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Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X ETF AMZU

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Market dataready · fetched 2026-10-22T03:36:48.736Z

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 · 2026-10-21T23:58:24.477358103Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T03:36:45.469597+00:00

Share price$36.92
1D-0.4%
AH$36.34$36.73$37.12$37.51$37.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMZU
Sold putSold callAH

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

Live interpolated AMZU call and put midpoint premiums by absolute delta.Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X ETF$0.63$2.74$4.86$6.97$9.08$26.82$32.11$37.39$42.68$47.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMZU spot · $36.92AMZU PRICE$0.86$1.13$1.45$1.82$2.19$2.64$3.08$3.60$4.18$4.95$5.70$6.65$7.72$1.09$1.44$1.81$2.21$2.65$3.21$3.84$4.48$4.95$5.75$6.53$7.40$8.48
PutsExpensive1.44×
CallsExpensive1.60×
SkewBullish-8.98 pp
Implied moveBearish±$6.92
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.2079.0%27.5%31.2382.1%18.4%
25Δ44.3679.7%23.2%32.5281.0%15.8%
30Δ42.9981.1%20.4%33.7479.1%13.5%
35Δ41.7482.7%18.0%34.8478.0%11.6%
40Δ40.4582.5%15.5%35.8976.9%10.0%
45Δ39.3084.1%13.6%36.9277.6%8.7%
50Δ38.1384.1%11.6%37.9978.5%7.5%
55Δ37.0085.0%10.0%39.0678.0%6.3%
60Δ35.8786.0%8.5%40.0074.5%5.1%
65Δ34.6689.4%7.3%41.1474.4%4.1%
70Δ33.4490.5%6.0%42.2673.1%3.2%
75Δ32.0693.0%4.9%43.4371.4%2.4%
80Δ30.5894.6%3.7%44.7870.2%1.7%

20Δ

Calls
Pseudo strike
46.20
IV
79.0%
B/E move
27.5%
Puts
Pseudo strike
31.23
IV
82.1%
B/E move
18.4%

25Δ

Calls
Pseudo strike
44.36
IV
79.7%
B/E move
23.2%
Puts
Pseudo strike
32.52
IV
81.0%
B/E move
15.8%

30Δ

Calls
Pseudo strike
42.99
IV
81.1%
B/E move
20.4%
Puts
Pseudo strike
33.74
IV
79.1%
B/E move
13.5%

35Δ

Calls
Pseudo strike
41.74
IV
82.7%
B/E move
18.0%
Puts
Pseudo strike
34.84
IV
78.0%
B/E move
11.6%

40Δ

Calls
Pseudo strike
40.45
IV
82.5%
B/E move
15.5%
Puts
Pseudo strike
35.89
IV
76.9%
B/E move
10.0%

45Δ

Calls
Pseudo strike
39.30
IV
84.1%
B/E move
13.6%
Puts
Pseudo strike
36.92
IV
77.6%
B/E move
8.7%

50Δ

Calls
Pseudo strike
38.13
IV
84.1%
B/E move
11.6%
Puts
Pseudo strike
37.99
IV
78.5%
B/E move
7.5%

55Δ

Calls
Pseudo strike
37.00
IV
85.0%
B/E move
10.0%
Puts
Pseudo strike
39.06
IV
78.0%
B/E move
6.3%

60Δ

Calls
Pseudo strike
35.87
IV
86.0%
B/E move
8.5%
Puts
Pseudo strike
40.00
IV
74.5%
B/E move
5.1%

65Δ

Calls
Pseudo strike
34.66
IV
89.4%
B/E move
7.3%
Puts
Pseudo strike
41.14
IV
74.4%
B/E move
4.1%

70Δ

Calls
Pseudo strike
33.44
IV
90.5%
B/E move
6.0%
Puts
Pseudo strike
42.26
IV
73.1%
B/E move
3.2%

75Δ

Calls
Pseudo strike
32.06
IV
93.0%
B/E move
4.9%
Puts
Pseudo strike
43.43
IV
71.4%
B/E move
2.4%

80Δ

Calls
Pseudo strike
30.58
IV
94.6%
B/E move
3.7%
Puts
Pseudo strike
44.78
IV
70.2%
B/E move
1.7%

Options history

No recorded observations