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Direxion Daily MSCI India Bull 2X ETF INDL

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Market datapartial · fetched 2026-10-22T16:16:55.016Z

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 · 2026-10-22T15:52:47.291640587Z

FundamentalsAlpha Vantage · unavailable

Share price$40.24
1D+0.8%
$39.88$39.98$40.08$40.17$40.275:30 AM6:30 AM9:00 AM1:00 PMINDL
Sold putSold call

Direxion Daily MSCI India Bull 2X ETF options

Live interpolated INDL call and put midpoint premiums by absolute delta.Direxion Daily MSCI India Bull 2X ETF$0.54$3.17$5.79$8.42$11.04$33.52$36.66$39.79$42.92$46.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INDL spot · $40.24INDL PRICE$0.88$0.86$0.83$0.94$1.08$1.33$1.58$1.86$2.13$2.41$2.69$2.96$0.88$1.00$1.21$1.43$1.65$1.87$2.09$2.31$2.53$2.87$3.37$4.34$10.29
PutsExpensive1.19×
CallsCheap0.82×
SkewBearish+15.20 pp
Implied moveBearish±$3.42
TiltBearish29.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.2663.7%14.6%
25Δ45.5055.8%15.2%36.8054.7%11.0%
30Δ43.4643.1%10.1%37.6251.9%9.5%
35Δ41.9932.5%6.4%38.3649.6%8.2%
40Δ41.4430.5%5.3%39.0947.4%7.0%
45Δ40.9229.1%4.4%39.8345.1%5.7%
50Δ40.4930.4%3.9%40.5642.9%4.4%
55Δ40.0731.7%3.5%41.2140.6%3.3%
60Δ39.6331.0%3.1%41.7138.4%2.6%
65Δ39.1930.1%2.7%42.2937.5%2.0%
70Δ38.7429.1%2.3%42.9738.3%1.6%
75Δ38.3028.1%1.9%44.0542.1%1.3%
80Δ37.8627.1%1.4%49.8177.2%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.26
IV
63.7%
B/E move
14.6%

25Δ

Calls
Pseudo strike
45.50
IV
55.8%
B/E move
15.2%
Puts
Pseudo strike
36.80
IV
54.7%
B/E move
11.0%

30Δ

Calls
Pseudo strike
43.46
IV
43.1%
B/E move
10.1%
Puts
Pseudo strike
37.62
IV
51.9%
B/E move
9.5%

35Δ

Calls
Pseudo strike
41.99
IV
32.5%
B/E move
6.4%
Puts
Pseudo strike
38.36
IV
49.6%
B/E move
8.2%

40Δ

Calls
Pseudo strike
41.44
IV
30.5%
B/E move
5.3%
Puts
Pseudo strike
39.09
IV
47.4%
B/E move
7.0%

45Δ

Calls
Pseudo strike
40.92
IV
29.1%
B/E move
4.4%
Puts
Pseudo strike
39.83
IV
45.1%
B/E move
5.7%

50Δ

Calls
Pseudo strike
40.49
IV
30.4%
B/E move
3.9%
Puts
Pseudo strike
40.56
IV
42.9%
B/E move
4.4%

55Δ

Calls
Pseudo strike
40.07
IV
31.7%
B/E move
3.5%
Puts
Pseudo strike
41.21
IV
40.6%
B/E move
3.3%

60Δ

Calls
Pseudo strike
39.63
IV
31.0%
B/E move
3.1%
Puts
Pseudo strike
41.71
IV
38.4%
B/E move
2.6%

65Δ

Calls
Pseudo strike
39.19
IV
30.1%
B/E move
2.7%
Puts
Pseudo strike
42.29
IV
37.5%
B/E move
2.0%

70Δ

Calls
Pseudo strike
38.74
IV
29.1%
B/E move
2.3%
Puts
Pseudo strike
42.97
IV
38.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
38.30
IV
28.1%
B/E move
1.9%
Puts
Pseudo strike
44.05
IV
42.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
37.86
IV
27.1%
B/E move
1.4%
Puts
Pseudo strike
49.81
IV
77.2%
B/E move
1.8%

Options history

No recorded observations