BenzingaT3·32mo ago
TSLS Direxion Shares ETF Trust Direxion Daily TSLA Bear 1X ETF
ETF 50.95 DelayedETF quote, holdings, sector allocation, technicals, and options analytics. Expected move IV rank history Fibonacci levels
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
TSLS
$50.95
—
Key stats
$50.95
- 52-Week Range
- $46.20 – $69.83
- YTD
- -2.39%
- IV Rank (30D)
- 49.03
- Straddle Price
- $5.85
- P/C Vol Ratio
- 0.47
- Open
- $49.49
- Day Range
- $49.13 – $51.41
- Volume
- 175,130
- Prev Close
- $49.94
About
Direxion Shares ETF Trust Direxion Daily TSLA Bear 1X ETF (TSLS) ETF
No description available.
- Exchange
- XNAS
- Inception
- 2022-08-08
- Has Options
- Yes
Fund profile
holdings as of Nov 12, 2026issuer datathrough Jul 2026flows, SEC filings
Resets to −1x its benchmark's return each day. Over longer periods the result compounds and can differ sharply from −1x the benchmark, especially when it is volatile. Decay analysis
- Expense ratio
- 0.95% prospectus, filed Mar 3, 2026
- Assets
- $39M shares × price, Nov 12, 2026
- Trailing yield
- 2.25% paid quarterly
- Average daily volume
- $12M 30 sessions
- Holdings
- 9 top 10 are 0.0%
- Listed
- Aug 8, 2022 Nasdaq
- Last fee change
- +1 bp filed Feb 26, 2026
Cost62
Liquidity69
Scale22
Diversificationn/a
Moves with. US large-cap stocks (26% of its variance, beta -1.40); Value over growth (11% of its variance, beta 0.57); Bitcoin (3% of its variance, beta -0.08). These factors explain 44% of its daily moves over the last year.
Stated objective. The Fund seeks daily investment results, before fees and expenses, of 100% of the inverse (or opposite) of the daily performance of TSLA. The Fund does not seek to achieve its stated investment objective for a period of time different than a trading day. (from the fund's prospectus)
All 9 holdingsFlow historyOverlap toolAll Single-Stock Inverse ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- −$5.2M latest reported month
- Latest 3 months
- −$6.0M −7.4% of assets
- Latest 12 months
- +$10M +12.9% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | −$5.2M |
| Jun 2026 | +$11M |
| May 2026 | −$12M |
| Apr 2026 | +$9.1M |
| Mar 2026 | −$5.6M |
| Feb 2026 | −$14M |
| Jan 2026 | +$6.3M |
| Dec 2025 | +$1.5M |
| Nov 2025 | −$8.5M |
| Oct 2025 | −$381K |
| Sep 2025 | +$26M |
| Aug 2025 | +$2.0M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 48 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| TSLQInvestment Managers Series Trust II Tradr 2X Short TSLA Daily ETF | — | 1.15% | $87M | −37.3% | compare |
| SNDQTradr 2X Short SNDK Daily ETF | — | 1.49% | $86M | — | compare |
| MSTZT-Rex 2X Inverse MSTR Daily Target ETF | — | 1.05% | $73M | −53.7% | compare |
| NVDGraniteShares ETF Trust GraniteShares 2x Short NVDA Daily ETF | — | 1.35% | $69M | −17.0% | compare |
| MUDDirexion Shares ETF Trust Direxion Daily MU Bear 1X ETF | — | 1.02% | $60M | −84.7% | compare |
The largest other funds in the Single-Stock Inverse category.
Under the hood
fiscal year to Oct 31, 2025SEC census- Authorized participants
- 8 active of 8 with agreements; top 3 did 76%
- Created · redeemed
- $615M · $528M over the fiscal year
- Redemptions in kind
- 0% creations 0% in kind
- Creation unit
- 25,000 shares
- Securities lending
- authorized, none lent
- Diversification status
- Non-diversified may concentrate in fewer issuers
From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.
