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Direxion Shares ETF Trust Direxion AVL 38.85 1.62 4.35%

AVL Historical Options Analysis

Explore AVL (Direxion Shares ETF Trust Direxion) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

AVL / Comparative study

3 signals / 119 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -1.04
15.43
Mean
46.31
Window
--
ATM IV z -1.57
0.76
Mean
0.98
Window
-16.9%
IV Percentile z -1.30
10.17
Mean
52.63
Window
--
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.78 0.92
ATM IV 0.78 1.00 0.85
IV Percent... 0.92 0.85 1.00
Source observations

Data inspector

1-50 of 119
  • 1 / 3
Date Close IV Rank ATM IV IV Percentile
2026-09-21 38.85 15.43 0.76 10.17
2026-09-18 37.23 4.57 0.67 3.42
2026-09-17 35.23 2.5 0.65 1.72
2026-09-16 33.7 2.99 0.65 1.74
2026-09-15 33.68 0 0.63 0
2026-09-14 34.8 0 0.65 0
2026-09-11 38.42 0 0.68 0
2026-09-10 38.18 1.33 0.73 1.8
2026-09-09 38.95 2.35 0.73 2.73
2026-09-08 39.93 8.39 0.78 3.67
2026-09-07 37.49 3.39 0.74 2.78
2026-09-04 37.63 0 0.72 0
2026-09-03 37.62 1.16 0.73 0.94
2026-09-02 39.9 28.29 0.94 21.9
2026-09-01 40.3 28.75 0.94 22.12
2026-08-31 40.59 48.11 1.09 81.55
2026-08-28 40.11 39.44 1.02 58.82
2026-08-27 40.62 42.76 1.05 70.3
2026-08-26 37.41 40.85 1.04 63
2026-08-25 37.66 36.34 1 48.48
2026-08-24 38.15 29.49 0.95 25.51
2026-08-21 40.23 32.81 0.97 39.18
2026-08-20 39.35 27.66 0.93 19.79
2026-08-19 39.07 24.8 0.91 12.63
2026-08-18 43.03 29.64 0.95 25.53
2026-08-17 45.98 33.74 0.98 41.94
2026-08-14 46.11 28.08 0.94 20.65
2026-08-13 52.35 39.49 1.02 58.24
2026-08-12 51.83 38.78 1.02 55.56
2026-08-11 51.82 37.68 1.01 50.56
2026-08-10 53.41 45.79 1.07 73.86
2026-08-07 54.78 43.79 1.06 67.82
2026-08-06 53.14 52.35 1.12 87.21
2026-08-05 52.49 58.75 1.17 90.59
2026-08-04 52.58 59.95 1.18 91.67
2026-08-03 46.42 33.04 0.98 42.17
2026-07-31 45.86 41.15 1.04 62.2
2026-07-30 45.49 30.98 0.96 35.8
2026-07-29 41.59 46.91 1.08 77.5
2026-07-28 43.89 38.88 1.02 59.49
2026-07-27 44.57 38.51 1.02 57.69
2026-07-24 44.18 41.2 1.04 62.34
2026-07-23 46.79 37.7 1.01 56.58
2026-07-22 47.8 42.61 1.05 65.33
2026-07-21 45.45 40.35 1.03 62.16
2026-07-20 43.55 42.57 1.05 64.38
2026-07-17 41.89 39.46 1.02 62.5
2026-07-16 42.87 41.35 1.04 63.38
2026-07-15 47.48 38.7 1.02 62.86
2026-07-14 46.41 42.76 1.05 65.22