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Direxion Daily S&P 500 Bull 3x ETF SPXL

i

Market dataready · fetched 2026-11-07T03:00:28.583Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T01:00:00.126182083Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T03:00:27.568634+00:00

Share price$246.75
1D+0.3%
AH$245$247$249$251$2535:30 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$1.38$8.12$14.86$21.61$28.35$216.40$235.13$253.86$272.59$291.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPXL spot · $246.75SPXL PRICE$2.11$3.00$3.83$4.91$6.13$7.33$8.73$10.65$12.83$15.12$18.21$21.52$26.40$3.30$4.14$5.21$6.17$7.27$8.10$9.33$10.96$12.18$13.64$15.18$16.87$18.62
PutsFair0.96×
CallsExpensive1.27×
SkewBullish-4.39 pp
Implied moveBearish±$18.06
TiltBullish3.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ264.7857.2%8.2%225.8881.9%9.8%
25Δ262.4861.5%7.6%231.0976.9%8.0%
30Δ259.1361.4%6.6%235.0275.6%6.9%
35Δ256.4363.6%5.9%238.7372.5%5.8%
40Δ253.8066.2%5.3%242.0570.4%4.9%
45Δ250.8966.6%4.6%245.1366.1%3.9%
50Δ248.0267.8%4.1%247.9364.5%3.3%
55Δ245.0871.4%3.6%250.7364.9%2.8%
60Δ241.8374.6%3.2%253.3362.3%2.3%
65Δ238.3676.6%2.7%255.9160.5%1.8%
70Δ234.3080.9%2.3%258.4858.3%1.4%
75Δ229.9283.6%1.9%261.0356.2%1.0%
80Δ224.1489.6%1.5%263.5953.5%0.7%

20Δ

Calls
Pseudo strike
264.78
IV
57.2%
B/E move
8.2%
Puts
Pseudo strike
225.88
IV
81.9%
B/E move
9.8%

25Δ

Calls
Pseudo strike
262.48
IV
61.5%
B/E move
7.6%
Puts
Pseudo strike
231.09
IV
76.9%
B/E move
8.0%

30Δ

Calls
Pseudo strike
259.13
IV
61.4%
B/E move
6.6%
Puts
Pseudo strike
235.02
IV
75.6%
B/E move
6.9%

35Δ

Calls
Pseudo strike
256.43
IV
63.6%
B/E move
5.9%
Puts
Pseudo strike
238.73
IV
72.5%
B/E move
5.8%

40Δ

Calls
Pseudo strike
253.80
IV
66.2%
B/E move
5.3%
Puts
Pseudo strike
242.05
IV
70.4%
B/E move
4.9%

45Δ

Calls
Pseudo strike
250.89
IV
66.6%
B/E move
4.6%
Puts
Pseudo strike
245.13
IV
66.1%
B/E move
3.9%

50Δ

Calls
Pseudo strike
248.02
IV
67.8%
B/E move
4.1%
Puts
Pseudo strike
247.93
IV
64.5%
B/E move
3.3%

55Δ

Calls
Pseudo strike
245.08
IV
71.4%
B/E move
3.6%
Puts
Pseudo strike
250.73
IV
64.9%
B/E move
2.8%

60Δ

Calls
Pseudo strike
241.83
IV
74.6%
B/E move
3.2%
Puts
Pseudo strike
253.33
IV
62.3%
B/E move
2.3%

65Δ

Calls
Pseudo strike
238.36
IV
76.6%
B/E move
2.7%
Puts
Pseudo strike
255.91
IV
60.5%
B/E move
1.8%

70Δ

Calls
Pseudo strike
234.30
IV
80.9%
B/E move
2.3%
Puts
Pseudo strike
258.48
IV
58.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
229.92
IV
83.6%
B/E move
1.9%
Puts
Pseudo strike
261.03
IV
56.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
224.14
IV
89.6%
B/E move
1.5%
Puts
Pseudo strike
263.59
IV
53.5%
B/E move
0.7%

Options history

IV · four-Friday blend48.61%
Daily close
SPXL29.5%39.8%50.0%2026-08-10: 35.57%2026-08-11: 36.07%2026-08-12: 33.16%2026-08-13: 34.39%2026-08-14: 31.41%2026-08-17: 33.41%2026-08-18: 34.98%2026-08-19: 34.63%2026-08-20: 38.66%2026-08-21: 35.61%2026-08-24: 38.18%2026-08-25: 37.42%2026-08-26: 39.94%2026-08-27: 35.08%2026-08-28: 32.12%2026-08-31: 33.71%2026-09-01: 39.49%2026-09-02: 35.39%2026-09-03: 33.14%2026-09-04: 30.94%2026-09-08: 37.03%2026-09-09: 39.29%2026-09-10: 47.23%2026-09-11: 36.38%2026-09-14: 40.76%2026-09-15: 44.07%2026-09-16: 45.65%2026-09-17: 36.88%2026-09-18: 33.01%2026-09-21: 32.96%2026-09-22: 31.63%2026-09-23: 34.59%2026-09-24: 36.42%2026-09-25: 33.80%2026-09-28: 39.55%2026-09-29: 38.84%2026-09-30: 39.62%2026-10-01: 39.78%2026-10-02: 34.26%2026-10-05: 34.47%2026-10-06: 33.82%2026-10-07: 32.68%2026-10-08: 33.74%2026-10-09: 31.64%2026-10-12: 33.23%2026-10-13: 34.41%2026-10-14: 39.57%2026-10-15: 36.80%2026-10-16: 43.50%2026-10-19: 41.29%2026-10-20: 40.35%2026-10-21: 40.42%2026-10-22: 48.54%2026-10-23: 45.66%2026-10-26: 44.89%2026-10-27: 43.58%2026-10-28: 43.55%2026-10-29: 40.32%2026-10-30: 48.61%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
35.57%
36.07%
33.16%
34.39%
31.41%
33.41%
34.98%
34.63%
38.66%
35.61%
38.18%
37.42%
39.94%
35.08%
32.12%
33.71%
39.49%
35.39%
33.14%
30.94%
37.03%
39.29%
47.23%
36.38%
40.76%
44.07%
45.65%
36.88%
33.01%
32.96%
31.63%
34.59%
36.42%
33.80%
39.55%
38.84%
39.62%
39.78%
34.26%
34.47%
33.82%
32.68%
33.74%
31.64%
33.23%
34.41%
39.57%
36.80%
43.50%
41.29%
40.35%
40.42%
48.54%
45.66%
44.89%
43.58%
43.55%
40.32%
48.61%