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Direxion Daily Pharmaceutical & Medical Bull 3X ETF PILL

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Market datapartial · fetched 2026-10-22T23:57:23.006Z

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 · 2026-10-22T23:06:20.989324544Z

FundamentalsAlpha Vantage · unavailable

Share price$15.03
1D+1.8%
AH$14.76$14.94$15.13$15.31$15.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPILL
Sold putSold callAH

Direxion Daily Pharmaceutical & Medical Bull 3X ETF options

Live interpolated PILL call and put midpoint premiums by absolute delta.Direxion Daily Pharmaceutical & Medical Bull 3X ETF$0.36$1.00$1.65$2.29$2.94$10.50$12.71$14.91$17.12$19.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PILL spot · $15.03PILL PRICE$0.65$0.69$0.55$0.63$0.76$0.89$1.02$1.16$1.38$1.60$1.82$2.04$2.25$0.43$0.47$0.52$0.74$0.96$1.18$1.31$1.44$1.56$1.81$2.07$2.35$2.75
PutsCheap0.74×
CallsFair1.02×
SkewBullish-16.69 pp
Implied moveBearish±$2.33
TiltBearish6.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.61172.0%74.7%12.7381.9%18.2%
25Δ21.04132.4%44.6%13.4369.1%13.8%
30Δ17.3977.0%19.3%14.0358.5%10.1%
35Δ16.6169.8%14.7%14.3563.1%9.4%
40Δ16.1669.4%12.6%14.6867.6%8.7%
45Δ15.7568.5%10.7%15.0072.0%8.0%
50Δ15.3767.2%9.0%15.3368.3%6.7%
55Δ14.9966.1%7.4%15.6564.5%5.4%
60Δ14.6167.4%6.4%15.9760.7%4.1%
65Δ14.2468.8%5.4%16.3459.8%3.4%
70Δ13.8868.9%4.5%16.7059.1%2.6%
75Δ13.5266.5%3.5%17.0958.4%1.9%
80Δ13.1664.1%2.6%17.5858.0%1.4%

20Δ

Calls
Pseudo strike
25.61
IV
172.0%
B/E move
74.7%
Puts
Pseudo strike
12.73
IV
81.9%
B/E move
18.2%

25Δ

Calls
Pseudo strike
21.04
IV
132.4%
B/E move
44.6%
Puts
Pseudo strike
13.43
IV
69.1%
B/E move
13.8%

30Δ

Calls
Pseudo strike
17.39
IV
77.0%
B/E move
19.3%
Puts
Pseudo strike
14.03
IV
58.5%
B/E move
10.1%

35Δ

Calls
Pseudo strike
16.61
IV
69.8%
B/E move
14.7%
Puts
Pseudo strike
14.35
IV
63.1%
B/E move
9.4%

40Δ

Calls
Pseudo strike
16.16
IV
69.4%
B/E move
12.6%
Puts
Pseudo strike
14.68
IV
67.6%
B/E move
8.7%

45Δ

Calls
Pseudo strike
15.75
IV
68.5%
B/E move
10.7%
Puts
Pseudo strike
15.00
IV
72.0%
B/E move
8.0%

50Δ

Calls
Pseudo strike
15.37
IV
67.2%
B/E move
9.0%
Puts
Pseudo strike
15.33
IV
68.3%
B/E move
6.7%

55Δ

Calls
Pseudo strike
14.99
IV
66.1%
B/E move
7.4%
Puts
Pseudo strike
15.65
IV
64.5%
B/E move
5.4%

60Δ

Calls
Pseudo strike
14.61
IV
67.4%
B/E move
6.4%
Puts
Pseudo strike
15.97
IV
60.7%
B/E move
4.1%

65Δ

Calls
Pseudo strike
14.24
IV
68.8%
B/E move
5.4%
Puts
Pseudo strike
16.34
IV
59.8%
B/E move
3.4%

70Δ

Calls
Pseudo strike
13.88
IV
68.9%
B/E move
4.5%
Puts
Pseudo strike
16.70
IV
59.1%
B/E move
2.6%

75Δ

Calls
Pseudo strike
13.52
IV
66.5%
B/E move
3.5%
Puts
Pseudo strike
17.09
IV
58.4%
B/E move
1.9%

80Δ

Calls
Pseudo strike
13.16
IV
64.1%
B/E move
2.6%
Puts
Pseudo strike
17.58
IV
58.0%
B/E move
1.4%

Options history

No recorded observations