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

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Market dataready · fetched 2026-10-21T17:52:57.146Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:52:53.343766688Z

FundamentalsAlpha Vantage · ready

Share price$10.56
1D+4.1%
$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$0.14$1.17$2.21$3.24$4.27$7.24$8.86$10.48$12.11$13.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSLL spot · $10.56TSLL PRICE$0.25$0.33$0.42$0.53$0.63$0.75$0.88$1.02$1.17$1.34$1.57$1.78$2.02$0.34$0.45$0.58$0.72$0.87$1.03$1.20$1.44$1.71$2.06$2.51$2.70$3.98
PutsExpensive1.22×
CallsFair1.02×
SkewBearish+5.16 pp
Implied moveBearish±$2.08
TiltBearish21.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.3282.8%28.5%8.8488.1%19.5%
25Δ12.8082.7%24.3%9.2387.4%16.9%
30Δ12.3582.7%20.9%9.5987.0%14.7%
35Δ11.9683.5%18.2%9.9387.1%12.8%
40Δ11.5882.8%15.6%10.2686.6%11.1%
45Δ11.2483.2%13.5%10.5985.8%9.5%
50Δ10.9183.8%11.6%10.9184.7%8.1%
55Δ10.5883.8%9.8%11.2785.8%6.9%
60Δ10.2683.5%8.3%11.6687.3%5.9%
65Δ9.9483.6%6.8%12.1089.7%4.9%
70Δ9.5985.9%5.7%12.6493.4%4.1%
75Δ9.2685.2%4.5%12.9587.6%2.9%
80Δ8.8984.4%3.3%14.28104.7%2.5%

20Δ

Calls
Pseudo strike
13.32
IV
82.8%
B/E move
28.5%
Puts
Pseudo strike
8.84
IV
88.1%
B/E move
19.5%

25Δ

Calls
Pseudo strike
12.80
IV
82.7%
B/E move
24.3%
Puts
Pseudo strike
9.23
IV
87.4%
B/E move
16.9%

30Δ

Calls
Pseudo strike
12.35
IV
82.7%
B/E move
20.9%
Puts
Pseudo strike
9.59
IV
87.0%
B/E move
14.7%

35Δ

Calls
Pseudo strike
11.96
IV
83.5%
B/E move
18.2%
Puts
Pseudo strike
9.93
IV
87.1%
B/E move
12.8%

40Δ

Calls
Pseudo strike
11.58
IV
82.8%
B/E move
15.6%
Puts
Pseudo strike
10.26
IV
86.6%
B/E move
11.1%

45Δ

Calls
Pseudo strike
11.24
IV
83.2%
B/E move
13.5%
Puts
Pseudo strike
10.59
IV
85.8%
B/E move
9.5%

50Δ

Calls
Pseudo strike
10.91
IV
83.8%
B/E move
11.6%
Puts
Pseudo strike
10.91
IV
84.7%
B/E move
8.1%

55Δ

Calls
Pseudo strike
10.58
IV
83.8%
B/E move
9.8%
Puts
Pseudo strike
11.27
IV
85.8%
B/E move
6.9%

60Δ

Calls
Pseudo strike
10.26
IV
83.5%
B/E move
8.3%
Puts
Pseudo strike
11.66
IV
87.3%
B/E move
5.9%

65Δ

Calls
Pseudo strike
9.94
IV
83.6%
B/E move
6.8%
Puts
Pseudo strike
12.10
IV
89.7%
B/E move
4.9%

70Δ

Calls
Pseudo strike
9.59
IV
85.9%
B/E move
5.7%
Puts
Pseudo strike
12.64
IV
93.4%
B/E move
4.1%

75Δ

Calls
Pseudo strike
9.26
IV
85.2%
B/E move
4.5%
Puts
Pseudo strike
12.95
IV
87.6%
B/E move
2.9%

80Δ

Calls
Pseudo strike
8.89
IV
84.4%
B/E move
3.3%
Puts
Pseudo strike
14.28
IV
104.7%
B/E move
2.5%

Options history

TSLL107.75113.57119.392026-10-19: 108.55%2026-10-20: 118.59%Oct 19Oct 20
Table
DateIV
108.55%
118.59%