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Direxion Daily FTSE Europe Bull 3x ETF EURL

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Market dataready · fetched 2026-10-22T07:48:57.822Z

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 · 2026-10-22T00:00:00.139843583Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T07:48:55.062820+00:00

Share price$42.85
1D-0.4%
AH$42.76$42.89$43.02$43.15$43.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEURL
Sold putSold callAH

Direxion Daily FTSE Europe Bull 3x ETF options

Live interpolated EURL call and put midpoint premiums by absolute delta.Direxion Daily FTSE Europe Bull 3x ETF$0.72$2.04$3.36$4.68$6.01$34.83$39.11$43.40$47.68$51.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EURL spot · $42.84EURL PRICE$0.86$1.65$1.78$1.89$1.95$2.31$2.48$2.48$2.48$3.13$3.77$4.49$5.31$1.45$1.59$2.11$2.43$2.48$2.48$2.48$2.90$3.49$4.12$4.63$5.63
PutsFair0.99×
CallsExpensive1.28×
SkewBullish-9.49 pp
Implied moveBalanced±$4.95
TiltBalanced1.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.1065.8%21.3%
25Δ54.76103.6%31.7%38.2971.7%14.0%
30Δ50.4986.7%22.0%39.7662.9%10.9%
35Δ47.6473.4%15.6%40.7366.0%9.9%
40Δ45.6262.1%11.0%41.7263.6%8.3%
45Δ44.6462.5%9.6%42.6255.2%6.3%
50Δ43.5756.8%7.5%43.3147.6%4.7%
55Δ42.7048.4%5.4%43.8741.0%3.4%
60Δ42.0241.1%3.9%44.5640.8%2.8%
65Δ41.2245.5%3.5%45.3542.4%2.3%
70Δ40.3947.9%3.1%46.1743.3%1.9%
75Δ39.4450.2%2.6%46.9142.2%1.3%
80Δ38.4051.8%2.0%48.0643.9%1.0%

20Δ

Calls
Pseudo strike
51.10
IV
65.8%
B/E move
21.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
54.76
IV
103.6%
B/E move
31.7%
Puts
Pseudo strike
38.29
IV
71.7%
B/E move
14.0%

30Δ

Calls
Pseudo strike
50.49
IV
86.7%
B/E move
22.0%
Puts
Pseudo strike
39.76
IV
62.9%
B/E move
10.9%

35Δ

Calls
Pseudo strike
47.64
IV
73.4%
B/E move
15.6%
Puts
Pseudo strike
40.73
IV
66.0%
B/E move
9.9%

40Δ

Calls
Pseudo strike
45.62
IV
62.1%
B/E move
11.0%
Puts
Pseudo strike
41.72
IV
63.6%
B/E move
8.3%

45Δ

Calls
Pseudo strike
44.64
IV
62.5%
B/E move
9.6%
Puts
Pseudo strike
42.62
IV
55.2%
B/E move
6.3%

50Δ

Calls
Pseudo strike
43.57
IV
56.8%
B/E move
7.5%
Puts
Pseudo strike
43.31
IV
47.6%
B/E move
4.7%

55Δ

Calls
Pseudo strike
42.70
IV
48.4%
B/E move
5.4%
Puts
Pseudo strike
43.87
IV
41.0%
B/E move
3.4%

60Δ

Calls
Pseudo strike
42.02
IV
41.1%
B/E move
3.9%
Puts
Pseudo strike
44.56
IV
40.8%
B/E move
2.8%

65Δ

Calls
Pseudo strike
41.22
IV
45.5%
B/E move
3.5%
Puts
Pseudo strike
45.35
IV
42.4%
B/E move
2.3%

70Δ

Calls
Pseudo strike
40.39
IV
47.9%
B/E move
3.1%
Puts
Pseudo strike
46.17
IV
43.3%
B/E move
1.9%

75Δ

Calls
Pseudo strike
39.44
IV
50.2%
B/E move
2.6%
Puts
Pseudo strike
46.91
IV
42.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
38.40
IV
51.8%
B/E move
2.0%
Puts
Pseudo strike
48.06
IV
43.9%
B/E move
1.0%

Options history

No recorded observations