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Direxion Daily FTSE China Bull 3X ETF YINN

i

Market dataready · fetched 2026-11-04T04:56:43.557Z

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 · 2026-11-04T01:00:00.123669117Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:56:40.807736+00:00

Share price$22.74
1D-1.3%
AH$22.54$22.74$22.94$23.14$23.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMYINN
Sold putSold callAH

Direxion Daily FTSE China Bull 3X ETF options

Live interpolated YINN call and put midpoint premiums by absolute delta.Direxion Daily FTSE China Bull 3X ETF$0.10$0.55$1.00$1.45$1.91$20.98$21.86$22.74$23.63$24.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YINN spot · $22.74YINN PRICE$0.14$0.19$0.24$0.31$0.38$0.46$0.57$0.67$0.77$0.87$0.97$1.76$1.77$0.18$0.26$0.34$0.41$0.47$0.55$0.64$0.73$0.86$0.98$1.10$1.20$1.30
PutsExpensive2.27×
CallsExpensive1.60×
SkewBullish-0.29 pp
Implied moveBearish±$1.21
TiltBalanced0.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.9464.5%5.9%21.6369.4%5.7%
25Δ23.7063.0%5.0%21.7975.7%5.3%
30Δ23.4762.1%4.2%21.9581.9%5.0%
35Δ23.3064.0%3.8%22.1681.1%4.4%
40Δ23.1365.9%3.4%22.3976.7%3.6%
45Δ22.9667.8%3.0%22.6174.4%3.0%
50Δ22.7869.9%2.7%22.8073.8%2.6%
55Δ22.6072.0%2.3%22.9973.2%2.1%
60Δ22.4272.4%2.0%23.1972.9%1.8%
65Δ22.2470.7%1.6%23.3972.6%1.5%
70Δ22.0668.9%1.3%23.5770.7%1.2%
75Δ21.40114.3%1.9%23.7366.6%0.9%
80Δ21.2899.6%1.4%23.9062.4%0.6%

20Δ

Calls
Pseudo strike
23.94
IV
64.5%
B/E move
5.9%
Puts
Pseudo strike
21.63
IV
69.4%
B/E move
5.7%

25Δ

Calls
Pseudo strike
23.70
IV
63.0%
B/E move
5.0%
Puts
Pseudo strike
21.79
IV
75.7%
B/E move
5.3%

30Δ

Calls
Pseudo strike
23.47
IV
62.1%
B/E move
4.2%
Puts
Pseudo strike
21.95
IV
81.9%
B/E move
5.0%

35Δ

Calls
Pseudo strike
23.30
IV
64.0%
B/E move
3.8%
Puts
Pseudo strike
22.16
IV
81.1%
B/E move
4.4%

40Δ

Calls
Pseudo strike
23.13
IV
65.9%
B/E move
3.4%
Puts
Pseudo strike
22.39
IV
76.7%
B/E move
3.6%

45Δ

Calls
Pseudo strike
22.96
IV
67.8%
B/E move
3.0%
Puts
Pseudo strike
22.61
IV
74.4%
B/E move
3.0%

50Δ

Calls
Pseudo strike
22.78
IV
69.9%
B/E move
2.7%
Puts
Pseudo strike
22.80
IV
73.8%
B/E move
2.6%

55Δ

Calls
Pseudo strike
22.60
IV
72.0%
B/E move
2.3%
Puts
Pseudo strike
22.99
IV
73.2%
B/E move
2.1%

60Δ

Calls
Pseudo strike
22.42
IV
72.4%
B/E move
2.0%
Puts
Pseudo strike
23.19
IV
72.9%
B/E move
1.8%

65Δ

Calls
Pseudo strike
22.24
IV
70.7%
B/E move
1.6%
Puts
Pseudo strike
23.39
IV
72.6%
B/E move
1.5%

70Δ

Calls
Pseudo strike
22.06
IV
68.9%
B/E move
1.3%
Puts
Pseudo strike
23.57
IV
70.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
21.40
IV
114.3%
B/E move
1.9%
Puts
Pseudo strike
23.73
IV
66.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
21.28
IV
99.6%
B/E move
1.4%
Puts
Pseudo strike
23.90
IV
62.4%
B/E move
0.6%

Options history

IV · four-Friday blend60.86%
Daily close
YINN50.8%62.0%73.2%2026-08-05: 69.99%2026-08-06: 63.08%2026-08-07: 59.15%2026-08-10: 60.92%2026-08-11: 64.50%2026-08-12: 65.48%2026-08-13: 59.13%2026-08-14: 54.80%2026-08-17: 59.33%2026-08-18: 59.59%2026-08-19: 58.81%2026-08-20: 56.63%2026-08-21: 59.35%2026-08-24: 63.04%2026-08-25: 63.81%2026-08-26: 59.56%2026-08-27: 56.89%2026-08-28: 53.88%2026-08-31: 53.57%2026-09-01: 56.50%2026-09-02: 53.72%2026-09-03: 53.56%2026-09-04: 53.15%2026-09-08: 59.75%2026-09-09: 58.72%2026-09-10: 58.52%2026-09-11: 56.35%2026-09-14: 62.35%2026-09-15: 61.43%2026-09-16: 59.55%2026-09-17: 62.75%2026-09-18: 58.90%2026-09-21: 66.98%2026-09-22: 62.19%2026-09-23: 61.93%2026-09-24: 62.54%2026-09-25: 57.03%2026-09-28: 55.30%2026-09-29: 54.59%2026-09-30: 52.35%2026-10-01: 56.75%2026-10-02: 56.81%2026-10-05: 60.29%2026-10-06: 59.00%2026-10-07: 57.41%2026-10-08: 60.87%2026-10-09: 57.07%2026-10-12: 59.12%2026-10-13: 60.86%2026-10-14: 59.36%2026-10-15: 58.79%2026-10-16: 58.01%2026-10-19: 59.23%2026-10-20: 60.47%2026-10-21: 62.99%2026-10-22: 71.69%2026-10-23: 62.38%2026-10-26: 68.90%2026-10-27: 70.13%2026-10-28: 66.85%2026-10-29: 65.31%2026-10-30: 60.86%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
69.99%
63.08%
59.15%
60.92%
64.50%
65.48%
59.13%
54.80%
59.33%
59.59%
58.81%
56.63%
59.35%
63.04%
63.81%
59.56%
56.89%
53.88%
53.57%
56.50%
53.72%
53.56%
53.15%
59.75%
58.72%
58.52%
56.35%
62.35%
61.43%
59.55%
62.75%
58.90%
66.98%
62.19%
61.93%
62.54%
57.03%
55.30%
54.59%
52.35%
56.75%
56.81%
60.29%
59.00%
57.41%
60.87%
57.07%
59.12%
60.86%
59.36%
58.79%
58.01%
59.23%
60.47%
62.99%
71.69%
62.38%
68.90%
70.13%
66.85%
65.31%
60.86%