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Direxion Daily FTSE Europe Bull 3x ETF EURL

i

Market datapartial · fetched 2026-11-03T22:50:02.370Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T21:10:00.003662006Z

FundamentalsAlpha Vantage · unavailable

Share price$42.43
1D-1.7%
AH$42.36$42.60$42.84$43.08$43.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEURL
Sold putSold callAH

Direxion Daily FTSE Europe Bull 3x ETF options

Live interpolated EURL call and put midpoint premiums by absolute delta.Direxion Daily FTSE Europe Bull 3x ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEEURL PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend47.09%
Daily close
EURL33.1%61.5%89.9%2026-08-05: 44.19%2026-08-06: 43.28%2026-08-10: 43.56%2026-08-12: 44.96%2026-08-13: 43.34%2026-08-14: 45.23%2026-08-17: 49.88%2026-08-18: 54.80%2026-08-19: 56.67%2026-08-20: 64.01%2026-08-26: 40.74%2026-08-27: 41.96%2026-08-28: 41.19%2026-08-31: 41.63%2026-09-01: 42.05%2026-09-02: 42.26%2026-09-03: 39.04%2026-09-04: 36.97%2026-09-08: 44.04%2026-09-09: 44.75%2026-09-10: 47.52%2026-09-11: 44.94%2026-09-14: 51.96%2026-09-15: 57.44%2026-09-16: 60.49%2026-09-17: 68.06%2026-09-18: 41.56%2026-09-21: 46.67%2026-09-22: 40.51%2026-09-23: 42.08%2026-09-24: 43.05%2026-09-25: 40.04%2026-09-28: 42.14%2026-09-29: 44.18%2026-09-30: 45.32%2026-10-01: 53.99%2026-10-02: 53.70%2026-10-05: 56.09%2026-10-06: 51.82%2026-10-07: 58.25%2026-10-08: 58.74%2026-10-09: 57.04%2026-10-12: 67.09%2026-10-13: 69.03%2026-10-14: 78.05%2026-10-15: 85.95%2026-10-16: 46.26%2026-10-19: 48.93%2026-10-20: 49.00%2026-10-21: 47.76%2026-10-22: 49.26%2026-10-23: 51.97%2026-10-26: 52.23%2026-10-27: 51.66%2026-10-28: 50.24%2026-10-29: 48.76%2026-10-30: 47.09%Aug 5Sep 22Oct 30
57 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
44.19%
43.28%
43.56%
44.96%
43.34%
45.23%
49.88%
54.80%
56.67%
64.01%
40.74%
41.96%
41.19%
41.63%
42.05%
42.26%
39.04%
36.97%
44.04%
44.75%
47.52%
44.94%
51.96%
57.44%
60.49%
68.06%
41.56%
46.67%
40.51%
42.08%
43.05%
40.04%
42.14%
44.18%
45.32%
53.99%
53.70%
56.09%
51.82%
58.25%
58.74%
57.04%
67.09%
69.03%
78.05%
85.95%
46.26%
48.93%
49.00%
47.76%
49.26%
51.97%
52.23%
51.66%
50.24%
48.76%
47.09%