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Direxion Daily SpaceX Bull 2X ETF LOFF

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Market datapartial · fetched 2026-10-22T23:06:41.753Z

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 · 2026-10-22T22:59:23.76598468Z

FundamentalsAlpha Vantage · unavailable

Share price$15.51
1D-11.8%
AH$14.66$15.35$16.05$16.75$17.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLOFF
Sold putSold callAH

Direxion Daily SpaceX Bull 2X ETF options

Live interpolated LOFF call and put midpoint premiums by absolute delta.Direxion Daily SpaceX Bull 2X ETF$0.02$3.75$7.49$11.23$14.96$7.82$11.92$16.02$20.13$24.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LOFF spot · $15.51LOFF PRICE$0.42$0.55$0.68$0.83$0.98$1.15$1.31$1.49$1.67$1.82$1.96$2.13$2.43$0.69$0.94$1.28$1.59$1.92$2.39$2.91$3.52$4.44$5.44$7.22$10.42$13.89
PutsExpensive1.34×
CallsCheap0.72×
SkewBearish+55.60 pp
Implied moveBearish±$4.22
TiltBearish52.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.3697.1%34.0%12.39119.1%24.6%
25Δ19.3996.0%28.6%13.13119.5%21.4%
30Δ18.5293.5%23.8%13.77124.8%19.5%
35Δ17.7991.8%20.0%14.45124.9%17.1%
40Δ17.1690.7%17.0%15.14123.5%14.7%
45Δ16.5989.0%14.4%15.87127.1%13.1%
50Δ16.0487.1%11.9%16.64129.4%11.5%
55Δ15.5584.8%9.9%17.49132.0%9.9%
60Δ15.0882.5%8.0%18.60139.6%8.7%
65Δ14.6877.8%6.4%19.80144.8%7.4%
70Δ14.3072.6%4.9%21.74158.6%6.4%
75Δ13.9268.2%3.5%25.08182.2%5.5%
80Δ13.4966.7%2.7%28.75195.2%4.2%

20Δ

Calls
Pseudo strike
20.36
IV
97.1%
B/E move
34.0%
Puts
Pseudo strike
12.39
IV
119.1%
B/E move
24.6%

25Δ

Calls
Pseudo strike
19.39
IV
96.0%
B/E move
28.6%
Puts
Pseudo strike
13.13
IV
119.5%
B/E move
21.4%

30Δ

Calls
Pseudo strike
18.52
IV
93.5%
B/E move
23.8%
Puts
Pseudo strike
13.77
IV
124.8%
B/E move
19.5%

35Δ

Calls
Pseudo strike
17.79
IV
91.8%
B/E move
20.0%
Puts
Pseudo strike
14.45
IV
124.9%
B/E move
17.1%

40Δ

Calls
Pseudo strike
17.16
IV
90.7%
B/E move
17.0%
Puts
Pseudo strike
15.14
IV
123.5%
B/E move
14.7%

45Δ

Calls
Pseudo strike
16.59
IV
89.0%
B/E move
14.4%
Puts
Pseudo strike
15.87
IV
127.1%
B/E move
13.1%

50Δ

Calls
Pseudo strike
16.04
IV
87.1%
B/E move
11.9%
Puts
Pseudo strike
16.64
IV
129.4%
B/E move
11.5%

55Δ

Calls
Pseudo strike
15.55
IV
84.8%
B/E move
9.9%
Puts
Pseudo strike
17.49
IV
132.0%
B/E move
9.9%

60Δ

Calls
Pseudo strike
15.08
IV
82.5%
B/E move
8.0%
Puts
Pseudo strike
18.60
IV
139.6%
B/E move
8.7%

65Δ

Calls
Pseudo strike
14.68
IV
77.8%
B/E move
6.4%
Puts
Pseudo strike
19.80
IV
144.8%
B/E move
7.4%

70Δ

Calls
Pseudo strike
14.30
IV
72.6%
B/E move
4.9%
Puts
Pseudo strike
21.74
IV
158.6%
B/E move
6.4%

75Δ

Calls
Pseudo strike
13.92
IV
68.2%
B/E move
3.5%
Puts
Pseudo strike
25.08
IV
182.2%
B/E move
5.5%

80Δ

Calls
Pseudo strike
13.49
IV
66.7%
B/E move
2.7%
Puts
Pseudo strike
28.75
IV
195.2%
B/E move
4.2%

Options history

No recorded observations