When looking at the options on the 3X Direxion funds structured products (e.g FAS, TNA, etc.), I notice that the percentage change is often comparable to that of the options on the corresponding unleveraged underlying markets (XLF, IWM, etc.). Is that just a fluke, or is that to be expected? I would think the percentage change of the options on the 3X funds would be 3 times that of the options on the unlevered funds. What has been your experience with the performance of the Direxion options relative to those on the underlying markets? Thanks friends.