-19: 64.83%2026-10-20: 63.86%2026-10-21: 63.71%2026-10-22: 66.93%2026-10-23: 70.12%2026-10-26: 68.00%2026-10-27: 68.92%2026-10-28: 68.65%2026-10-29: 67.51%2026-10-30: 65.78%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
64.83%
63.86%
63.71%
66.93%
70.12%
68.00%
68.92%
68.65%
67.51%
65.78%