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Direxion Shares ETF Trust Direxion Daily GOOGL Bull 2X ETF GGLL

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Market dataready · fetched 2026-11-04T03:45:54.783Z

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 · 2026-11-04T00:58:33.462846637Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T03:45:54.256499+00:00

Share price$62.93
1D+0.2%
AH$62.25$62.79$63.33$63.87$64.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGGLL
Sold putSold callAH

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

Live interpolated GGLL call and put midpoint premiums by absolute delta.Direxion Shares ETF Trust Direxion Daily GOOGL Bull 2X ETF$0.68$3.09$5.50$7.91$10.32$36.81$54.26$71.71$89.16$106.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GGLL spot · $62.93GGLL PRICE$0.94$1.30$1.60$1.96$2.44$2.97$3.43$4.07$4.76$6.10$6.64$7.91$9.63$1.06$1.47$1.88$2.12$2.59$3.13$3.69$4.15$4.92$5.48$6.02$6.95$7.30
PutsCheap0.42×
CallsExpensive1.28×
SkewBullish-11.72 pp
Implied moveBearish±$7.13
TiltBullish2.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.7565.6%15.5%56.6164.7%11.7%
25Δ70.4969.0%14.1%57.7667.3%10.6%
30Δ68.6566.2%11.6%59.0567.2%9.2%
35Δ67.3166.2%10.1%60.4361.5%7.4%
40Δ66.1668.4%9.0%61.5161.6%6.4%
45Δ65.0170.4%8.0%62.5662.3%5.6%
50Δ63.7569.2%6.7%63.6262.4%4.8%
55Δ62.5870.9%5.9%64.6260.2%3.9%
60Δ61.3472.0%5.0%65.7761.2%3.3%
65Δ59.8481.7%4.8%66.7659.1%2.6%
70Δ58.5877.1%3.6%67.7056.4%2.0%
75Δ56.9180.7%3.0%68.9356.2%1.5%
80Δ54.8486.3%2.4%69.6151.2%1.0%

20Δ

Calls
Pseudo strike
71.75
IV
65.6%
B/E move
15.5%
Puts
Pseudo strike
56.61
IV
64.7%
B/E move
11.7%

25Δ

Calls
Pseudo strike
70.49
IV
69.0%
B/E move
14.1%
Puts
Pseudo strike
57.76
IV
67.3%
B/E move
10.6%

30Δ

Calls
Pseudo strike
68.65
IV
66.2%
B/E move
11.6%
Puts
Pseudo strike
59.05
IV
67.2%
B/E move
9.2%

35Δ

Calls
Pseudo strike
67.31
IV
66.2%
B/E move
10.1%
Puts
Pseudo strike
60.43
IV
61.5%
B/E move
7.4%

40Δ

Calls
Pseudo strike
66.16
IV
68.4%
B/E move
9.0%
Puts
Pseudo strike
61.51
IV
61.6%
B/E move
6.4%

45Δ

Calls
Pseudo strike
65.01
IV
70.4%
B/E move
8.0%
Puts
Pseudo strike
62.56
IV
62.3%
B/E move
5.6%

50Δ

Calls
Pseudo strike
63.75
IV
69.2%
B/E move
6.7%
Puts
Pseudo strike
63.62
IV
62.4%
B/E move
4.8%

55Δ

Calls
Pseudo strike
62.58
IV
70.9%
B/E move
5.9%
Puts
Pseudo strike
64.62
IV
60.2%
B/E move
3.9%

60Δ

Calls
Pseudo strike
61.34
IV
72.0%
B/E move
5.0%
Puts
Pseudo strike
65.77
IV
61.2%
B/E move
3.3%

65Δ

Calls
Pseudo strike
59.84
IV
81.7%
B/E move
4.8%
Puts
Pseudo strike
66.76
IV
59.1%
B/E move
2.6%

70Δ

Calls
Pseudo strike
58.58
IV
77.1%
B/E move
3.6%
Puts
Pseudo strike
67.70
IV
56.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
56.91
IV
80.7%
B/E move
3.0%
Puts
Pseudo strike
68.93
IV
56.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
54.84
IV
86.3%
B/E move
2.4%
Puts
Pseudo strike
69.61
IV
51.2%
B/E move
1.0%

Options history

IV · four-Friday blend63.27%
Daily EOD
GGLL59.6%66.3%73.0%2026-10-19: 66.29%2026-10-20: 66.58%2026-10-21: 66.12%2026-10-22: 68.22%2026-10-23: 67.88%2026-10-26: 69.54%2026-10-27: 70.04%2026-10-28: 72.10%2026-10-29: 60.52%2026-10-30: 63.27%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
66.29%
66.58%
66.12%
68.22%
67.88%
69.54%
70.04%
72.10%
60.52%
63.27%