Conservative Sell Put Choice: Tesla or TSLL?

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OptionsBB
07-09

$Direxion Daily TSLA Bull 2X Shares(TSLL)$ , as a 2x leveraged ETF for Tesla, also offers options trading.

In terms of liquidity, TSLL is slightly weaker. Tesla's options average 2.77 million in 90-day volume, while TSLL's options average 239,000.

However, due to its exceptionally low share price, lower liquidity doesn’t hinder fast execution. TSLL's most liquid weekly options have a bid-ask spread of just $0.01, the following week at $0.02, and the next monthly expiry around $0.04. The narrow spreads ensure trades aren’t hindered by excessive slippage.

Being able to quickly calculate the equivalent Tesla stock price for TSLL option strikes would further optimize order execution.

Daily Price Relationship Between TSLL and TSLA

TSLL is a 2x leveraged ETF designed to deliver twice the daily price movement of TSLA. That is, TSLL’s daily percentage change ≈ TSLA’s daily percentage change × 2.

Calculation Formula

Suppose I want to sell Tesla’s weekly 270 put. With the current stock price at $297.8, Tesla would need to drop by (270−297.8)/297.8 ≈ 9.34%.

Since TSLL is 2x leveraged and given the short time to expiry (ignoring decay for simplicity), TSLL’s expected drop would be: 9.34% × 2 = 18.68%.

Thus, TSLL’s equivalent price when Tesla hits $270 would be: 10.24 × (1−0.1868) ≈ $8.33.

Strike Selection

If you believe Tesla won’t fall to $270 (i.e., TSLL won’t break below $8.33), you could choose a slightly lower strike, such as $8 or $8.5.

The More Cost-Effective Choice

Tesla’s weekly 270 put $TSLA 20250711 270.0 PUT$  offers a premium of $48, while TSLL’s $TSLL 20250711 8.5 PUT$  offers $5.

For a more conservative strategy focused on premium collection, Tesla’s stock is undoubtedly the better choice—despite its higher margin requirements.

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