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Direxion Daily AI and Big Data Bull 2X ETF AIBU

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Market dataready · fetched 2026-11-13T02:12:03.281Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T01:00:00.024318783Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:12:02.902301+00:00

Share price$56.96
1D+1.0%
AH$56.30$56.67$57.04$57.41$57.785:30 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$2.08$2.96$3.85$4.73$5.62$46.80$51.78$56.76$61.74$66.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AIBU spot · $56.96AIBU PRICE$2.18$2.49$2.80$3.11$3.42$4.04$4.70$5.36$2.50$2.50$2.50$2.50$2.54$2.62$2.70$2.78$2.86$2.94$3.21$3.52$4.57
PutsExpensive1.55×
Calls——
Skew——
Implied moveBearish±$5.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.44229.1%24.6%
25Δ49.43177.5%17.6%
30Δ51.78147.0%13.5%
35Δ53.85119.8%9.8%
40Δ55.32100.6%7.3%
45Δ58.4081.8%6.3%56.0391.2%6.2%
50Δ57.5778.9%5.4%56.7581.8%5.1%
55Δ56.7476.0%4.5%57.4672.4%4.0%
60Δ55.9173.1%3.6%58.1763.0%2.9%
65Δ55.0870.2%2.7%58.8953.6%1.8%
70Δ54.2068.3%2.2%59.4350.1%1.3%
75Δ53.3166.6%1.8%59.9547.8%0.9%
80Δ52.4264.8%1.4%61.0953.1%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.44
IV
229.1%
B/E move
24.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.43
IV
177.5%
B/E move
17.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.78
IV
147.0%
B/E move
13.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.85
IV
119.8%
B/E move
9.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.32
IV
100.6%
B/E move
7.3%

45Δ

Calls
Pseudo strike
58.40
IV
81.8%
B/E move
6.3%
Puts
Pseudo strike
56.03
IV
91.2%
B/E move
6.2%

50Δ

Calls
Pseudo strike
57.57
IV
78.9%
B/E move
5.4%
Puts
Pseudo strike
56.75
IV
81.8%
B/E move
5.1%

55Δ

Calls
Pseudo strike
56.74
IV
76.0%
B/E move
4.5%
Puts
Pseudo strike
57.46
IV
72.4%
B/E move
4.0%

60Δ

Calls
Pseudo strike
55.91
IV
73.1%
B/E move
3.6%
Puts
Pseudo strike
58.17
IV
63.0%
B/E move
2.9%

65Δ

Calls
Pseudo strike
55.08
IV
70.2%
B/E move
2.7%
Puts
Pseudo strike
58.89
IV
53.6%
B/E move
1.8%

70Δ

Calls
Pseudo strike
54.20
IV
68.3%
B/E move
2.2%
Puts
Pseudo strike
59.43
IV
50.1%
B/E move
1.3%

75Δ

Calls
Pseudo strike
53.31
IV
66.6%
B/E move
1.8%
Puts
Pseudo strike
59.95
IV
47.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
52.42
IV
64.8%
B/E move
1.4%
Puts
Pseudo strike
61.09
IV
53.1%
B/E move
0.8%

Options history

IV · four-Friday blend57.47%
Daily close
AIBU43.8%51.2%58.7%2026-08-14: 44.83%2026-08-17: 47.77%2026-08-18: 48.59%2026-08-19: 47.49%2026-08-20: 51.61%2026-10-06: 47.34%2026-10-07: 46.47%2026-10-08: 49.12%2026-10-09: 46.12%2026-10-16: 53.17%2026-10-19: 50.62%2026-10-20: 51.01%2026-10-21: 50.77%2026-10-22: 57.65%2026-10-23: 56.30%2026-10-26: 53.51%2026-10-27: 51.68%2026-10-28: 50.35%2026-10-29: 51.58%2026-10-30: 57.47%Aug 14Oct 16Oct 30
20 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
44.83%
47.77%
48.59%
47.49%
51.61%
47.34%
46.47%
49.12%
46.12%
53.17%
50.62%
51.01%
50.77%
57.65%
56.30%
53.51%
51.68%
50.35%
51.58%
57.47%