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Direxion Daily AI and Big Data Bull 2X ETF AIBU

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Market datapartial · fetched 2026-10-23T15:52:31.536Z

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 · 2026-10-23T15:10:26.091204505Z

FundamentalsAlpha Vantage · unavailable

Share price$62.28
1D+2.9%
$60.34$60.92$61.51$62.10$62.685:30 AM6:30 AM9:00 AM1:00 PMAIBU
Sold putSold call

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$0.59$3.51$6.43$9.35$12.26$48.76$56.58$64.39$72.21$80.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AIBU spot · $62.28AIBU PRICE$0.91$1.26$1.61$2.03$2.61$3.18$3.76$4.34$5.10$6.12$7.41$8.70$11.42$1.64$2.06$2.48$2.91$3.45$3.97$4.56$5.04$5.67$6.62$7.34$8.06$8.96
PutsFair1.01×
CallsExpensive1.36×
SkewBearish+0.97 pp
Implied moveBearish±$8.32
TiltBearish3.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.8850.0%15.3%51.4679.3%20.0%
25Δ69.5251.3%13.6%54.1274.2%16.4%
30Δ68.1652.6%12.0%56.7869.2%12.8%
35Δ66.8953.7%10.7%59.2464.7%9.6%
40Δ65.6755.3%9.6%60.6663.1%8.1%
45Δ64.4656.9%8.6%62.0361.0%6.8%
50Δ63.2458.5%7.6%63.3259.5%5.7%
55Δ62.0360.0%6.6%64.4856.6%4.6%
60Δ60.6961.1%5.6%65.6854.6%3.7%
65Δ59.1763.3%4.8%67.0355.2%3.0%
70Δ57.4666.6%4.1%68.1752.7%2.3%
75Δ55.7469.9%3.5%69.3050.3%1.7%
80Δ52.6077.0%2.8%70.5748.4%1.1%

20Δ

Calls
Pseudo strike
70.88
IV
50.0%
B/E move
15.3%
Puts
Pseudo strike
51.46
IV
79.3%
B/E move
20.0%

25Δ

Calls
Pseudo strike
69.52
IV
51.3%
B/E move
13.6%
Puts
Pseudo strike
54.12
IV
74.2%
B/E move
16.4%

30Δ

Calls
Pseudo strike
68.16
IV
52.6%
B/E move
12.0%
Puts
Pseudo strike
56.78
IV
69.2%
B/E move
12.8%

35Δ

Calls
Pseudo strike
66.89
IV
53.7%
B/E move
10.7%
Puts
Pseudo strike
59.24
IV
64.7%
B/E move
9.6%

40Δ

Calls
Pseudo strike
65.67
IV
55.3%
B/E move
9.6%
Puts
Pseudo strike
60.66
IV
63.1%
B/E move
8.1%

45Δ

Calls
Pseudo strike
64.46
IV
56.9%
B/E move
8.6%
Puts
Pseudo strike
62.03
IV
61.0%
B/E move
6.8%

50Δ

Calls
Pseudo strike
63.24
IV
58.5%
B/E move
7.6%
Puts
Pseudo strike
63.32
IV
59.5%
B/E move
5.7%

55Δ

Calls
Pseudo strike
62.03
IV
60.0%
B/E move
6.6%
Puts
Pseudo strike
64.48
IV
56.6%
B/E move
4.6%

60Δ

Calls
Pseudo strike
60.69
IV
61.1%
B/E move
5.6%
Puts
Pseudo strike
65.68
IV
54.6%
B/E move
3.7%

65Δ

Calls
Pseudo strike
59.17
IV
63.3%
B/E move
4.8%
Puts
Pseudo strike
67.03
IV
55.2%
B/E move
3.0%

70Δ

Calls
Pseudo strike
57.46
IV
66.6%
B/E move
4.1%
Puts
Pseudo strike
68.17
IV
52.7%
B/E move
2.3%

75Δ

Calls
Pseudo strike
55.74
IV
69.9%
B/E move
3.5%
Puts
Pseudo strike
69.30
IV
50.3%
B/E move
1.7%

80Δ

Calls
Pseudo strike
52.60
IV
77.0%
B/E move
2.8%
Puts
Pseudo strike
70.57
IV
48.4%
B/E move
1.1%

Options history

AIBU50.1654.0757.972026-10-20: 51.01%2026-10-21: 50.70%2026-10-22: 57.43%Oct 20Oct 22
Table
DateIV
51.01%
50.70%
57.43%