IntraAlpha
Create free account Start free

Direxion Shares ETF Trust Direxion Daily GOOGL Bull 2X ETF GGLL

i

Market datapartial · fetched 2026-10-22T23:41:30.628Z

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 · 2026-10-22T23:38:34.196052321Z

FundamentalsAlpha Vantage · unavailable

Share price$87.02
1D-2.6%
AH$86$88$89$90$925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGGLL
Sold putSold callAH

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

Live interpolated GGLL call and put midpoint premiums by absolute delta.Direxion Shares ETF Trust Direxion Daily GOOGL Bull 2X ETF$1.29$6.22$11.15$16.09$21.02$64.46$76.39$88.33$100.27$112.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GGLL spot · $87.02GGLL PRICE$1.82$2.45$3.11$3.76$4.69$5.40$6.39$7.53$8.80$10.28$11.80$13.61$15.70$2.38$3.08$3.79$4.88$5.97$6.85$8.24$9.94$11.38$12.68$14.78$16.97$19.60
PutsExpensive1.23×
CallsExpensive1.37×
SkewBullish-2.23 pp
Implied moveBearish±$14.63
TiltBearish11.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ106.0673.0%24.0%74.3077.7%17.4%
25Δ102.6773.9%20.8%77.2575.2%14.8%
30Δ99.5273.9%17.9%80.0872.4%12.3%
35Δ96.4572.6%15.2%82.3573.6%11.0%
40Δ94.2275.4%13.7%84.6174.9%9.6%
45Δ91.5073.0%11.4%86.8772.4%8.0%
50Δ89.2174.0%9.9%89.1973.5%7.0%
55Δ86.9375.4%8.6%91.7075.3%6.0%
60Δ84.5876.5%7.3%94.0774.2%5.0%
65Δ82.1277.6%6.2%96.2871.5%3.9%
70Δ79.6278.6%5.1%99.0871.8%3.1%
75Δ76.9378.9%4.0%101.9571.1%2.4%
80Δ73.9979.8%3.1%105.1970.3%1.6%

20Δ

Calls
Pseudo strike
106.06
IV
73.0%
B/E move
24.0%
Puts
Pseudo strike
74.30
IV
77.7%
B/E move
17.4%

25Δ

Calls
Pseudo strike
102.67
IV
73.9%
B/E move
20.8%
Puts
Pseudo strike
77.25
IV
75.2%
B/E move
14.8%

30Δ

Calls
Pseudo strike
99.52
IV
73.9%
B/E move
17.9%
Puts
Pseudo strike
80.08
IV
72.4%
B/E move
12.3%

35Δ

Calls
Pseudo strike
96.45
IV
72.6%
B/E move
15.2%
Puts
Pseudo strike
82.35
IV
73.6%
B/E move
11.0%

40Δ

Calls
Pseudo strike
94.22
IV
75.4%
B/E move
13.7%
Puts
Pseudo strike
84.61
IV
74.9%
B/E move
9.6%

45Δ

Calls
Pseudo strike
91.50
IV
73.0%
B/E move
11.4%
Puts
Pseudo strike
86.87
IV
72.4%
B/E move
8.0%

50Δ

Calls
Pseudo strike
89.21
IV
74.0%
B/E move
9.9%
Puts
Pseudo strike
89.19
IV
73.5%
B/E move
7.0%

55Δ

Calls
Pseudo strike
86.93
IV
75.4%
B/E move
8.6%
Puts
Pseudo strike
91.70
IV
75.3%
B/E move
6.0%

60Δ

Calls
Pseudo strike
84.58
IV
76.5%
B/E move
7.3%
Puts
Pseudo strike
94.07
IV
74.2%
B/E move
5.0%

65Δ

Calls
Pseudo strike
82.12
IV
77.6%
B/E move
6.2%
Puts
Pseudo strike
96.28
IV
71.5%
B/E move
3.9%

70Δ

Calls
Pseudo strike
79.62
IV
78.6%
B/E move
5.1%
Puts
Pseudo strike
99.08
IV
71.8%
B/E move
3.1%

75Δ

Calls
Pseudo strike
76.93
IV
78.9%
B/E move
4.0%
Puts
Pseudo strike
101.95
IV
71.1%
B/E move
2.4%

80Δ

Calls
Pseudo strike
73.99
IV
79.8%
B/E move
3.1%
Puts
Pseudo strike
105.19
IV
70.3%
B/E move
1.6%

Options history

No recorded observations