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Direxion Daily S&P 500 Bull 3x ETF SPXL

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Market dataready · fetched 2026-10-16T00:18:11.158Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.123895362Z

FundamentalsAlpha Vantage · ready

Share price$290.00
1D+1.5%
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$2.07$11.62$21.18$30.74$40.29$244.39$266.50$288.60$310.71$332.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPXL spot · $290.00SPXL PRICE$3.10$4.13$5.34$6.72$8.45$10.19$12.26$14.88$18.05$21.05$25.71$30.35$37.54$5.70$7.36$8.68$10.38$11.94$13.46$15.37$17.18$19.34$22.36$25.45$28.82$33.33
PutsExpensive1.19×
CallsExpensive1.26×
SkewBearish+3.07 pp
Implied moveBearish±$27.63
TiltBearish5.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ318.4331.9%10.9%257.1751.8%13.3%
25Δ313.0631.8%9.4%265.1250.0%11.1%
30Δ308.6632.3%8.3%272.6046.2%9.0%
35Δ304.6433.1%7.4%278.4944.7%7.5%
40Δ300.9634.5%6.7%283.9242.5%6.2%
45Δ296.9935.1%5.9%288.7840.3%5.1%
50Δ292.9436.0%5.2%293.3039.0%4.2%
55Δ288.7837.8%4.7%297.4637.5%3.4%
60Δ284.2440.0%4.2%301.6536.3%2.7%
65Δ279.3940.6%3.6%306.2036.3%2.1%
70Δ273.4943.5%3.2%310.7835.8%1.6%
75Δ267.2545.0%2.6%315.5235.1%1.1%
80Δ258.8248.9%2.2%321.1934.9%0.7%

20Δ

Calls
Pseudo strike
318.43
IV
31.9%
B/E move
10.9%
Puts
Pseudo strike
257.17
IV
51.8%
B/E move
13.3%

25Δ

Calls
Pseudo strike
313.06
IV
31.8%
B/E move
9.4%
Puts
Pseudo strike
265.12
IV
50.0%
B/E move
11.1%

30Δ

Calls
Pseudo strike
308.66
IV
32.3%
B/E move
8.3%
Puts
Pseudo strike
272.60
IV
46.2%
B/E move
9.0%

35Δ

Calls
Pseudo strike
304.64
IV
33.1%
B/E move
7.4%
Puts
Pseudo strike
278.49
IV
44.7%
B/E move
7.5%

40Δ

Calls
Pseudo strike
300.96
IV
34.5%
B/E move
6.7%
Puts
Pseudo strike
283.92
IV
42.5%
B/E move
6.2%

45Δ

Calls
Pseudo strike
296.99
IV
35.1%
B/E move
5.9%
Puts
Pseudo strike
288.78
IV
40.3%
B/E move
5.1%

50Δ

Calls
Pseudo strike
292.94
IV
36.0%
B/E move
5.2%
Puts
Pseudo strike
293.30
IV
39.0%
B/E move
4.2%

55Δ

Calls
Pseudo strike
288.78
IV
37.8%
B/E move
4.7%
Puts
Pseudo strike
297.46
IV
37.5%
B/E move
3.4%

60Δ

Calls
Pseudo strike
284.24
IV
40.0%
B/E move
4.2%
Puts
Pseudo strike
301.65
IV
36.3%
B/E move
2.7%

65Δ

Calls
Pseudo strike
279.39
IV
40.6%
B/E move
3.6%
Puts
Pseudo strike
306.20
IV
36.3%
B/E move
2.1%

70Δ

Calls
Pseudo strike
273.49
IV
43.5%
B/E move
3.2%
Puts
Pseudo strike
310.78
IV
35.8%
B/E move
1.6%

75Δ

Calls
Pseudo strike
267.25
IV
45.0%
B/E move
2.6%
Puts
Pseudo strike
315.52
IV
35.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
258.82
IV
48.9%
B/E move
2.2%
Puts
Pseudo strike
321.19
IV
34.9%
B/E move
0.7%