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Direxion Daily MSCI India Bull 2X ETF INDL

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Market datapartial · fetched 2026-10-22T16:36:06.446Z

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$0.47$3.12$5.76$8.41$11.05$33.65$36.75$39.84$42.94$46.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INDL spot · $40.24INDL PRICE$0.76$0.88$0.86$0.83$0.94$1.08$1.33$1.58$2.27$2.76$2.79$2.81$2.97$0.88$1.00$1.06$1.19$1.58$2.01$2.14$2.31$2.53$2.87$3.37$4.34$10.29
PutsExpensive1.17×
CallsCheap0.95×
SkewBearish+9.02 pp
Implied moveBearish±$3.47
TiltBearish23.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.9564.2%21.0%35.2663.7%14.6%
25Δ45.5055.8%15.2%36.8054.7%11.0%
30Δ43.4643.1%10.1%38.0545.6%8.1%
35Δ41.9932.5%6.4%38.8341.9%6.5%
40Δ41.4430.5%5.3%39.4644.4%5.9%
45Δ40.9229.1%4.4%40.0448.1%5.5%
50Δ40.4930.4%3.9%40.6444.0%4.3%
55Δ40.0731.7%3.5%41.2140.6%3.3%
60Δ39.4339.3%3.6%41.7138.4%2.6%
65Δ38.8743.0%3.5%42.2937.5%2.0%
70Δ38.5237.8%2.6%42.9738.3%1.6%
75Δ38.1732.7%1.8%44.0542.1%1.3%
80Δ37.7929.1%1.3%49.8177.2%1.8%

20Δ

Calls
Pseudo strike
47.95
IV
64.2%
B/E move
21.0%
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
38.05
IV
45.6%
B/E move
8.1%

35Δ

Calls
Pseudo strike
41.99
IV
32.5%
B/E move
6.4%
Puts
Pseudo strike
38.83
IV
41.9%
B/E move
6.5%

40Δ

Calls
Pseudo strike
41.44
IV
30.5%
B/E move
5.3%
Puts
Pseudo strike
39.46
IV
44.4%
B/E move
5.9%

45Δ

Calls
Pseudo strike
40.92
IV
29.1%
B/E move
4.4%
Puts
Pseudo strike
40.04
IV
48.1%
B/E move
5.5%

50Δ

Calls
Pseudo strike
40.49
IV
30.4%
B/E move
3.9%
Puts
Pseudo strike
40.64
IV
44.0%
B/E move
4.3%

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
39.43
IV
39.3%
B/E move
3.6%
Puts
Pseudo strike
41.71
IV
38.4%
B/E move
2.6%

65Δ

Calls
Pseudo strike
38.87
IV
43.0%
B/E move
3.5%
Puts
Pseudo strike
42.29
IV
37.5%
B/E move
2.0%

70Δ

Calls
Pseudo strike
38.52
IV
37.8%
B/E move
2.6%
Puts
Pseudo strike
42.97
IV
38.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
38.17
IV
32.7%
B/E move
1.8%
Puts
Pseudo strike
44.05
IV
42.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
37.79
IV
29.1%
B/E move
1.3%
Puts
Pseudo strike
49.81
IV
77.2%
B/E move
1.8%

Options history

No recorded observations