IntraAlpha
Create free account Start free

Direxion Daily AI and Big Data Bull 2X ETF AIBU

i

Market datapartial · fetched 2026-10-23T00:21:43.854Z

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 · 2026-10-23T00:00:00.05447025Z

FundamentalsAlpha Vantage · unavailable

Share price$61.46
1D-3.0%
AH$60.85$61.40$61.95$62.50$63.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAIBU
Sold putSold callAH

Direxion Daily AI and Big Data Bull 2X ETF options

Live interpolated AIBU call and put midpoint premiums by absolute delta.Direxion Daily AI and Big Data Bull 2X ETF$0.64$3.58$6.52$9.46$12.40$46.75$55.12$63.49$71.87$80.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AIBU spot · $61.46AIBU PRICE$0.95$1.30$1.69$2.11$2.59$3.17$3.70$4.41$5.23$6.24$7.35$8.46$10.25$1.71$2.21$2.76$3.31$3.84$4.32$5.02$5.59$6.57$7.45$8.35$9.79$11.55
PutsExpensive1.12×
CallsExpensive1.39×
SkewBearish+5.67 pp
Implied moveBearish±$8.73
TiltBearish11.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.6552.7%16.5%52.2678.4%17.7%
25Δ69.1254.0%14.6%54.5176.4%14.9%
30Δ67.7455.4%13.0%56.3874.2%12.8%
35Δ66.3756.2%11.4%58.1471.9%10.8%
40Δ65.0857.4%10.1%59.8069.1%8.9%
45Δ63.8659.5%9.1%61.2765.5%7.3%
50Δ62.5259.2%7.7%62.6864.5%6.2%
55Δ61.2361.0%6.8%63.9761.6%5.0%
60Δ59.8763.0%5.9%65.4462.1%4.2%
65Δ58.3765.1%5.1%66.8560.9%3.4%
70Δ56.7566.8%4.3%68.2259.2%2.6%
75Δ55.1368.5%3.5%70.0459.7%2.0%
80Δ52.9171.2%2.8%72.1660.2%1.4%

20Δ

Calls
Pseudo strike
70.65
IV
52.7%
B/E move
16.5%
Puts
Pseudo strike
52.26
IV
78.4%
B/E move
17.7%

25Δ

Calls
Pseudo strike
69.12
IV
54.0%
B/E move
14.6%
Puts
Pseudo strike
54.51
IV
76.4%
B/E move
14.9%

30Δ

Calls
Pseudo strike
67.74
IV
55.4%
B/E move
13.0%
Puts
Pseudo strike
56.38
IV
74.2%
B/E move
12.8%

35Δ

Calls
Pseudo strike
66.37
IV
56.2%
B/E move
11.4%
Puts
Pseudo strike
58.14
IV
71.9%
B/E move
10.8%

40Δ

Calls
Pseudo strike
65.08
IV
57.4%
B/E move
10.1%
Puts
Pseudo strike
59.80
IV
69.1%
B/E move
8.9%

45Δ

Calls
Pseudo strike
63.86
IV
59.5%
B/E move
9.1%
Puts
Pseudo strike
61.27
IV
65.5%
B/E move
7.3%

50Δ

Calls
Pseudo strike
62.52
IV
59.2%
B/E move
7.7%
Puts
Pseudo strike
62.68
IV
64.5%
B/E move
6.2%

55Δ

Calls
Pseudo strike
61.23
IV
61.0%
B/E move
6.8%
Puts
Pseudo strike
63.97
IV
61.6%
B/E move
5.0%

60Δ

Calls
Pseudo strike
59.87
IV
63.0%
B/E move
5.9%
Puts
Pseudo strike
65.44
IV
62.1%
B/E move
4.2%

65Δ

Calls
Pseudo strike
58.37
IV
65.1%
B/E move
5.1%
Puts
Pseudo strike
66.85
IV
60.9%
B/E move
3.4%

70Δ

Calls
Pseudo strike
56.75
IV
66.8%
B/E move
4.3%
Puts
Pseudo strike
68.22
IV
59.2%
B/E move
2.6%

75Δ

Calls
Pseudo strike
55.13
IV
68.5%
B/E move
3.5%
Puts
Pseudo strike
70.04
IV
59.7%
B/E move
2.0%

80Δ

Calls
Pseudo strike
52.91
IV
71.2%
B/E move
2.8%
Puts
Pseudo strike
72.16
IV
60.2%
B/E move
1.4%

Options history

AIBU50.6550.8551.062026-10-20: 51.01%2026-10-21: 50.70%Oct 20Oct 21
Table
DateIV
51.01%
50.70%