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Direxion Daily FTSE Europe Bull 3x ETF EURL

i

Market dataready · fetched 2026-11-11T13:47:06.409Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T01:00:00.107737772Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:47:06.029651+00:00

Share price$45.39
1D+0.2%
AH$44.71$44.91$45.11$45.32$45.525:30 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$1.47$2.79$4.11$5.43$6.76$38.98$42.46$45.94$49.42$52.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EURL spot · $45.39EURL PRICE$1.90$2.01$2.20$2.31$2.51$2.70$2.83$2.95$3.17$1.61$1.97$2.11$2.21$2.38$2.45$2.48$2.48$3.85$4.76$6.37
Puts——
Calls——
Skew——
Implied moveBearish±$4.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ40.27132.9%14.8%
30Δ41.67127.8%12.5%
35Δ43.09111.8%9.7%
40Δ47.95100.8%9.8%44.1999.4%7.5%
45Δ46.7489.2%7.4%45.0790.4%6.0%
50Δ45.8483.9%5.9%45.7579.9%4.6%
55Δ45.0875.3%4.4%46.2670.3%3.5%
60Δ44.4770.5%3.5%46.6861.3%2.6%
65Δ43.9165.7%2.7%
70Δ43.5059.7%2.1%48.4069.2%1.9%
75Δ43.0953.7%1.4%49.4673.5%1.5%
80Δ42.6949.4%1.0%51.1883.6%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.27
IV
132.9%
B/E move
14.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.67
IV
127.8%
B/E move
12.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.09
IV
111.8%
B/E move
9.7%

40Δ

Calls
Pseudo strike
47.95
IV
100.8%
B/E move
9.8%
Puts
Pseudo strike
44.19
IV
99.4%
B/E move
7.5%

45Δ

Calls
Pseudo strike
46.74
IV
89.2%
B/E move
7.4%
Puts
Pseudo strike
45.07
IV
90.4%
B/E move
6.0%

50Δ

Calls
Pseudo strike
45.84
IV
83.9%
B/E move
5.9%
Puts
Pseudo strike
45.75
IV
79.9%
B/E move
4.6%

55Δ

Calls
Pseudo strike
45.08
IV
75.3%
B/E move
4.4%
Puts
Pseudo strike
46.26
IV
70.3%
B/E move
3.5%

60Δ

Calls
Pseudo strike
44.47
IV
70.5%
B/E move
3.5%
Puts
Pseudo strike
46.68
IV
61.3%
B/E move
2.6%

65Δ

Calls
Pseudo strike
43.91
IV
65.7%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
43.50
IV
59.7%
B/E move
2.1%
Puts
Pseudo strike
48.40
IV
69.2%
B/E move
1.9%

75Δ

Calls
Pseudo strike
43.09
IV
53.7%
B/E move
1.4%
Puts
Pseudo strike
49.46
IV
73.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
42.69
IV
49.4%
B/E move
1.0%
Puts
Pseudo strike
51.18
IV
83.6%
B/E move
1.3%

Options history

IV · four-Friday blend47.09%
Daily close
EURL33.1%61.5%89.9%2026-08-13: 43.34%2026-08-14: 45.23%2026-08-17: 49.88%2026-08-18: 54.80%2026-08-19: 56.67%2026-08-20: 64.01%2026-08-26: 40.74%2026-08-27: 41.96%2026-08-28: 41.19%2026-08-31: 41.63%2026-09-01: 42.05%2026-09-02: 42.26%2026-09-03: 39.04%2026-09-04: 36.97%2026-09-08: 44.04%2026-09-09: 44.75%2026-09-10: 47.52%2026-09-11: 44.94%2026-09-14: 51.96%2026-09-15: 57.44%2026-09-16: 60.49%2026-09-17: 68.06%2026-09-18: 41.56%2026-09-21: 46.67%2026-09-22: 40.51%2026-09-23: 42.08%2026-09-24: 43.05%2026-09-25: 40.04%2026-09-28: 42.14%2026-09-29: 44.18%2026-09-30: 45.32%2026-10-01: 53.99%2026-10-02: 53.70%2026-10-05: 56.09%2026-10-06: 51.82%2026-10-07: 58.25%2026-10-08: 58.74%2026-10-09: 57.04%2026-10-12: 67.09%2026-10-13: 69.03%2026-10-14: 78.05%2026-10-15: 85.95%2026-10-16: 46.26%2026-10-19: 48.93%2026-10-20: 49.00%2026-10-21: 47.76%2026-10-22: 49.26%2026-10-23: 51.97%2026-10-26: 52.23%2026-10-27: 51.66%2026-10-28: 50.24%2026-10-29: 48.76%2026-10-30: 47.09%Aug 13Sep 24Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
43.34%
45.23%
49.88%
54.80%
56.67%
64.01%
40.74%
41.96%
41.19%
41.63%
42.05%
42.26%
39.04%
36.97%
44.04%
44.75%
47.52%
44.94%
51.96%
57.44%
60.49%
68.06%
41.56%
46.67%
40.51%
42.08%
43.05%
40.04%
42.14%
44.18%
45.32%
53.99%
53.70%
56.09%
51.82%
58.25%
58.74%
57.04%
67.09%
69.03%
78.05%
85.95%
46.26%
48.93%
49.00%
47.76%
49.26%
51.97%
52.23%
51.66%
50.24%
48.76%
47.09%