ETF Profile
holdings as of 2026-11-13
Holdings
9
AUM
$1.2M
Provider
Direxion
Inception
2022-08-08
Exchange
XNAS
Data As Of
2026-11-13
Expense Ratio
0.95%
Dividend Yield
2.25%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-22 | 2026-09-29 | $0.3962 | CD |
| 2026-06-23 | 2026-06-30 | $0.3419 | CD |
| 2026-03-24 | 2026-03-31 | $0.3380 | CD |
| 2025-12-23 | 2025-12-31 | $0.0495 | CD |
| 2025-09-23 | 2025-09-30 | $0.0400 | CD |
| 2025-06-24 | 2025-07-01 | $0.0529 | CD |
Asset Allocation
Top Holdings
top 9 of 9 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | DREYFUS GOVT CASH MAN INS | 69.99% | Cash/Money Market | — |
| — | DREYFUS TRSRY SECURITIES CASH MGMT | 13.47% | Cash/Money Market | — |
| — | GOLDMAN SACHS FIN GOV 465 INSTITUT | 10.83% | Cash/Money Market | — |
| — | GOLDMAN FINL SQ TRSRY INST 506 | 8.85% | Cash/Money Market | — |
| — | TSLA SWAP ASSET LEG | -6.69% | Derivative | — |
| — | TSLA SWAP ASSET LEG | -9.51% | Derivative | — |
| — | TSLA SWAP ASSET LEG | -12.44% | Derivative | — |
| — | TSLA SWAP ASSET LEG | -33.44% | Derivative | — |
| — | TSLA SWAP ASSET LEG | -37.92% | Derivative | — |
Non-Equity Breakdown
Direxion Daily TSLA Bear 1X Shares ·
NPORT-P period 2026-07-31
(filed 2026-09-28)
Net assets:
$81M
· 9 total positions
· equity 0.00%
· non-equity 122.65%
Non-equity holdings
— 9 positions,
122.65% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 104.55% | $84.4M | 4 |
| DO | 18.09% | $14.6M | 5 |
Seasonality
| Month | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|
| Jan | -- | -40.66% | 30.53% | -7.85% | 1.15% | -4.21% |
| Feb | -- | -13.43% | -6.94% | 28.26% | 4.83% | 3.18% |
| Mar | -- | -4.89% | 12.85% | 2.38% | 7.09% | 4.36% |
| Apr | -- | 16.92% | -9.42% | -13.53% | -0.95% | -1.74% |
| May | -- | -21.33% | 0.38% | -20.13% | -10.83% | -12.98% |
| Jun | -- | -22.61% | -12.01% | 3.70% | -3.42% | -8.58% |
| Jul | -- | 3.50% | -13.72% | -4.00% | 32.53% | 4.58% |
| Aug | 1.84% | 0.00% | -0.50% | -9.64% | -13.08% | -4.28% |
| Sep | 2.57% | -4.32% | -21.65% | -27.30% | -1.06% | -10.35% |
| Oct | 4.40% | 23.36% | -2.74% | -0.96% | -12.00% | 2.41% |
| Nov | 13.00% | -15.27% | -31.35% | 7.37% | 1.86%* | -4.88% |
| Dec | 44.42% | -5.33% | -14.72% | -5.94% | -- | 4.61% |
| Total | 77.97% | -65.92% | -58.00% | -45.33% | -1.04% | -18.46% |
Technical Indicators
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
Trend Indicators
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
Volume & Volatility
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
SMA 20: $52.25
SMA 50: $54.14
SMA 200: $56.36
Current: $50.95
EMA 12: $52.02
EMA 26: $52.82
MACD: -0.8004 | Signal: -0.0458
BEARISH
ADX (14): 13.63
RANGE
+DI: 25.35
−DI: 29.95
Momentum Oscillators
RSI (14): 44.72
NEUTRAL
Stoch %K: 18.71
Stoch %D: 24.70
Williams %R: -77.61
Volume & Volatility
BB Upper: $56.79
BB Lower: $47.71
NEUTRAL
OBV: -26,062,246
Vol SMA 20: 251,581
Vol ROC: -6.78%
ATR: $2.28
True Range: $2.28
HV 20: 59.4%
HV 30: 50.6%
HV 60: 47.7%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-11-15T00:00:00 – 2026-11-13T00:00:00
AI Analysis
Click Frenzy-Pro™ for an AI analysis of this ticker.
Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.
