IntraAlpha
Create free account Start free

Direxion Shares ETF Trust Direxion Daily AAPL Bull 2X ETF AAPU

i

Market datapartial · fetched 2026-10-23T16:42:21.841Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T16:41:53.139736145Z

FundamentalsAlpha Vantage · unavailable

Share price$47.63
1D-0.4%
$47.49$47.79$48.09$48.39$48.695:30 AM6:30 AM9:00 AM1:00 PMAAPU
Sold putSold call

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

Live interpolated AAPU call and put midpoint premiums by absolute delta.Direxion Shares ETF Trust Direxion Daily AAPL Bull 2X ETF$0.48$2.31$4.14$5.97$7.81$38.91$43.35$47.78$52.21$56.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AAPU spot · $47.63AAPU PRICE$0.67$0.95$1.19$1.51$1.89$2.28$2.59$3.08$3.67$4.30$4.85$5.62$6.94$0.94$1.27$1.58$1.84$2.20$2.59$3.06$3.58$3.94$4.43$5.12$5.88$7.28
PutsExpensive1.09×
CallsExpensive1.17×
SkewBullish-2.25 pp
Implied moveBearish±$5.64
TiltBearish5.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.0148.7%14.8%42.1959.0%13.4%
25Δ53.1551.6%13.6%43.3659.0%11.6%
30Δ51.9550.9%11.6%44.4757.9%10.0%
35Δ51.0552.3%10.3%45.5954.3%8.2%
40Δ50.2054.4%9.3%46.5253.4%6.9%
45Δ49.2955.5%8.3%47.4052.8%5.9%
50Δ48.3253.8%6.9%48.2952.7%5.0%
55Δ47.4055.1%6.0%49.1852.9%4.3%
60Δ46.4757.2%5.3%49.9750.2%3.4%
65Δ45.4758.5%4.5%50.7948.8%2.7%
70Δ44.5157.6%3.6%51.7648.8%2.1%
75Δ43.3858.4%2.9%52.7848.4%1.5%
80Δ41.8363.5%2.4%54.3750.3%1.1%

20Δ

Calls
Pseudo strike
54.01
IV
48.7%
B/E move
14.8%
Puts
Pseudo strike
42.19
IV
59.0%
B/E move
13.4%

25Δ

Calls
Pseudo strike
53.15
IV
51.6%
B/E move
13.6%
Puts
Pseudo strike
43.36
IV
59.0%
B/E move
11.6%

30Δ

Calls
Pseudo strike
51.95
IV
50.9%
B/E move
11.6%
Puts
Pseudo strike
44.47
IV
57.9%
B/E move
10.0%

35Δ

Calls
Pseudo strike
51.05
IV
52.3%
B/E move
10.3%
Puts
Pseudo strike
45.59
IV
54.3%
B/E move
8.2%

40Δ

Calls
Pseudo strike
50.20
IV
54.4%
B/E move
9.3%
Puts
Pseudo strike
46.52
IV
53.4%
B/E move
6.9%

45Δ

Calls
Pseudo strike
49.29
IV
55.5%
B/E move
8.3%
Puts
Pseudo strike
47.40
IV
52.8%
B/E move
5.9%

50Δ

Calls
Pseudo strike
48.32
IV
53.8%
B/E move
6.9%
Puts
Pseudo strike
48.29
IV
52.7%
B/E move
5.0%

55Δ

Calls
Pseudo strike
47.40
IV
55.1%
B/E move
6.0%
Puts
Pseudo strike
49.18
IV
52.9%
B/E move
4.3%

60Δ

Calls
Pseudo strike
46.47
IV
57.2%
B/E move
5.3%
Puts
Pseudo strike
49.97
IV
50.2%
B/E move
3.4%

65Δ

Calls
Pseudo strike
45.47
IV
58.5%
B/E move
4.5%
Puts
Pseudo strike
50.79
IV
48.8%
B/E move
2.7%

70Δ

Calls
Pseudo strike
44.51
IV
57.6%
B/E move
3.6%
Puts
Pseudo strike
51.76
IV
48.8%
B/E move
2.1%

75Δ

Calls
Pseudo strike
43.38
IV
58.4%
B/E move
2.9%
Puts
Pseudo strike
52.78
IV
48.4%
B/E move
1.5%

80Δ

Calls
Pseudo strike
41.83
IV
63.5%
B/E move
2.4%
Puts
Pseudo strike
54.37
IV
50.3%
B/E move
1.1%

Options history

AAPU48.0449.0850.132026-10-20: 48.19%2026-10-21: 48.59%2026-10-22: 49.98%Oct 20Oct 22
Table
DateIV
48.19%
48.59%
49.98%