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Direxion Daily SpaceX Bull 2X ETF LOFF

i

Market dataready · fetched 2026-11-11T15:49:06.287Z

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 · 2026-11-11T15:49:00.756885386Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:49:05.517031+00:00

Share price$14.09
1D-1.9%
$13.30$13.59$13.88$14.17$14.465:30 AM6:30 AM9:00 AM1:00 PMLOFF
Sold putSold call

Direxion Daily SpaceX Bull 2X ETF options

Live interpolated LOFF call and put midpoint premiums by absolute delta.Direxion Daily SpaceX Bull 2X ETF$0.14$1.40$2.66$3.92$5.17$9.37$11.80$14.23$16.66$19.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LOFF spot · $14.09LOFF PRICE$0.27$0.37$0.46$0.57$0.68$0.82$0.97$1.12$1.30$1.49$1.68$1.91$2.13$0.44$0.59$0.76$0.95$1.16$1.38$1.63$1.89$2.18$2.48$3.13$3.85$4.81
PutsFair1.03×
CallsCheap0.66×
SkewBearish+37.46 pp
Implied moveBearish±$2.60
TiltBearish29.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.86120.6%21.6%11.81155.6%19.3%
25Δ16.34120.3%18.6%12.31155.3%16.8%
30Δ15.86120.1%15.9%12.77156.6%14.8%
35Δ15.46120.0%13.8%13.22157.1%13.0%
40Δ15.06119.9%11.7%13.66157.0%11.3%
45Δ14.71120.5%10.2%14.10156.7%9.8%
50Δ14.37121.3%8.8%14.54155.8%8.4%
55Δ14.02122.1%7.4%14.98155.0%7.1%
60Δ13.68122.1%6.3%15.43152.6%6.0%
65Δ13.34122.0%5.2%15.88150.2%4.8%
70Δ12.99121.8%4.1%16.64159.0%4.1%
75Δ12.64118.5%3.3%17.47165.7%3.3%
80Δ12.29115.2%2.4%18.54174.6%2.6%

20Δ

Calls
Pseudo strike
16.86
IV
120.6%
B/E move
21.6%
Puts
Pseudo strike
11.81
IV
155.6%
B/E move
19.3%

25Δ

Calls
Pseudo strike
16.34
IV
120.3%
B/E move
18.6%
Puts
Pseudo strike
12.31
IV
155.3%
B/E move
16.8%

30Δ

Calls
Pseudo strike
15.86
IV
120.1%
B/E move
15.9%
Puts
Pseudo strike
12.77
IV
156.6%
B/E move
14.8%

35Δ

Calls
Pseudo strike
15.46
IV
120.0%
B/E move
13.8%
Puts
Pseudo strike
13.22
IV
157.1%
B/E move
13.0%

40Δ

Calls
Pseudo strike
15.06
IV
119.9%
B/E move
11.7%
Puts
Pseudo strike
13.66
IV
157.0%
B/E move
11.3%

45Δ

Calls
Pseudo strike
14.71
IV
120.5%
B/E move
10.2%
Puts
Pseudo strike
14.10
IV
156.7%
B/E move
9.8%

50Δ

Calls
Pseudo strike
14.37
IV
121.3%
B/E move
8.8%
Puts
Pseudo strike
14.54
IV
155.8%
B/E move
8.4%

55Δ

Calls
Pseudo strike
14.02
IV
122.1%
B/E move
7.4%
Puts
Pseudo strike
14.98
IV
155.0%
B/E move
7.1%

60Δ

Calls
Pseudo strike
13.68
IV
122.1%
B/E move
6.3%
Puts
Pseudo strike
15.43
IV
152.6%
B/E move
6.0%

65Δ

Calls
Pseudo strike
13.34
IV
122.0%
B/E move
5.2%
Puts
Pseudo strike
15.88
IV
150.2%
B/E move
4.8%

70Δ

Calls
Pseudo strike
12.99
IV
121.8%
B/E move
4.1%
Puts
Pseudo strike
16.64
IV
159.0%
B/E move
4.1%

75Δ

Calls
Pseudo strike
12.64
IV
118.5%
B/E move
3.3%
Puts
Pseudo strike
17.47
IV
165.7%
B/E move
3.3%

80Δ

Calls
Pseudo strike
12.29
IV
115.2%
B/E move
2.4%
Puts
Pseudo strike
18.54
IV
174.6%
B/E move
2.6%

Options history

IV · four-Friday blend103.48%
Daily EOD
LOFF97.2%100.7%104.3%2026-10-19: 103.77%2026-10-20: 103.15%2026-10-21: 99.19%2026-10-22: 101.02%2026-10-23: 100.72%2026-10-26: 99.46%2026-10-27: 97.85%2026-10-28: 99.63%2026-10-29: 97.67%2026-10-30: 103.48%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
103.77%
103.15%
99.19%
101.02%
100.72%
99.46%
97.85%
99.63%
97.67%
103.48%