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Direxion Daily Pharmaceutical & Medical Bull 3X ETF PILL

i

Market dataready · fetched 2026-11-12T03:07:22.768Z

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 · 2026-11-12T01:00:00.099813746Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:07:22.421001+00:00

Share price$17.99
1D+3.9%
AH$17.20$17.41$17.63$17.84$18.055:30 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$0.24$0.79$1.34$1.89$2.45$12.47$14.93$17.38$19.84$22.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PILL spot · $17.99PILL PRICE$0.30$0.33$0.36$0.41$0.48$0.55$0.62$0.75$0.91$1.07$1.23$1.39$1.57$0.36$0.44$0.53$0.65$0.78$0.92$1.08$1.25$1.43$1.66$1.97$2.29
Puts——
CallsCheap0.56×
Skew——
Implied moveBearish±$1.70
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.93104.9%18.0%15.90105.0%13.6%
25Δ19.8985.5%12.4%16.3998.7%11.4%
30Δ19.2873.2%9.2%16.8691.0%9.2%
35Δ18.8666.2%7.1%17.2388.4%7.8%
40Δ18.6163.6%6.1%17.5487.8%6.8%
45Δ18.3561.0%5.1%17.8687.2%5.8%
50Δ18.1058.4%4.1%18.1886.5%4.9%
55Δ17.8658.5%3.4%18.4985.6%4.2%
60Δ17.6260.3%3.0%18.8084.8%3.5%
65Δ17.3862.1%2.6%19.1484.8%2.8%
70Δ17.1563.9%2.1%19.5586.1%2.3%
75Δ16.9063.7%1.7%19.9587.5%1.8%
80Δ16.6660.4%1.3%

20Δ

Calls
Pseudo strike
20.93
IV
104.9%
B/E move
18.0%
Puts
Pseudo strike
15.90
IV
105.0%
B/E move
13.6%

25Δ

Calls
Pseudo strike
19.89
IV
85.5%
B/E move
12.4%
Puts
Pseudo strike
16.39
IV
98.7%
B/E move
11.4%

30Δ

Calls
Pseudo strike
19.28
IV
73.2%
B/E move
9.2%
Puts
Pseudo strike
16.86
IV
91.0%
B/E move
9.2%

35Δ

Calls
Pseudo strike
18.86
IV
66.2%
B/E move
7.1%
Puts
Pseudo strike
17.23
IV
88.4%
B/E move
7.8%

40Δ

Calls
Pseudo strike
18.61
IV
63.6%
B/E move
6.1%
Puts
Pseudo strike
17.54
IV
87.8%
B/E move
6.8%

45Δ

Calls
Pseudo strike
18.35
IV
61.0%
B/E move
5.1%
Puts
Pseudo strike
17.86
IV
87.2%
B/E move
5.8%

50Δ

Calls
Pseudo strike
18.10
IV
58.4%
B/E move
4.1%
Puts
Pseudo strike
18.18
IV
86.5%
B/E move
4.9%

55Δ

Calls
Pseudo strike
17.86
IV
58.5%
B/E move
3.4%
Puts
Pseudo strike
18.49
IV
85.6%
B/E move
4.2%

60Δ

Calls
Pseudo strike
17.62
IV
60.3%
B/E move
3.0%
Puts
Pseudo strike
18.80
IV
84.8%
B/E move
3.5%

65Δ

Calls
Pseudo strike
17.38
IV
62.1%
B/E move
2.6%
Puts
Pseudo strike
19.14
IV
84.8%
B/E move
2.8%

70Δ

Calls
Pseudo strike
17.15
IV
63.9%
B/E move
2.1%
Puts
Pseudo strike
19.55
IV
86.1%
B/E move
2.3%

75Δ

Calls
Pseudo strike
16.90
IV
63.7%
B/E move
1.7%
Puts
Pseudo strike
19.95
IV
87.5%
B/E move
1.8%

80Δ

Calls
Pseudo strike
16.66
IV
60.4%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend71.11%
Daily EOD
PILL56.6%64.4%72.2%2026-10-19: 60.83%2026-10-20: 64.45%2026-10-21: 57.65%2026-10-22: 62.19%2026-10-23: 64.42%2026-10-26: 64.14%2026-10-27: 68.70%2026-10-28: 63.58%2026-10-29: 61.55%2026-10-30: 71.11%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
60.83%
64.45%
57.65%
62.19%
64.42%
64.14%
68.70%
63.58%
61.55%
71.11%