Direxion Shares ETF Trust Direxion ELIL 28.35 0.79 2.85%
ELIL Historical Options Analysis
Explore ELIL (Direxion Shares ETF Trust Direxion) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
ELIL / Comparative study
3 signals / 36 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 0.06
12.07
Mean
11.59
Window
--
ATM IV
z -0.52
0.62
Mean
0.66
Window
-30.3%
IV Percentile
z -0.04
25.71
Mean
26.52
Window
-74.3%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.31 | 0.94 |
| ATM IV | 0.31 | 1.00 | 0.59 |
| IV Percent... | 0.94 | 0.59 | 1.00 |
Source observations
Data inspector
1-36 of 36
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 28.35 | 12.07 | 0.62 | 25.71 |
| 2026-09-18 | 27.57 | 10.68 | 0.62 | 17.65 |
| 2026-09-17 | 27.58 | 20.26 | 0.65 | 57.58 |
| 2026-09-16 | 26.95 | 14.33 | 0.63 | 37.5 |
| 2026-09-15 | 26.86 | 22.25 | 0.66 | 58.06 |
| 2026-09-14 | 26.96 | 13.89 | 0.63 | 36.67 |
| 2026-09-11 | 25.89 | 7.57 | 0.6 | 13.79 |
| 2026-09-10 | 26.24 | 16.05 | 0.63 | 35.71 |
| 2026-09-09 | 26.31 | 13.05 | 0.62 | 29.63 |
| 2026-09-08 | 26.3 | 11.02 | 0.62 | 19.23 |
| 2026-09-07 | 27.44 | 16.26 | 0.63 | 32 |
| 2026-09-04 | 27.49 | 4.28 | 0.59 | 8.33 |
| 2026-09-03 | 28.12 | 17.45 | 0.64 | 30.43 |
| 2026-09-02 | 28.13 | 11.06 | 0.62 | 18.18 |
| 2026-09-01 | 28.04 | 0.96 | 0.58 | 4.76 |
| 2026-08-31 | 28.16 | 8.96 | 0.61 | 10 |
| 2026-08-28 | 28.81 | 0 | 0.58 | 0 |
| 2026-08-27 | 28.9 | 20.79 | 0.66 | 50 |
| 2026-08-26 | 29.73 | 14.35 | 0.64 | 29.41 |
| 2026-08-25 | 31.92 | 25.27 | 0.68 | 56.25 |
| 2026-08-24 | 32.8 | 13.65 | 0.64 | 26.67 |
| 2026-08-21 | 33.17 | 20.14 | 0.66 | 42.86 |
| 2026-08-20 | 32.7 | 18.39 | 0.66 | 38.46 |
| 2026-08-19 | 34.49 | 26.73 | 0.68 | 50 |
| 2026-08-18 | 31.68 | 0 | 0.6 | 0 |
| 2026-08-17 | 29.68 | 11.65 | 0.66 | 30 |
| 2026-08-14 | 29.52 | 1.7 | 0.63 | 11.11 |
| 2026-08-13 | 30.89 | 18.65 | 0.68 | 25 |
| 2026-08-12 | 31.44 | 0 | 0.62 | 0 |
| 2026-08-11 | 31.04 | 22.71 | 0.71 | 33.33 |
| 2026-08-10 | 31.97 | 0 | 0.64 | 0 |
| 2026-08-07 | 29.73 | 0 | 0.69 | 0 |
| 2026-08-06 | 30.04 | 0 | 0.72 | 0 |
| 2026-08-05 | 29.05 | 0 | 0.73 | 0 |
| 2026-08-04 | 26.56 | -- | 0.92 | 100 |
| 2026-08-03 | 26.79 | -- | 0.89 | -- |