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Direxion Shares ETF Trust Direxion Daily LLY Bull 2X ETF ELIL

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Market datapartial · fetched 2026-10-22T23:44:34.779Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:33:00.342775816Z

FundamentalsAlpha Vantage · unavailable

Share price$34.70
1D+3.8%
AH$33.20$33.81$34.42$35.04$35.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMELIL
Sold putSold callAH

Direxion Shares ETF Trust Direxion Daily LLY Bull 2X ETF options

Live interpolated ELIL call and put midpoint premiums by absolute delta.Direxion Shares ETF Trust Direxion Daily LLY Bull 2X ETF$0.55$2.97$5.40$7.82$10.24$24.43$29.47$34.50$39.54$44.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ELIL spot · $34.70ELIL PRICE$0.81$1.08$1.35$1.67$2.01$2.37$2.80$3.31$3.78$4.16$4.79$5.52$6.33$1.00$1.34$1.72$2.11$2.55$3.02$3.57$4.10$4.87$5.78$6.76$8.15$9.54
PutsExpensive1.26×
CallsExpensive1.07×
SkewBullish-1.45 pp
Implied moveBearish±$6.36
TiltBearish15.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.4479.9%27.5%29.4481.5%18.0%
25Δ41.8880.3%23.8%30.6181.2%15.6%
30Δ40.3180.7%20.0%31.6981.1%13.6%
35Δ39.0780.9%17.4%32.7280.4%11.8%
40Δ37.9180.9%15.0%33.7279.7%10.2%
45Δ36.7781.1%12.8%34.7079.1%8.7%
50Δ35.7582.2%11.1%35.6878.8%7.5%
55Δ34.7584.1%9.7%36.6477.5%6.2%
60Δ33.7383.7%8.1%37.7577.6%5.2%
65Δ32.7379.7%6.3%38.9778.9%4.3%
70Δ31.7180.4%5.2%40.2580.1%3.5%
75Δ30.6181.2%4.1%41.9080.5%2.7%
80Δ29.4681.2%3.1%43.5680.9%2.0%

20Δ

Calls
Pseudo strike
43.44
IV
79.9%
B/E move
27.5%
Puts
Pseudo strike
29.44
IV
81.5%
B/E move
18.0%

25Δ

Calls
Pseudo strike
41.88
IV
80.3%
B/E move
23.8%
Puts
Pseudo strike
30.61
IV
81.2%
B/E move
15.6%

30Δ

Calls
Pseudo strike
40.31
IV
80.7%
B/E move
20.0%
Puts
Pseudo strike
31.69
IV
81.1%
B/E move
13.6%

35Δ

Calls
Pseudo strike
39.07
IV
80.9%
B/E move
17.4%
Puts
Pseudo strike
32.72
IV
80.4%
B/E move
11.8%

40Δ

Calls
Pseudo strike
37.91
IV
80.9%
B/E move
15.0%
Puts
Pseudo strike
33.72
IV
79.7%
B/E move
10.2%

45Δ

Calls
Pseudo strike
36.77
IV
81.1%
B/E move
12.8%
Puts
Pseudo strike
34.70
IV
79.1%
B/E move
8.7%

50Δ

Calls
Pseudo strike
35.75
IV
82.2%
B/E move
11.1%
Puts
Pseudo strike
35.68
IV
78.8%
B/E move
7.5%

55Δ

Calls
Pseudo strike
34.75
IV
84.1%
B/E move
9.7%
Puts
Pseudo strike
36.64
IV
77.5%
B/E move
6.2%

60Δ

Calls
Pseudo strike
33.73
IV
83.7%
B/E move
8.1%
Puts
Pseudo strike
37.75
IV
77.6%
B/E move
5.2%

65Δ

Calls
Pseudo strike
32.73
IV
79.7%
B/E move
6.3%
Puts
Pseudo strike
38.97
IV
78.9%
B/E move
4.3%

70Δ

Calls
Pseudo strike
31.71
IV
80.4%
B/E move
5.2%
Puts
Pseudo strike
40.25
IV
80.1%
B/E move
3.5%

75Δ

Calls
Pseudo strike
30.61
IV
81.2%
B/E move
4.1%
Puts
Pseudo strike
41.90
IV
80.5%
B/E move
2.7%

80Δ

Calls
Pseudo strike
29.46
IV
81.2%
B/E move
3.1%
Puts
Pseudo strike
43.56
IV
80.9%
B/E move
2.0%

Options history

ELIL74.7975.1475.492026-10-20: 74.86%2026-10-21: 75.41%Oct 20Oct 21
Table
DateIV
74.86%
75.41%