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Direxion Daily FTSE China Bear 3X ETF YANG

i

Market dataready · fetched 2026-11-07T08:07:10.707Z

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 · 2026-11-07T01:00:00.14198691Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T08:07:10.241570+00:00

Share price$29.23
1D-1.8%
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$1.72$3.13$4.54$5.94$22.53$26.64$30.76$34.88$38.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION 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$2.62$3.02$3.42$0.47$0.62$0.85$1.07$1.26$1.47$2.05$2.53$2.91$3.32$3.74$4.19$5.54
PutsCheap0.88×
CallsExpensive1.72×
SkewBearish+3.01 pp
Implied moveBearish±$3.56
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.6780.7%16.8%26.3869.8%11.4%
25Δ33.0785.6%15.4%26.9970.6%9.8%
30Δ32.1081.1%12.5%27.4973.2%8.8%
35Δ31.4280.9%10.8%27.9975.8%7.9%
40Δ30.7779.7%9.2%28.5173.4%6.7%
45Δ30.1175.5%7.5%29.0572.0%5.6%
50Δ29.5774.3%6.3%29.6882.7%5.5%
55Δ29.0473.7%5.3%30.3087.9%5.0%
60Δ28.5472.5%4.4%30.9387.0%4.1%
65Δ28.0471.4%3.6%31.5685.5%3.4%
70Δ27.4872.6%3.0%32.2083.6%2.6%
75Δ26.9073.7%2.4%32.8481.1%2.0%
80Δ26.3372.1%1.8%34.3090.3%1.6%

20Δ

Calls
Pseudo strike
33.67
IV
80.7%
B/E move
16.8%
Puts
Pseudo strike
26.38
IV
69.8%
B/E move
11.4%

25Δ

Calls
Pseudo strike
33.07
IV
85.6%
B/E move
15.4%
Puts
Pseudo strike
26.99
IV
70.6%
B/E move
9.8%

30Δ

Calls
Pseudo strike
32.10
IV
81.1%
B/E move
12.5%
Puts
Pseudo strike
27.49
IV
73.2%
B/E move
8.8%

35Δ

Calls
Pseudo strike
31.42
IV
80.9%
B/E move
10.8%
Puts
Pseudo strike
27.99
IV
75.8%
B/E move
7.9%

40Δ

Calls
Pseudo strike
30.77
IV
79.7%
B/E move
9.2%
Puts
Pseudo strike
28.51
IV
73.4%
B/E move
6.7%

45Δ

Calls
Pseudo strike
30.11
IV
75.5%
B/E move
7.5%
Puts
Pseudo strike
29.05
IV
72.0%
B/E move
5.6%

50Δ

Calls
Pseudo strike
29.57
IV
74.3%
B/E move
6.3%
Puts
Pseudo strike
29.68
IV
82.7%
B/E move
5.5%

55Δ

Calls
Pseudo strike
29.04
IV
73.7%
B/E move
5.3%
Puts
Pseudo strike
30.30
IV
87.9%
B/E move
5.0%

60Δ

Calls
Pseudo strike
28.54
IV
72.5%
B/E move
4.4%
Puts
Pseudo strike
30.93
IV
87.0%
B/E move
4.1%

65Δ

Calls
Pseudo strike
28.04
IV
71.4%
B/E move
3.6%
Puts
Pseudo strike
31.56
IV
85.5%
B/E move
3.4%

70Δ

Calls
Pseudo strike
27.48
IV
72.6%
B/E move
3.0%
Puts
Pseudo strike
32.20
IV
83.6%
B/E move
2.6%

75Δ

Calls
Pseudo strike
26.90
IV
73.7%
B/E move
2.4%
Puts
Pseudo strike
32.84
IV
81.1%
B/E move
2.0%

80Δ

Calls
Pseudo strike
26.33
IV
72.1%
B/E move
1.8%
Puts
Pseudo strike
34.30
IV
90.3%
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%