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Direxion Daily MSCI India Bull 2X ETF INDL

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Market datapartial · fetched 2026-10-22T22:57:39.818Z

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 · 2026-10-22T22:30:00.004337998Z

FundamentalsAlpha Vantage · unavailable

Share price$40.43
1D+2.0%
AH$39.85$40.08$40.32$40.55$40.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINDL
Sold putSold callAH

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$0.48$2.24$3.99$5.74$7.50$33.73$36.87$40.01$43.14$46.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INDL spot · $40.43INDL PRICE$0.67$1.01$0.87$0.83$0.96$1.14$1.40$1.70$2.14$2.73$2.77$2.79$2.81$0.89$1.02$1.08$1.23$1.69$2.05$2.19$2.41$2.65$3.18$5.24$4.68$6.99
PutsExpensive1.21×
CallsCheap0.94×
SkewBearish+9.78 pp
Implied moveBearish±$3.59
TiltBearish23.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.8154.9%17.4%35.4264.0%14.6%
25Δ46.6865.1%18.0%36.9555.3%11.1%
30Δ43.6443.2%10.1%38.1846.6%8.2%
35Δ42.2833.0%6.6%39.0042.7%6.6%
40Δ41.6330.9%5.4%39.6047.2%6.2%
45Δ41.1630.9%4.6%40.2248.8%5.6%
50Δ40.7032.0%4.1%40.8644.6%4.4%
55Δ40.2433.6%3.7%41.4442.0%3.5%
60Δ39.6836.9%3.4%41.9939.9%2.7%
65Δ39.0241.9%3.3%42.7141.0%2.2%
70Δ38.7237.5%2.6%44.7355.4%2.3%
75Δ38.4432.7%2.0%44.5444.8%1.4%
80Δ38.1628.0%1.3%46.9255.2%1.2%

20Δ

Calls
Pseudo strike
46.81
IV
54.9%
B/E move
17.4%
Puts
Pseudo strike
35.42
IV
64.0%
B/E move
14.6%

25Δ

Calls
Pseudo strike
46.68
IV
65.1%
B/E move
18.0%
Puts
Pseudo strike
36.95
IV
55.3%
B/E move
11.1%

30Δ

Calls
Pseudo strike
43.64
IV
43.2%
B/E move
10.1%
Puts
Pseudo strike
38.18
IV
46.6%
B/E move
8.2%

35Δ

Calls
Pseudo strike
42.28
IV
33.0%
B/E move
6.6%
Puts
Pseudo strike
39.00
IV
42.7%
B/E move
6.6%

40Δ

Calls
Pseudo strike
41.63
IV
30.9%
B/E move
5.4%
Puts
Pseudo strike
39.60
IV
47.2%
B/E move
6.2%

45Δ

Calls
Pseudo strike
41.16
IV
30.9%
B/E move
4.6%
Puts
Pseudo strike
40.22
IV
48.8%
B/E move
5.6%

50Δ

Calls
Pseudo strike
40.70
IV
32.0%
B/E move
4.1%
Puts
Pseudo strike
40.86
IV
44.6%
B/E move
4.4%

55Δ

Calls
Pseudo strike
40.24
IV
33.6%
B/E move
3.7%
Puts
Pseudo strike
41.44
IV
42.0%
B/E move
3.5%

60Δ

Calls
Pseudo strike
39.68
IV
36.9%
B/E move
3.4%
Puts
Pseudo strike
41.99
IV
39.9%
B/E move
2.7%

65Δ

Calls
Pseudo strike
39.02
IV
41.9%
B/E move
3.3%
Puts
Pseudo strike
42.71
IV
41.0%
B/E move
2.2%

70Δ

Calls
Pseudo strike
38.72
IV
37.5%
B/E move
2.6%
Puts
Pseudo strike
44.73
IV
55.4%
B/E move
2.3%

75Δ

Calls
Pseudo strike
38.44
IV
32.7%
B/E move
2.0%
Puts
Pseudo strike
44.54
IV
44.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
38.16
IV
28.0%
B/E move
1.3%
Puts
Pseudo strike
46.92
IV
55.2%
B/E move
1.2%

Options history

No recorded observations