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Direxion Daily MSCI India Bull 2X ETF INDL

i

Market dataready · fetched 2026-11-12T01:48:14.532Z

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 · 2026-11-12T01:00:00.112512206Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:48:14.022468+00:00

Share price$47.67
1D+0.3%
AH$47.46$47.55$47.64$47.72$47.815:30 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$0.50$1.18$1.86$2.54$3.22$41.68$44.34$47.01$49.68$52.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive INDL spot · $47.67INDL PRICE$0.66$0.76$0.92$1.10$1.28$1.50$1.76$2.01$2.21$0.57$0.65$0.80$1.03$1.26$1.49$1.71$1.93$2.43$3.02
Puts——
Calls——
Skew——
Implied moveBearish±$2.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ46.2639.0%4.2%
35Δ46.7336.1%3.3%
40Δ48.4231.7%3.0%47.1435.3%2.8%
45Δ48.0730.6%2.4%47.4937.6%2.5%
50Δ47.7631.0%2.1%47.8339.9%2.3%
55Δ47.4531.8%1.9%48.2040.7%2.0%
60Δ47.1532.6%1.6%48.5940.2%1.7%
65Δ46.8233.1%1.4%48.9739.7%1.3%
70Δ46.4633.4%1.1%49.5642.5%1.1%
75Δ46.0933.7%0.9%50.2545.9%0.9%
80Δ45.8031.7%0.7%

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
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.26
IV
39.0%
B/E move
4.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.73
IV
36.1%
B/E move
3.3%

40Δ

Calls
Pseudo strike
48.42
IV
31.7%
B/E move
3.0%
Puts
Pseudo strike
47.14
IV
35.3%
B/E move
2.8%

45Δ

Calls
Pseudo strike
48.07
IV
30.6%
B/E move
2.4%
Puts
Pseudo strike
47.49
IV
37.6%
B/E move
2.5%

50Δ

Calls
Pseudo strike
47.76
IV
31.0%
B/E move
2.1%
Puts
Pseudo strike
47.83
IV
39.9%
B/E move
2.3%

55Δ

Calls
Pseudo strike
47.45
IV
31.8%
B/E move
1.9%
Puts
Pseudo strike
48.20
IV
40.7%
B/E move
2.0%

60Δ

Calls
Pseudo strike
47.15
IV
32.6%
B/E move
1.6%
Puts
Pseudo strike
48.59
IV
40.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
46.82
IV
33.1%
B/E move
1.4%
Puts
Pseudo strike
48.97
IV
39.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
46.46
IV
33.4%
B/E move
1.1%
Puts
Pseudo strike
49.56
IV
42.5%
B/E move
1.1%

75Δ

Calls
Pseudo strike
46.09
IV
33.7%
B/E move
0.9%
Puts
Pseudo strike
50.25
IV
45.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
45.80
IV
31.7%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend33.22%
Daily close
INDL28.0%37.7%47.4%2026-08-13: 37.52%2026-08-14: 34.06%2026-08-17: 37.20%2026-08-18: 36.98%2026-08-19: 41.88%2026-08-20: 37.31%2026-08-21: 33.69%2026-08-24: 36.01%2026-08-25: 32.37%2026-08-26: 31.22%2026-08-27: 31.63%2026-08-28: 32.90%2026-08-31: 33.34%2026-09-01: 31.35%2026-09-02: 32.22%2026-09-03: 31.34%2026-09-04: 29.30%2026-09-08: 36.92%2026-09-09: 33.70%2026-09-10: 37.11%2026-09-11: 33.86%2026-09-14: 34.68%2026-09-17: 42.11%2026-09-28: 35.07%2026-09-29: 34.70%2026-09-30: 36.10%2026-10-01: 37.59%2026-10-02: 34.67%2026-10-06: 35.27%2026-10-13: 46.06%2026-10-14: 43.32%2026-10-16: 34.36%2026-10-19: 34.02%2026-10-20: 32.58%2026-10-21: 32.20%2026-10-22: 35.77%2026-10-23: 33.80%2026-10-26: 37.35%2026-10-27: 33.72%2026-10-28: 38.29%2026-10-29: 32.62%2026-10-30: 33.22%Aug 13Sep 11Oct 30
42 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
37.52%
34.06%
37.20%
36.98%
41.88%
37.31%
33.69%
36.01%
32.37%
31.22%
31.63%
32.90%
33.34%
31.35%
32.22%
31.34%
29.30%
36.92%
33.70%
37.11%
33.86%
34.68%
42.11%
35.07%
34.70%
36.10%
37.59%
34.67%
35.27%
46.06%
43.32%
34.36%
34.02%
32.58%
32.20%
35.77%
33.80%
37.35%
33.72%
38.29%
32.62%
33.22%