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Direxion Daily FTSE Europe Bull 3x ETF EURL

i

Market dataready · fetched 2026-11-04T03:09:31.317Z

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 · 2026-11-04T01:00:00.149093578Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T03:09:30.985599+00:00

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$1.62$2.91$4.21$5.51$6.80$38.93$40.87$42.81$44.76$46.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive EURL spot · $42.43EURL PRICE$1.76$1.90$2.01$2.33$2.47$2.48$2.92$3.51$4.26$5.23$6.43$1.99$1.84$2.27$2.39$2.46$2.48$2.48$2.58$2.80$3.02$3.23
Puts——
Calls——
Skew——
Implied moveBalanced±$4.93
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ49.87114.9%21.7%38.82102.2%13.2%
35Δ47.2299.4%15.8%40.4576.8%9.0%
40Δ45.3085.4%11.5%41.2978.7%8.0%
45Δ44.1983.1%9.6%42.1670.3%6.3%
50Δ43.0774.5%7.3%42.8762.0%4.8%
55Δ42.2163.7%5.3%43.3554.6%3.7%
60Δ41.4164.5%4.5%43.7847.3%2.6%
65Δ40.5968.1%3.9%44.1942.3%1.9%
70Δ39.6272.7%3.4%44.5639.6%1.6%
75Δ38.4478.7%2.9%44.9436.8%1.2%
80Δ37.0285.4%2.4%45.3234.1%0.8%

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
49.87
IV
114.9%
B/E move
21.7%
Puts
Pseudo strike
38.82
IV
102.2%
B/E move
13.2%

35Δ

Calls
Pseudo strike
47.22
IV
99.4%
B/E move
15.8%
Puts
Pseudo strike
40.45
IV
76.8%
B/E move
9.0%

40Δ

Calls
Pseudo strike
45.30
IV
85.4%
B/E move
11.5%
Puts
Pseudo strike
41.29
IV
78.7%
B/E move
8.0%

45Δ

Calls
Pseudo strike
44.19
IV
83.1%
B/E move
9.6%
Puts
Pseudo strike
42.16
IV
70.3%
B/E move
6.3%

50Δ

Calls
Pseudo strike
43.07
IV
74.5%
B/E move
7.3%
Puts
Pseudo strike
42.87
IV
62.0%
B/E move
4.8%

55Δ

Calls
Pseudo strike
42.21
IV
63.7%
B/E move
5.3%
Puts
Pseudo strike
43.35
IV
54.6%
B/E move
3.7%

60Δ

Calls
Pseudo strike
41.41
IV
64.5%
B/E move
4.5%
Puts
Pseudo strike
43.78
IV
47.3%
B/E move
2.6%

65Δ

Calls
Pseudo strike
40.59
IV
68.1%
B/E move
3.9%
Puts
Pseudo strike
44.19
IV
42.3%
B/E move
1.9%

70Δ

Calls
Pseudo strike
39.62
IV
72.7%
B/E move
3.4%
Puts
Pseudo strike
44.56
IV
39.6%
B/E move
1.6%

75Δ

Calls
Pseudo strike
38.44
IV
78.7%
B/E move
2.9%
Puts
Pseudo strike
44.94
IV
36.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
37.02
IV
85.4%
B/E move
2.4%
Puts
Pseudo strike
45.32
IV
34.1%
B/E move
0.8%

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%