News
All TSLS news →
BenzingaT3·33mo ago
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Showing 1–10 of 13
Page 1 of 2
TSLS Options Activity & IV Rank
TSLS IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 46.9%
7-DTE IV: 50.2%
Expected Move: $5.85
7-DTE Move: $2.85
Days to Exp: 35 (2026-12-18)
Options Flow · All expiries
Call Volume: 420
Put Volume: 199
P/C Volume: 0.474
BULLISH
Call OI: 461
Put OI: 278
P/C OI: 0.603
Total OI: 739
ATM Options Pricing
ATM Call: $2.85
ATM Put: $3.00
Call %: 5.6%
Put %: 5.9%
Chain Summary
Chain Volume: 619
Chain OI: 739
Last Updated: 11/13/2026
TSLS Adjusted Options
1 series · quotes as of Nov 13, 2026TSLS's option chain includes one adjusted series. It delivers something other than 100 TSLS shares, so its prices don't line up with the standard TSLS options at the same strike.
Why they price differently: a standard option delivers 100 shares, so its price follows the stock. An adjusted contract delivers what a split, merger, spinoff or special dividend left in place of those 100 shares: more or fewer shares, shares of another company, or cash. The strike and the 100 multiplier stay the same, so its price follows the value of that package divided by 100, not TSLS's share price. Option calculators, implied volatility and expected moves that assume 100 TSLS shares get these contracts wrong. They also trade thinly with wide quotes, and new strikes or expiries are rarely added, so they fade out as they expire.
TSLS1 Adjusted TSLS series
24 contracts (12 calls, 12 puts) · expiring Jan 21, 2028
· open interest 877 · volume 6
- Each contract delivers
- 10 TSLS shares
- What it prices off
- The package is worth about $509.50 at current prices, so these contracts price off $5.09 a unit, not TSLS's $50.95. A call is in the money when that figure is above its strike, a put when it is below.
- Why it exists
- Left by TSLS's 1-for-10 reverse split on Mar 10, 2026.
| Contract | Bid | Ask | Last | Volume | Open int. | Exercise value |
|---|---|---|---|---|---|---|
| Jan 21, 2028 $4 call | $0.05 | $5.00 | $1.82 | 3 | 5 | $1.09 |
| Jan 21, 2028 $5 call | — | $3.20 | $1.32 | 1 | 72 | $0.09 |
| Jan 21, 2028 $6 call | — | $3.10 | — | 0 | 80 | $0.00 |
| Jan 21, 2028 $3 put | — | $10.00 | — | 0 | 530 | $0.00 |
| Jan 21, 2028 $4 put | — | $2.90 | — | 0 | 5 | $0.00 |
| Jan 21, 2028 $5 put | — | $3.20 | $1.00 | 2 | 7 | $0.00 |
| Jan 21, 2028 $6 put | — | $5.00 | — | 0 | 122 | $0.91 |
| Jan 21, 2028 $7 put | $0.80 | $3.90 | — | 0 | 47 | $1.91 |
By expiry (1)
| Expiry | Calls | Puts | Strikes | Open int. | Volume |
|---|---|---|---|---|---|
| Jan 21, 2028 | 12 | 12 | 1 to 12 | 877 | 6 |
Deliverables are each series' contract terms. Values use the latest prices we have, so they are approximate, and exercise value ignores the time left to expiry. Splits are from our split records.
Spread Scanner
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
Calendars: the long leg is valued at the short leg’s expiration (Black-Scholes at its current IV) across the range of prices the short leg’s IV implies, giving the best-case profit (R/R = that over the debit) and P(profit).
Stage 2 — Skew Adjustment (±25% cap)
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Scanning bull put, bear call, iron condor and calendar spreads…
Dealer Positioning
LOW γ vs HISTORY
Estimated net dealer gamma is at the 1st percentile of this name's own daily history, near the low end of its range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
1%
vs own history
GEX tilt
-0.80
OI-weighted, today
Vanna tilt
-0.29
δ-sensitivity to IV
Charm tilt
+0.40
δ-decay vs time
Charm tilt +0.40: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 5 ATM contracts, 0k total OI
Net dealer gamma is an estimate of the aggregate gamma held by options market makers across this name's option chain, weighted by open interest. Dealer positions aren't public, so it uses a standard simplifying assumption: dealers are treated as long the calls and short the puts that are open. Actual dealer books can differ.
Gamma percentile ranks today's estimate against this name's own daily history, from 0% (the lowest reading on record) to 100% (the highest). Raw gamma scales with how much open interest a chain carries, so it isn't comparable across names; the percentile is. The badge marks the bottom 20% as low and the top 20% as high.
