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Direxion Daily Pharmaceutical & Medical Bull 3X ETF PILL

i

Market dataready · fetched 2026-11-07T08:06:24.988Z

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 · 2026-11-07T01:00:00.111108847Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T08:06:24.587418+00:00

Share price$15.18
1D+11.8%
AH$13.27$13.80$14.34$14.87$15.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPILL
Sold putSold callAH

Direxion Daily Pharmaceutical & Medical Bull 3X ETF options

Live interpolated PILL call and put midpoint premiums by absolute delta.Direxion Daily Pharmaceutical & Medical Bull 3X ETF$0.22$1.12$2.02$2.92$3.82$11.74$13.52$15.30$17.08$18.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PILL spot · $15.18PILL PRICE$0.31$0.34$0.39$0.45$0.52$0.60$0.69$0.77$0.96$1.22$1.48$1.77$2.12$0.36$0.51$0.66$0.73$0.80$0.90$1.06$1.23$1.39$2.80$3.45$3.56
Puts——
CallsCheap0.74×
Skew——
Implied moveBearish±$1.75
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.46106.0%23.7%13.2298.4%15.3%
25Δ17.2786.0%16.0%13.59101.8%13.9%
30Δ16.6676.7%12.3%13.96105.2%12.4%
35Δ16.2170.6%9.7%14.3498.1%10.4%
40Δ15.8666.9%7.9%14.7389.5%8.3%
45Δ15.6165.2%6.8%15.0983.3%6.5%
50Δ15.3563.5%5.6%15.3982.5%5.6%
55Δ15.0961.9%4.5%15.6981.7%4.7%
60Δ14.8065.4%3.9%15.9981.0%3.9%
65Δ14.4971.9%3.5%17.23129.6%4.9%
70Δ14.1878.5%3.1%18.00136.8%4.2%
75Δ13.8183.6%2.7%18.25124.3%3.3%
80Δ13.3886.8%2.1%

20Δ

Calls
Pseudo strike
18.46
IV
106.0%
B/E move
23.7%
Puts
Pseudo strike
13.22
IV
98.4%
B/E move
15.3%

25Δ

Calls
Pseudo strike
17.27
IV
86.0%
B/E move
16.0%
Puts
Pseudo strike
13.59
IV
101.8%
B/E move
13.9%

30Δ

Calls
Pseudo strike
16.66
IV
76.7%
B/E move
12.3%
Puts
Pseudo strike
13.96
IV
105.2%
B/E move
12.4%

35Δ

Calls
Pseudo strike
16.21
IV
70.6%
B/E move
9.7%
Puts
Pseudo strike
14.34
IV
98.1%
B/E move
10.4%

40Δ

Calls
Pseudo strike
15.86
IV
66.9%
B/E move
7.9%
Puts
Pseudo strike
14.73
IV
89.5%
B/E move
8.3%

45Δ

Calls
Pseudo strike
15.61
IV
65.2%
B/E move
6.8%
Puts
Pseudo strike
15.09
IV
83.3%
B/E move
6.5%

50Δ

Calls
Pseudo strike
15.35
IV
63.5%
B/E move
5.6%
Puts
Pseudo strike
15.39
IV
82.5%
B/E move
5.6%

55Δ

Calls
Pseudo strike
15.09
IV
61.9%
B/E move
4.5%
Puts
Pseudo strike
15.69
IV
81.7%
B/E move
4.7%

60Δ

Calls
Pseudo strike
14.80
IV
65.4%
B/E move
3.9%
Puts
Pseudo strike
15.99
IV
81.0%
B/E move
3.9%

65Δ

Calls
Pseudo strike
14.49
IV
71.9%
B/E move
3.5%
Puts
Pseudo strike
17.23
IV
129.6%
B/E move
4.9%

70Δ

Calls
Pseudo strike
14.18
IV
78.5%
B/E move
3.1%
Puts
Pseudo strike
18.00
IV
136.8%
B/E move
4.2%

75Δ

Calls
Pseudo strike
13.81
IV
83.6%
B/E move
2.7%
Puts
Pseudo strike
18.25
IV
124.3%
B/E move
3.3%

80Δ

Calls
Pseudo strike
13.38
IV
86.8%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend71.11%
Daily EOD
PILL56.6%64.4%72.2%2026-10-19: 60.83%2026-10-20: 64.45%2026-10-21: 57.65%2026-10-22: 62.19%2026-10-23: 64.42%2026-10-26: 64.14%2026-10-27: 68.70%2026-10-28: 63.58%2026-10-29: 61.55%2026-10-30: 71.11%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
60.83%
64.45%
57.65%
62.19%
64.42%
64.14%
68.70%
63.58%
61.55%
71.11%