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Direxion Daily S&P 500 Bull 3x ETF SPXL

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Market dataready · fetched 2026-10-15T20:35:33.615Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:33:45.436447567Z

FundamentalsAlpha Vantage · ready

Share price$289.71
1D+1.7%
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$0.46$2.32$4.17$6.03$7.89$280.99$285.26$289.53$293.79$298.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $289.71OPTION PRICELive SPXL spot · $289.71SPXL PRICE$0.66$0.91$1.15$1.46$1.85$2.24$2.68$3.29$3.91$4.57$5.28$6.06$7.35$0.76$0.98$1.24$1.50$1.76$2.01$2.27$2.64$3.04$3.45$3.90$4.62$5.33
PutsExpensive1.25×
CallsExpensive1.12×
SkewBullish-6.28 pp
Implied moveBullish±$4.96
TiltBullish10.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ294.8639.2%2.0%284.1544.1%2.2%
25Δ293.9539.5%1.8%285.4242.7%1.8%
30Δ293.0439.9%1.5%286.4142.0%1.6%
35Δ292.1840.6%1.4%287.3941.3%1.3%
40Δ291.4041.9%1.2%288.2040.0%1.1%
45Δ290.6143.2%1.1%288.9838.5%0.9%
50Δ289.8044.6%1.0%289.7737.1%0.8%
55Δ288.8746.3%0.8%290.4936.4%0.6%
60Δ287.9548.0%0.7%291.2036.0%0.5%
65Δ286.9648.9%0.6%291.9035.6%0.4%
70Δ285.9249.0%0.5%292.6335.3%0.3%
75Δ284.8149.3%0.4%293.5535.5%0.3%
80Δ283.2751.4%0.3%294.4635.7%0.2%

20Δ

Calls
Pseudo strike
294.86
IV
39.2%
B/E move
2.0%
Puts
Pseudo strike
284.15
IV
44.1%
B/E move
2.2%

25Δ

Calls
Pseudo strike
293.95
IV
39.5%
B/E move
1.8%
Puts
Pseudo strike
285.42
IV
42.7%
B/E move
1.8%

30Δ

Calls
Pseudo strike
293.04
IV
39.9%
B/E move
1.5%
Puts
Pseudo strike
286.41
IV
42.0%
B/E move
1.6%

35Δ

Calls
Pseudo strike
292.18
IV
40.6%
B/E move
1.4%
Puts
Pseudo strike
287.39
IV
41.3%
B/E move
1.3%

40Δ

Calls
Pseudo strike
291.40
IV
41.9%
B/E move
1.2%
Puts
Pseudo strike
288.20
IV
40.0%
B/E move
1.1%

45Δ

Calls
Pseudo strike
290.61
IV
43.2%
B/E move
1.1%
Puts
Pseudo strike
288.98
IV
38.5%
B/E move
0.9%

50Δ

Calls
Pseudo strike
289.80
IV
44.6%
B/E move
1.0%
Puts
Pseudo strike
289.77
IV
37.1%
B/E move
0.8%

55Δ

Calls
Pseudo strike
288.87
IV
46.3%
B/E move
0.8%
Puts
Pseudo strike
290.49
IV
36.4%
B/E move
0.6%

60Δ

Calls
Pseudo strike
287.95
IV
48.0%
B/E move
0.7%
Puts
Pseudo strike
291.20
IV
36.0%
B/E move
0.5%

65Δ

Calls
Pseudo strike
286.96
IV
48.9%
B/E move
0.6%
Puts
Pseudo strike
291.90
IV
35.6%
B/E move
0.4%

70Δ

Calls
Pseudo strike
285.92
IV
49.0%
B/E move
0.5%
Puts
Pseudo strike
292.63
IV
35.3%
B/E move
0.3%

75Δ

Calls
Pseudo strike
284.81
IV
49.3%
B/E move
0.4%
Puts
Pseudo strike
293.55
IV
35.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
283.27
IV
51.4%
B/E move
0.3%
Puts
Pseudo strike
294.46
IV
35.7%
B/E move
0.2%