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

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Market dataready · fetched 2026-11-10T22:16:22.851Z

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 · 2026-11-10T22:15:17.114916717Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:16:22.363903+00:00

Share price$9.86
1D+4.3%
AH$9.35$9.49$9.62$9.75$9.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSLL
Sold putSold callAH

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$0.06$0.33$0.61$0.88$1.16$8.46$9.21$9.97$10.72$11.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSLL spot · $9.86TSLL PRICE$0.09$0.12$0.16$0.19$0.23$0.27$0.33$0.39$0.45$0.51$0.59$0.70$0.81$0.11$0.15$0.19$0.23$0.28$0.33$0.39$0.45$0.54$0.63$0.72$0.86$1.08
PutsExpensive1.90×
CallsCheap0.63×
SkewBearish+9.34 pp
Implied moveBearish±$0.72
TiltBearish10.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.6290.1%8.6%9.11107.6%8.8%
25Δ10.4690.5%7.3%9.26105.3%7.6%
30Δ10.3491.3%6.6%9.42102.9%6.3%
35Δ10.2392.1%5.8%9.55101.5%5.4%
40Δ10.1192.9%5.0%9.67101.2%4.8%
45Δ10.0093.7%4.2%9.78100.9%4.1%
50Δ9.8994.2%3.7%9.90100.5%3.5%
55Δ9.7894.7%3.2%10.01100.3%2.9%
60Δ9.6795.2%2.7%10.15101.2%2.5%
65Δ9.5795.8%2.2%10.28102.2%2.1%
70Δ9.4496.6%1.8%10.41103.1%1.7%
75Δ9.3098.0%1.5%10.58106.0%1.3%
80Δ9.1599.4%1.1%10.83113.1%1.1%

20Δ

Calls
Pseudo strike
10.62
IV
90.1%
B/E move
8.6%
Puts
Pseudo strike
9.11
IV
107.6%
B/E move
8.8%

25Δ

Calls
Pseudo strike
10.46
IV
90.5%
B/E move
7.3%
Puts
Pseudo strike
9.26
IV
105.3%
B/E move
7.6%

30Δ

Calls
Pseudo strike
10.34
IV
91.3%
B/E move
6.6%
Puts
Pseudo strike
9.42
IV
102.9%
B/E move
6.3%

35Δ

Calls
Pseudo strike
10.23
IV
92.1%
B/E move
5.8%
Puts
Pseudo strike
9.55
IV
101.5%
B/E move
5.4%

40Δ

Calls
Pseudo strike
10.11
IV
92.9%
B/E move
5.0%
Puts
Pseudo strike
9.67
IV
101.2%
B/E move
4.8%

45Δ

Calls
Pseudo strike
10.00
IV
93.7%
B/E move
4.2%
Puts
Pseudo strike
9.78
IV
100.9%
B/E move
4.1%

50Δ

Calls
Pseudo strike
9.89
IV
94.2%
B/E move
3.7%
Puts
Pseudo strike
9.90
IV
100.5%
B/E move
3.5%

55Δ

Calls
Pseudo strike
9.78
IV
94.7%
B/E move
3.2%
Puts
Pseudo strike
10.01
IV
100.3%
B/E move
2.9%

60Δ

Calls
Pseudo strike
9.67
IV
95.2%
B/E move
2.7%
Puts
Pseudo strike
10.15
IV
101.2%
B/E move
2.5%

65Δ

Calls
Pseudo strike
9.57
IV
95.8%
B/E move
2.2%
Puts
Pseudo strike
10.28
IV
102.2%
B/E move
2.1%

70Δ

Calls
Pseudo strike
9.44
IV
96.6%
B/E move
1.8%
Puts
Pseudo strike
10.41
IV
103.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
9.30
IV
98.0%
B/E move
1.5%
Puts
Pseudo strike
10.58
IV
106.0%
B/E move
1.3%

80Δ

Calls
Pseudo strike
9.15
IV
99.4%
B/E move
1.1%
Puts
Pseudo strike
10.83
IV
113.1%
B/E move
1.1%

Options history

IV · four-Friday blend85.20%
Daily close
TSLL68.2%95.2%122.2%2026-08-12: 73.25%2026-08-13: 81.74%2026-08-14: 73.42%2026-08-17: 77.40%2026-08-18: 79.20%2026-08-19: 84.31%2026-08-20: 81.48%2026-08-21: 80.48%2026-08-24: 81.57%2026-08-25: 80.34%2026-08-26: 80.69%2026-08-27: 77.28%2026-08-28: 71.87%2026-08-31: 84.27%2026-09-01: 81.87%2026-09-02: 87.75%2026-09-03: 100.45%2026-09-04: 74.99%2026-09-08: 83.47%2026-09-09: 85.94%2026-09-10: 84.70%2026-09-11: 76.74%2026-09-14: 78.85%2026-09-15: 86.71%2026-09-16: 87.71%2026-09-17: 82.14%2026-09-18: 77.66%2026-09-21: 81.73%2026-09-22: 81.26%2026-09-23: 85.72%2026-09-24: 82.20%2026-09-25: 80.97%2026-09-28: 85.81%2026-09-29: 84.02%2026-09-30: 86.54%2026-10-01: 92.58%2026-10-02: 78.67%2026-10-05: 83.48%2026-10-06: 79.78%2026-10-07: 84.01%2026-10-08: 83.41%2026-10-09: 83.98%2026-10-12: 92.65%2026-10-13: 92.13%2026-10-14: 99.78%2026-10-15: 114.10%2026-10-16: 109.46%2026-10-19: 108.79%2026-10-20: 118.08%2026-10-21: 118.43%2026-10-22: 91.80%2026-10-23: 77.65%2026-10-26: 81.30%2026-10-27: 77.95%2026-10-28: 75.93%2026-10-29: 75.84%2026-10-30: 85.20%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
73.25%
81.74%
73.42%
77.40%
79.20%
84.31%
81.48%
80.48%
81.57%
80.34%
80.69%
77.28%
71.87%
84.27%
81.87%
87.75%
100.45%
74.99%
83.47%
85.94%
84.70%
76.74%
78.85%
86.71%
87.71%
82.14%
77.66%
81.73%
81.26%
85.72%
82.20%
80.97%
85.81%
84.02%
86.54%
92.58%
78.67%
83.48%
79.78%
84.01%
83.41%
83.98%
92.65%
92.13%
99.78%
114.10%
109.46%
108.79%
118.08%
118.43%
91.80%
77.65%
81.30%
77.95%
75.93%
75.84%
85.20%