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

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Market dataready · fetched 2026-10-23T02:21:12.700Z

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 · 2026-10-22T23:58:29.228325967Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T02:21:12.397612+00:00

Share price$35.00
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$0.50$3.26$6.02$8.78$11.54$24.44$29.46$34.47$39.49$44.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ELIL spot · $35.00ELIL PRICE$0.80$1.06$1.32$1.63$1.96$2.29$2.69$3.17$3.69$3.97$4.51$5.14$5.86$1.03$1.40$1.79$2.21$2.68$3.19$3.79$4.38$5.35$6.32$7.70$9.23$10.75
PutsExpensive1.33×
CallsFair1.01×
SkewBearish+7.50 pp
Implied moveBearish±$6.48
TiltBearish22.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.5377.7%26.7%29.6083.5%18.4%
25Δ41.9977.9%23.0%30.7883.8%16.0%
30Δ40.4578.0%19.4%31.9083.6%14.0%
35Δ39.2178.0%16.7%32.9783.2%12.1%
40Δ38.0877.7%14.4%34.0182.7%10.5%
45Δ36.9677.6%12.1%35.0382.4%9.0%
50Δ35.9778.0%10.5%36.0782.5%7.8%
55Δ35.0079.6%9.1%37.1181.3%6.5%
60Δ34.0180.6%7.7%38.4083.3%5.6%
65Δ33.1174.8%5.9%39.6985.3%4.7%
70Δ32.1674.1%4.8%41.3787.2%3.8%
75Δ31.1773.8%3.7%43.1889.0%3.0%
80Δ30.1373.3%2.8%45.0090.8%2.1%

20Δ

Calls
Pseudo strike
43.53
IV
77.7%
B/E move
26.7%
Puts
Pseudo strike
29.60
IV
83.5%
B/E move
18.4%

25Δ

Calls
Pseudo strike
41.99
IV
77.9%
B/E move
23.0%
Puts
Pseudo strike
30.78
IV
83.8%
B/E move
16.0%

30Δ

Calls
Pseudo strike
40.45
IV
78.0%
B/E move
19.4%
Puts
Pseudo strike
31.90
IV
83.6%
B/E move
14.0%

35Δ

Calls
Pseudo strike
39.21
IV
78.0%
B/E move
16.7%
Puts
Pseudo strike
32.97
IV
83.2%
B/E move
12.1%

40Δ

Calls
Pseudo strike
38.08
IV
77.7%
B/E move
14.4%
Puts
Pseudo strike
34.01
IV
82.7%
B/E move
10.5%

45Δ

Calls
Pseudo strike
36.96
IV
77.6%
B/E move
12.1%
Puts
Pseudo strike
35.03
IV
82.4%
B/E move
9.0%

50Δ

Calls
Pseudo strike
35.97
IV
78.0%
B/E move
10.5%
Puts
Pseudo strike
36.07
IV
82.5%
B/E move
7.8%

55Δ

Calls
Pseudo strike
35.00
IV
79.6%
B/E move
9.1%
Puts
Pseudo strike
37.11
IV
81.3%
B/E move
6.5%

60Δ

Calls
Pseudo strike
34.01
IV
80.6%
B/E move
7.7%
Puts
Pseudo strike
38.40
IV
83.3%
B/E move
5.6%

65Δ

Calls
Pseudo strike
33.11
IV
74.8%
B/E move
5.9%
Puts
Pseudo strike
39.69
IV
85.3%
B/E move
4.7%

70Δ

Calls
Pseudo strike
32.16
IV
74.1%
B/E move
4.8%
Puts
Pseudo strike
41.37
IV
87.2%
B/E move
3.8%

75Δ

Calls
Pseudo strike
31.17
IV
73.8%
B/E move
3.7%
Puts
Pseudo strike
43.18
IV
89.0%
B/E move
3.0%

80Δ

Calls
Pseudo strike
30.13
IV
73.3%
B/E move
2.8%
Puts
Pseudo strike
45.00
IV
90.8%
B/E move
2.1%

Options history

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