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Direxion Daily S&P 500 Bull 3x ETF SPXL

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Market dataready · fetched 2026-10-15T20:04:11.493Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:48.801183615Z

FundamentalsAlpha Vantage · ready

Share price$290.14
1D+1.9%
AH$281$284$286$289$2925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPXL
Sold putSold callAH

Direxion Daily S&P 500 Bull 3x ETF options

Live interpolated SPXL call and put midpoint premiums by absolute delta.Direxion Daily S&P 500 Bull 3x ETF$0.45$2.09$3.74$5.39$7.03$281.01$285.22$289.44$293.66$297.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $290.14OPTION PRICELive SPXL spot · $290.14SPXL PRICE$0.62$0.86$1.09$1.33$1.70$2.07$2.44$2.95$3.51$4.08$4.69$5.31$5.96$0.79$1.04$1.31$1.58$1.87$2.15$2.49$2.95$3.41$3.91$4.74$5.57$6.56
PutsExpensive1.39×
CallsFair1.01×
SkewBearish+2.29 pp
Implied moveBalanced±$4.93
TiltBearish2.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ295.0137.1%1.9%284.3845.8%2.3%
25Δ294.1437.2%1.7%285.6344.9%1.9%
30Δ293.2837.3%1.5%286.6744.3%1.6%
35Δ292.4337.5%1.2%287.6843.7%1.4%
40Δ291.7038.5%1.1%288.5442.4%1.2%
45Δ290.9639.4%1.0%289.4041.1%1.0%
50Δ290.2340.4%0.9%290.2440.2%0.8%
55Δ289.4041.5%0.8%291.0340.3%0.7%
60Δ288.5442.6%0.7%291.8240.4%0.6%
65Δ287.6843.8%0.6%292.6540.7%0.5%
70Δ286.7743.4%0.5%293.7042.0%0.4%
75Δ285.8642.6%0.4%294.7643.4%0.3%
80Δ284.9341.8%0.3%295.9943.7%0.2%

20Δ

Calls
Pseudo strike
295.01
IV
37.1%
B/E move
1.9%
Puts
Pseudo strike
284.38
IV
45.8%
B/E move
2.3%

25Δ

Calls
Pseudo strike
294.14
IV
37.2%
B/E move
1.7%
Puts
Pseudo strike
285.63
IV
44.9%
B/E move
1.9%

30Δ

Calls
Pseudo strike
293.28
IV
37.3%
B/E move
1.5%
Puts
Pseudo strike
286.67
IV
44.3%
B/E move
1.6%

35Δ

Calls
Pseudo strike
292.43
IV
37.5%
B/E move
1.2%
Puts
Pseudo strike
287.68
IV
43.7%
B/E move
1.4%

40Δ

Calls
Pseudo strike
291.70
IV
38.5%
B/E move
1.1%
Puts
Pseudo strike
288.54
IV
42.4%
B/E move
1.2%

45Δ

Calls
Pseudo strike
290.96
IV
39.4%
B/E move
1.0%
Puts
Pseudo strike
289.40
IV
41.1%
B/E move
1.0%

50Δ

Calls
Pseudo strike
290.23
IV
40.4%
B/E move
0.9%
Puts
Pseudo strike
290.24
IV
40.2%
B/E move
0.8%

55Δ

Calls
Pseudo strike
289.40
IV
41.5%
B/E move
0.8%
Puts
Pseudo strike
291.03
IV
40.3%
B/E move
0.7%

60Δ

Calls
Pseudo strike
288.54
IV
42.6%
B/E move
0.7%
Puts
Pseudo strike
291.82
IV
40.4%
B/E move
0.6%

65Δ

Calls
Pseudo strike
287.68
IV
43.8%
B/E move
0.6%
Puts
Pseudo strike
292.65
IV
40.7%
B/E move
0.5%

70Δ

Calls
Pseudo strike
286.77
IV
43.4%
B/E move
0.5%
Puts
Pseudo strike
293.70
IV
42.0%
B/E move
0.4%

75Δ

Calls
Pseudo strike
285.86
IV
42.6%
B/E move
0.4%
Puts
Pseudo strike
294.76
IV
43.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
284.93
IV
41.8%
B/E move
0.3%
Puts
Pseudo strike
295.99
IV
43.7%
B/E move
0.2%