Tilts run from −1 to +1 and show how lopsided the estimated dealer exposure is. GEX tilt compares call gamma with put gamma. Vanna tilt describes how the hedge would shift if implied volatility changed, and charm tilt how it would shift with the passage of time.
This card describes estimated positioning and where it sits historically. It is not a forecast of price direction or volatility and not a trading signal. Market-wide view: Dealer positioning screener.
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Put vs ATM
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Call vs ATM
IV(call wing) − IV(ATM), in vol pointsThe same measure on the upside: how the OTM call is priced against the at-the-money strike.
- Negative (typical) — calls trade below ATM for most stocks and indices, so the sign alone says little.
- Percentile vs own history: high = upside calls unusually rich for this name (squeezes, takeover talk, commodity supply scares); low = calls cheaper than usual.
Reading them together
Put or call vs ATM tells you how expensive that tail is. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d put
—
—
pts
EXTREME
as of Nov 13 · No data
30 DTE / 10d put
—
—
pts
EXTREME
as of Nov 13 · ATM 46.8% / Put —
Extreme reading.
Historically these have been contrarian — on the small set of observed earnings-day cases, large negative wing-vs-ATM gaps (calls pricing much richer than puts at the same delta) preceded sharp drops in the underlying within 1-12 days. Not financial advice and the dataset is small.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Volatility Surface
Loading the implied volatility surface…
Volatility Smile
Loading the implied volatility smile…
IV Rank (7 DTE)38.7MediumNov 13
IV Rank (30 DTE)49.0MediumNov 13
Straddle Price (30 DTE)$5.85Nov 13
Beta Analysis
Risk Metrics
Beta: -2.1175
Alpha: 24.07%
Correlation: -0.6306
R-Squared: 39.8%
Stock Volatility: 45.8%
Market Volatility: 13.6%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Negative beta - stock moves opposite to market
Negative beta - stock moves opposite to market
Beta & Alpha Over Time
TSLS Institutional Ownership (13F)
Filings for 2026-06-30 · 8 already for 2026-09-30Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
4 filers$10.01M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $6.54M | 65.38% | 2026-06-30 |
| 2 | Jane Street Group, LLC Custodian | $2.49M | 24.89% | 2026-06-30 |
| 3 | Citadel Advisors LLC Custodian | $967.27K | 9.67% | 2026-06-30 |
| 4 | Belvedere Trading LLC | $5.72K | 0.06% | 2026-09-30 |
3 filers$9.80M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $7.48M | 76.32% | 2026-06-30 |
| 2 | Jane Street Group, LLC Custodian | $1.31M | 13.39% | 2026-06-30 |
| 3 | Susquehanna International Group, LLP Custodian | $1.01M | 10.29% | 2026-06-30 |
Short Interest & Float
Regulatory short-interest reports publish on a bi-weekly settlement cadence; short-volume is reported daily by the trade-reporting facilities. Float is derived from insider-ownership filings.
Metric definitions
- Short Interest — total shares currently sold short as of the settlement date. Lags real time by ~8 business days.
- SI % of Float — short interest / free float. The key crowding metric.
- Days to Cover — short interest / avg daily volume. How many full trading days it would take shorts to buy back. High DTC + catalyst = squeeze fuel.
- Short Vol Ratio — today's short-sale volume / total volume. Intraday selling pressure proxy (not the same as short interest).
- Free Float — shares available for public trading (total shares minus insider / restricted).
- Float % — free float / shares outstanding. <50% = tightly held, more prone to squeezes.
How to read the signals
- SI % of Float < 5% — typical, no particular signal.
- 5–15% — elevated; watch for catalysts (earnings, guidance, macro).
- 15–30% — heavily shorted; tight-float names in this range have produced notable squeezes historically.
- >30% — extreme; borrow is likely expensive and squeeze risk is material.
- Days to Cover > 5 combined with high SI% amplifies squeeze potential.
History chart
- Trend matters more than level. Rapidly rising short interest often precedes negative catalysts or heavy hedging.
- A sudden drop in SI after a rally may indicate a squeeze in progress.
Short interest is reported mid-month and end-of-month; short volume is daily.
Short Interest
64.37K
SI % of Float
8.20%
Days to Cover
1.00
Short Vol Ratio
27.0%
Free Float
—
Float %
—
Short interest 2026-10-30 • Short volume 2026-11-13
Constituent Performance
Click any bar to view the full quote for that stock.
Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|