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

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Market dataready · fetched 2026-11-11T04:21:57.938Z

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 · 2026-11-11T00:59:08.729962588Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T04:21:58.041595+00:00

Share price$39.32
1D+4.6%
AH$37.29$37.88$38.48$39.07$39.665:30 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$0.25$1.69$3.13$4.57$6.01$29.25$34.04$38.83$43.62$48.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMZU spot · $39.32AMZU PRICE$0.40$0.54$0.70$0.88$1.10$1.33$1.57$1.82$2.11$2.40$2.71$3.07$3.94$0.64$0.84$1.08$1.22$1.44$1.71$2.14$2.50$2.79$3.23$3.74$4.30$5.59
PutsCheap0.89×
CallsCheap0.55×
SkewBearish+13.30 pp
Implied moveBearish±$3.71
TiltBearish16.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.8657.7%10.0%35.4381.7%11.5%
25Δ42.1957.7%8.7%36.2980.6%9.9%
30Δ41.6358.9%7.7%37.0281.0%8.6%
35Δ41.1260.5%6.8%37.8174.2%6.9%
40Δ40.6162.1%6.1%38.4672.2%5.9%
45Δ40.1163.7%5.4%39.0671.9%5.0%
50Δ39.5964.2%4.7%39.6975.3%4.5%
55Δ39.0664.4%4.0%40.2975.7%3.9%
60Δ38.5364.2%3.4%40.8873.1%3.1%
65Δ38.0063.9%2.7%41.5572.8%2.6%
70Δ37.4862.5%2.2%42.2572.9%2.1%
75Δ36.9261.9%1.7%43.0072.7%1.6%
80Δ35.9669.7%1.5%44.4280.1%1.3%

20Δ

Calls
Pseudo strike
42.86
IV
57.7%
B/E move
10.0%
Puts
Pseudo strike
35.43
IV
81.7%
B/E move
11.5%

25Δ

Calls
Pseudo strike
42.19
IV
57.7%
B/E move
8.7%
Puts
Pseudo strike
36.29
IV
80.6%
B/E move
9.9%

30Δ

Calls
Pseudo strike
41.63
IV
58.9%
B/E move
7.7%
Puts
Pseudo strike
37.02
IV
81.0%
B/E move
8.6%

35Δ

Calls
Pseudo strike
41.12
IV
60.5%
B/E move
6.8%
Puts
Pseudo strike
37.81
IV
74.2%
B/E move
6.9%

40Δ

Calls
Pseudo strike
40.61
IV
62.1%
B/E move
6.1%
Puts
Pseudo strike
38.46
IV
72.2%
B/E move
5.9%

45Δ

Calls
Pseudo strike
40.11
IV
63.7%
B/E move
5.4%
Puts
Pseudo strike
39.06
IV
71.9%
B/E move
5.0%

50Δ

Calls
Pseudo strike
39.59
IV
64.2%
B/E move
4.7%
Puts
Pseudo strike
39.69
IV
75.3%
B/E move
4.5%

55Δ

Calls
Pseudo strike
39.06
IV
64.4%
B/E move
4.0%
Puts
Pseudo strike
40.29
IV
75.7%
B/E move
3.9%

60Δ

Calls
Pseudo strike
38.53
IV
64.2%
B/E move
3.4%
Puts
Pseudo strike
40.88
IV
73.1%
B/E move
3.1%

65Δ

Calls
Pseudo strike
38.00
IV
63.9%
B/E move
2.7%
Puts
Pseudo strike
41.55
IV
72.8%
B/E move
2.6%

70Δ

Calls
Pseudo strike
37.48
IV
62.5%
B/E move
2.2%
Puts
Pseudo strike
42.25
IV
72.9%
B/E move
2.1%

75Δ

Calls
Pseudo strike
36.92
IV
61.9%
B/E move
1.7%
Puts
Pseudo strike
43.00
IV
72.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
35.96
IV
69.7%
B/E move
1.5%
Puts
Pseudo strike
44.42
IV
80.1%
B/E move
1.3%

Options history

IV · four-Friday blend64.94%
Daily close
AMZU54.8%68.6%82.4%2026-08-12: 58.98%2026-08-13: 59.43%2026-08-14: 56.71%2026-08-17: 60.52%2026-08-18: 60.97%2026-08-19: 62.14%2026-08-20: 64.92%2026-08-21: 61.90%2026-08-24: 63.14%2026-08-25: 62.48%2026-08-26: 62.37%2026-08-27: 61.07%2026-08-28: 62.94%2026-08-31: 61.33%2026-09-01: 60.79%2026-09-02: 61.94%2026-09-03: 61.96%2026-09-04: 63.80%2026-09-08: 65.58%2026-09-09: 65.42%2026-09-10: 64.80%2026-09-11: 62.94%2026-09-14: 67.21%2026-09-15: 66.12%2026-09-16: 67.08%2026-09-17: 66.30%2026-09-18: 66.24%2026-09-21: 67.65%2026-09-22: 66.89%2026-09-23: 67.03%2026-09-24: 66.85%2026-09-25: 66.20%2026-09-28: 66.03%2026-09-29: 65.94%2026-09-30: 67.24%2026-10-01: 65.98%2026-10-02: 64.56%2026-10-05: 66.81%2026-10-06: 66.81%2026-10-07: 66.97%2026-10-08: 66.13%2026-10-09: 65.46%2026-10-12: 68.11%2026-10-13: 68.32%2026-10-14: 70.89%2026-10-15: 69.97%2026-10-16: 70.58%2026-10-19: 70.67%2026-10-20: 70.70%2026-10-21: 72.62%2026-10-22: 75.26%2026-10-23: 75.56%2026-10-26: 77.71%2026-10-27: 78.06%2026-10-28: 80.27%2026-10-29: 80.49%2026-10-30: 64.94%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
58.98%
59.43%
56.71%
60.52%
60.97%
62.14%
64.92%
61.90%
63.14%
62.48%
62.37%
61.07%
62.94%
61.33%
60.79%
61.94%
61.96%
63.80%
65.58%
65.42%
64.80%
62.94%
67.21%
66.12%
67.08%
66.30%
66.24%
67.65%
66.89%
67.03%
66.85%
66.20%
66.03%
65.94%
67.24%
65.98%
64.56%
66.81%
66.81%
66.97%
66.13%
65.46%
68.11%
68.32%
70.89%
69.97%
70.58%
70.67%
70.70%
72.62%
75.26%
75.56%
77.71%
78.06%
80.27%
80.49%
64.94%