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Direxion Daily MSCI India Bull 2X ETF INDL

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Market dataready · fetched 2026-10-22T21:10:49.840Z

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 · 2026-10-22T20:59:18.872694785Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:10:49.449205+00:00

Share price$40.72
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$0.45$2.36$4.28$6.19$8.11$33.42$36.74$40.05$43.36$46.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INDL spot · $40.72INDL PRICE$0.65$0.91$0.87$0.84$0.89$1.05$1.22$1.50$1.78$2.29$2.75$2.77$2.79$0.89$1.03$1.12$1.38$1.86$2.11$2.30$2.57$3.05$3.70$6.11$6.69$7.56
PutsExpensive1.32×
CallsCheap0.87×
SkewBearish+17.02 pp
Implied moveBearish±$3.52
TiltBearish33.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.8852.8%16.7%35.6863.9%14.6%
25Δ46.1557.2%15.6%37.1955.6%11.2%
30Δ43.8842.7%9.9%38.4047.8%8.5%
35Δ42.7033.7%6.9%39.1946.6%7.1%
40Δ41.8228.3%4.9%39.8251.5%6.8%
45Δ41.4028.1%4.2%40.5049.9%5.7%
50Δ40.9727.9%3.6%41.1946.2%4.5%
55Δ40.5429.1%3.2%41.8144.2%3.6%
60Δ40.1130.3%2.9%42.5444.9%3.0%
65Δ39.5133.9%2.7%43.3746.9%2.6%
70Δ38.9536.4%2.4%45.6764.7%2.8%
75Δ38.7132.2%1.9%46.6260.3%1.9%
80Δ38.4828.0%1.3%47.7359.3%1.4%

20Δ

Calls
Pseudo strike
46.88
IV
52.8%
B/E move
16.7%
Puts
Pseudo strike
35.68
IV
63.9%
B/E move
14.6%

25Δ

Calls
Pseudo strike
46.15
IV
57.2%
B/E move
15.6%
Puts
Pseudo strike
37.19
IV
55.6%
B/E move
11.2%

30Δ

Calls
Pseudo strike
43.88
IV
42.7%
B/E move
9.9%
Puts
Pseudo strike
38.40
IV
47.8%
B/E move
8.5%

35Δ

Calls
Pseudo strike
42.70
IV
33.7%
B/E move
6.9%
Puts
Pseudo strike
39.19
IV
46.6%
B/E move
7.1%

40Δ

Calls
Pseudo strike
41.82
IV
28.3%
B/E move
4.9%
Puts
Pseudo strike
39.82
IV
51.5%
B/E move
6.8%

45Δ

Calls
Pseudo strike
41.40
IV
28.1%
B/E move
4.2%
Puts
Pseudo strike
40.50
IV
49.9%
B/E move
5.7%

50Δ

Calls
Pseudo strike
40.97
IV
27.9%
B/E move
3.6%
Puts
Pseudo strike
41.19
IV
46.2%
B/E move
4.5%

55Δ

Calls
Pseudo strike
40.54
IV
29.1%
B/E move
3.2%
Puts
Pseudo strike
41.81
IV
44.2%
B/E move
3.6%

60Δ

Calls
Pseudo strike
40.11
IV
30.3%
B/E move
2.9%
Puts
Pseudo strike
42.54
IV
44.9%
B/E move
3.0%

65Δ

Calls
Pseudo strike
39.51
IV
33.9%
B/E move
2.7%
Puts
Pseudo strike
43.37
IV
46.9%
B/E move
2.6%

70Δ

Calls
Pseudo strike
38.95
IV
36.4%
B/E move
2.4%
Puts
Pseudo strike
45.67
IV
64.7%
B/E move
2.8%

75Δ

Calls
Pseudo strike
38.71
IV
32.2%
B/E move
1.9%
Puts
Pseudo strike
46.62
IV
60.3%
B/E move
1.9%

80Δ

Calls
Pseudo strike
38.48
IV
28.0%
B/E move
1.3%
Puts
Pseudo strike
47.73
IV
59.3%
B/E move
1.4%

Options history

No recorded observations