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Direxion Shares ETF Trust Direxion Daily AVGO Bull 2X ETF AVL

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Market dataready · fetched 2026-11-03T14:43:29.567Z

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: 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 · 2026-11-03T14:43:25.376967705Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:43:27.261260+00:00

Share price$31.55
1D+1.9%
$30.43$30.72$31.01$31.29$31.585:30 AM6:30 AM9:00 AM1:00 PMAVL
Sold putSold call

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

Live interpolated AVL call and put midpoint premiums by absolute delta.Direxion Shares ETF Trust Direxion Daily AVGO Bull 2X ETF$0.38$2.61$4.85$7.08$9.32$22.56$26.81$31.05$35.29$39.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVL spot · $31.55AVL PRICE$0.62$0.81$1.04$1.30$1.58$1.92$2.23$2.67$3.11$3.48$3.87$4.48$5.46$0.94$1.26$1.62$1.97$2.37$2.89$3.43$3.94$4.52$5.21$6.22$7.18$8.68
PutsExpensive1.21×
CallsExpensive1.16×
SkewBearish+14.70 pp
Implied moveBearish±$5.66
TiltBearish21.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.8588.9%21.9%26.62110.0%18.6%
25Δ36.5687.4%18.4%27.71109.5%16.2%
30Δ35.5888.2%16.0%28.72109.3%14.1%
35Δ34.7089.4%14.1%29.69107.2%12.1%
40Δ33.8690.7%12.3%30.62106.1%10.5%
45Δ33.0893.0%10.9%31.55107.7%9.2%
50Δ32.2592.4%9.3%32.48108.0%7.9%
55Δ31.4595.4%8.1%33.40106.1%6.6%
60Δ30.6597.1%7.0%34.34104.6%5.5%
65Δ29.8494.6%5.6%35.34103.8%4.5%
70Δ29.0691.6%4.4%36.61106.3%3.7%
75Δ28.1792.7%3.5%37.84105.6%2.8%
80Δ26.9999.7%2.8%39.56108.3%2.1%

20Δ

Calls
Pseudo strike
37.85
IV
88.9%
B/E move
21.9%
Puts
Pseudo strike
26.62
IV
110.0%
B/E move
18.6%

25Δ

Calls
Pseudo strike
36.56
IV
87.4%
B/E move
18.4%
Puts
Pseudo strike
27.71
IV
109.5%
B/E move
16.2%

30Δ

Calls
Pseudo strike
35.58
IV
88.2%
B/E move
16.0%
Puts
Pseudo strike
28.72
IV
109.3%
B/E move
14.1%

35Δ

Calls
Pseudo strike
34.70
IV
89.4%
B/E move
14.1%
Puts
Pseudo strike
29.69
IV
107.2%
B/E move
12.1%

40Δ

Calls
Pseudo strike
33.86
IV
90.7%
B/E move
12.3%
Puts
Pseudo strike
30.62
IV
106.1%
B/E move
10.5%

45Δ

Calls
Pseudo strike
33.08
IV
93.0%
B/E move
10.9%
Puts
Pseudo strike
31.55
IV
107.7%
B/E move
9.2%

50Δ

Calls
Pseudo strike
32.25
IV
92.4%
B/E move
9.3%
Puts
Pseudo strike
32.48
IV
108.0%
B/E move
7.9%

55Δ

Calls
Pseudo strike
31.45
IV
95.4%
B/E move
8.1%
Puts
Pseudo strike
33.40
IV
106.1%
B/E move
6.6%

60Δ

Calls
Pseudo strike
30.65
IV
97.1%
B/E move
7.0%
Puts
Pseudo strike
34.34
IV
104.6%
B/E move
5.5%

65Δ

Calls
Pseudo strike
29.84
IV
94.6%
B/E move
5.6%
Puts
Pseudo strike
35.34
IV
103.8%
B/E move
4.5%

70Δ

Calls
Pseudo strike
29.06
IV
91.6%
B/E move
4.4%
Puts
Pseudo strike
36.61
IV
106.3%
B/E move
3.7%

75Δ

Calls
Pseudo strike
28.17
IV
92.7%
B/E move
3.5%
Puts
Pseudo strike
37.84
IV
105.6%
B/E move
2.8%

80Δ

Calls
Pseudo strike
26.99
IV
99.7%
B/E move
2.8%
Puts
Pseudo strike
39.56
IV
108.3%
B/E move
2.1%

Options history

IV · four-Friday blend89.43%
Daily EOD
AVL77.8%84.0%90.3%2026-10-19: 78.63%2026-10-20: 80.84%2026-10-21: 82.54%2026-10-22: 84.94%2026-10-23: 83.43%2026-10-26: 84.89%2026-10-27: 84.93%2026-10-28: 86.05%2026-10-29: 86.31%2026-10-30: 89.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
78.63%
80.84%
82.54%
84.94%
83.43%
84.89%
84.93%
86.05%
86.31%
89.43%