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Direxion Shares ETF Trust Direxion Daily TSLA Bull 2X ETF TSLL

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Market dataready · fetched 2026-10-21T16:58:02.468Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T16:57:43.035776424Z

FundamentalsAlpha Vantage · ready

Share price$10.59
1D+4.2%
$10.08$10.23$10.37$10.52$10.675:30 AM6:30 AM9:00 AM1:00 PMTSLL
Sold putSold call

Direxion Shares ETF Trust Direxion Daily TSLA Bull 2X ETF options

Live interpolated TSLL call and put midpoint premiums by absolute delta.Direxion Shares ETF Trust Direxion Daily TSLA Bull 2X ETF$0.11$0.50$0.90$1.29$1.68$8.71$9.64$10.57$11.50$12.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSLL spot · $10.59TSLL PRICE$0.15$0.20$0.25$0.32$0.38$0.46$0.54$0.62$0.73$0.84$0.97$1.12$1.28$0.18$0.24$0.31$0.38$0.46$0.55$0.66$0.76$0.88$1.02$1.17$1.36$1.57
PutsExpensive2.62×
CallsExpensive1.80×
SkewBearish+2.99 pp
Implied moveBearish±$1.20
TiltBearish9.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.97177.0%14.5%9.48187.4%12.1%
25Δ11.71178.8%12.5%9.71187.6%10.6%
30Δ11.46180.4%10.7%9.93188.0%9.1%
35Δ11.26181.6%9.4%10.13188.3%7.9%
40Δ11.06182.8%8.1%10.32188.6%6.9%
45Δ10.87184.0%7.0%10.51188.9%5.9%
50Δ10.69185.3%6.1%10.69188.9%5.2%
55Δ10.50186.5%5.1%10.88188.9%4.4%
60Δ10.32187.5%4.4%11.08188.5%3.7%
65Δ10.13188.5%3.6%11.29187.6%3.1%
70Δ9.93188.7%2.9%11.49186.7%2.4%
75Δ9.71187.4%2.3%11.75183.6%1.9%
80Δ9.49186.2%1.7%12.01180.7%1.4%

20Δ

Calls
Pseudo strike
11.97
IV
177.0%
B/E move
14.5%
Puts
Pseudo strike
9.48
IV
187.4%
B/E move
12.1%

25Δ

Calls
Pseudo strike
11.71
IV
178.8%
B/E move
12.5%
Puts
Pseudo strike
9.71
IV
187.6%
B/E move
10.6%

30Δ

Calls
Pseudo strike
11.46
IV
180.4%
B/E move
10.7%
Puts
Pseudo strike
9.93
IV
188.0%
B/E move
9.1%

35Δ

Calls
Pseudo strike
11.26
IV
181.6%
B/E move
9.4%
Puts
Pseudo strike
10.13
IV
188.3%
B/E move
7.9%

40Δ

Calls
Pseudo strike
11.06
IV
182.8%
B/E move
8.1%
Puts
Pseudo strike
10.32
IV
188.6%
B/E move
6.9%

45Δ

Calls
Pseudo strike
10.87
IV
184.0%
B/E move
7.0%
Puts
Pseudo strike
10.51
IV
188.9%
B/E move
5.9%

50Δ

Calls
Pseudo strike
10.69
IV
185.3%
B/E move
6.1%
Puts
Pseudo strike
10.69
IV
188.9%
B/E move
5.2%

55Δ

Calls
Pseudo strike
10.50
IV
186.5%
B/E move
5.1%
Puts
Pseudo strike
10.88
IV
188.9%
B/E move
4.4%

60Δ

Calls
Pseudo strike
10.32
IV
187.5%
B/E move
4.4%
Puts
Pseudo strike
11.08
IV
188.5%
B/E move
3.7%

65Δ

Calls
Pseudo strike
10.13
IV
188.5%
B/E move
3.6%
Puts
Pseudo strike
11.29
IV
187.6%
B/E move
3.1%

70Δ

Calls
Pseudo strike
9.93
IV
188.7%
B/E move
2.9%
Puts
Pseudo strike
11.49
IV
186.7%
B/E move
2.4%

75Δ

Calls
Pseudo strike
9.71
IV
187.4%
B/E move
2.3%
Puts
Pseudo strike
11.75
IV
183.6%
B/E move
1.9%

80Δ

Calls
Pseudo strike
9.49
IV
186.2%
B/E move
1.7%
Puts
Pseudo strike
12.01
IV
180.7%
B/E move
1.4%

Options history

No recorded observations