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Direxion Daily Small Cap Bear TZA 44.07 -0.8 -1.78%

TZA Historical Options Analysis

Explore TZA (Direxion Daily Small Cap Bear) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

TZA / Comparative study

3 signals / 504 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -1.45
0.85
Mean
27.31
Window
-94.5%
ATM IV z -0.26
0.52
Mean
0.81
Window
-14.9%
IV Percentile z -1.71
2.76
Mean
55.34
Window
-93.7%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.37 0.85
ATM IV 0.37 1.00 0.20
IV Percent... 0.85 0.20 1.00
Source observations

Data inspector

1-50 of 504
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 44.07 0.85 0.52 2.76
2026-09-18 44.87 0.89 0.53 4.31
2026-09-17 44.21 0.99 0.55 7.45
2026-09-16 44.9 1.27 0.6 18.43
2026-09-15 44.28 1.33 0.61 19.22
2026-09-14 43.38 1.25 0.6 17.72
2026-09-11 42.93 0.9 0.53 4.71
2026-09-10 43.39 1.24 0.59 16.08
2026-09-09 42.09 0.95 0.54 5.88
2026-09-08 40.41 0.85 0.52 2.35
2026-09-07 40.04 0.89 0.53 3.94
2026-09-04 39.9 0.75 0.5 1.18
2026-09-03 40.17 0.86 0.52 2.75
2026-09-02 40.62 0.87 0.53 2.75
2026-09-01 42.08 0.86 0.52 2.36
2026-08-31 40.69 0.76 0.51 1.19
2026-08-28 39.94 1.13 0.57 9.45
2026-08-27 38.34 0.92 0.53 1.97
2026-08-26 38.66 0.98 0.55 3.15
2026-08-25 38.52 1.05 0.56 4.72
2026-08-24 39.01 1.13 0.57 7.51
2026-08-21 38.25 0.99 0.55 3.15
2026-08-20 39.08 1.06 0.56 4.72
2026-08-19 37.58 1.15 0.58 7.09
2026-08-18 38.11 1.24 0.59 9.84
2026-08-17 36.73 1.12 0.57 6.32
2026-08-14 36.37 1.06 0.56 4.33
2026-08-13 36.91 1.02 0.55 3.15
2026-08-12 37.18 1.11 0.57 4.72
2026-08-11 37.81 1.16 0.58 5.51
2026-08-10 38.19 1.04 0.56 3.16
2026-08-07 37.6 1.33 0.61 8.66
2026-08-06 38.84 1.46 0.63 12.99
2026-08-05 38.23 1.34 0.61 8.66
2026-08-04 37.51 1.29 0.6 8.27
2026-08-03 39.7 1.07 0.56 3.56
2026-07-31 41.8 1.05 0.56 3.15
2026-07-30 41.2 1.61 0.66 20.08
2026-07-29 42.93 0.93 0.54 1.97
2026-07-28 40.94 1.49 0.64 12.2
2026-07-27 41.12 1.41 0.63 9.49
2026-07-24 41.83 1.19 0.58 4.72
2026-07-23 41.39 1.54 0.65 13.39
2026-07-22 40.7 1.41 0.63 8.66
2026-07-21 39.59 1.23 0.59 5.51
2026-07-20 41.35 1.22 0.59 5.14
2026-07-17 40.62 1.16 0.58 3.94
2026-07-16 39.94 100 18.95 100
2026-07-15 39.9 100 18.12 100
2026-07-14 40.4 60.82 1.04 96.46