IntraAlpha
Create free account Start free

Direxion Daily MSCI Brazil Bull 2X ETF BRZU

i

Market datapartial · fetched 2026-10-22T16:41:57.332Z

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 · 2026-10-22T16:39:44.503748717Z

FundamentalsAlpha Vantage · unavailable

Share price$123.77
1D-2.4%
$123$124$125$126$1285:30 AM6:30 AM9:00 AM1:00 PMBRZU
Sold putSold call

Direxion Daily MSCI Brazil Bull 2X ETF options

Live interpolated BRZU call and put midpoint premiums by absolute delta.Direxion Daily MSCI Brazil Bull 2X ETF$2.26$15.34$28.41$41.49$54.56$69.62$96.86$124.11$151.36$178.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BRZU spot · $123.77BRZU PRICE$3.68$4.87$6.17$7.85$9.79$11.91$14.36$17.20$20.29$23.78$27.41$31.70$36.65$7.21$9.55$12.04$14.02$16.60$19.23$21.85$24.47$27.45$32.22$38.41$44.60$50.79
PutsExpensive1.95×
CallsExpensive1.10×
SkewBullish-1.97 pp
Implied moveBearish±$36.21
TiltBearish19.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ163.8198.0%35.3%95.22149.1%28.9%
25Δ158.22103.6%31.8%102.34146.6%25.0%
30Δ152.52107.8%28.2%108.97143.8%21.7%
35Δ147.37112.0%25.4%115.27135.8%18.2%
40Δ142.58117.3%23.1%121.01132.2%15.6%
45Δ137.47121.7%20.7%126.25127.6%13.5%
50Δ132.28126.6%18.5%131.49123.1%11.4%
55Δ127.00132.6%16.5%136.74118.6%9.3%
60Δ121.31137.7%14.4%142.05114.9%7.4%
65Δ115.28142.8%12.4%148.41112.2%6.1%
70Δ108.92145.5%10.1%155.90109.0%5.1%
75Δ102.14149.1%8.1%163.39105.9%4.0%
80Δ94.84152.5%6.2%170.88102.8%3.0%

20Δ

Calls
Pseudo strike
163.81
IV
98.0%
B/E move
35.3%
Puts
Pseudo strike
95.22
IV
149.1%
B/E move
28.9%

25Δ

Calls
Pseudo strike
158.22
IV
103.6%
B/E move
31.8%
Puts
Pseudo strike
102.34
IV
146.6%
B/E move
25.0%

30Δ

Calls
Pseudo strike
152.52
IV
107.8%
B/E move
28.2%
Puts
Pseudo strike
108.97
IV
143.8%
B/E move
21.7%

35Δ

Calls
Pseudo strike
147.37
IV
112.0%
B/E move
25.4%
Puts
Pseudo strike
115.27
IV
135.8%
B/E move
18.2%

40Δ

Calls
Pseudo strike
142.58
IV
117.3%
B/E move
23.1%
Puts
Pseudo strike
121.01
IV
132.2%
B/E move
15.6%

45Δ

Calls
Pseudo strike
137.47
IV
121.7%
B/E move
20.7%
Puts
Pseudo strike
126.25
IV
127.6%
B/E move
13.5%

50Δ

Calls
Pseudo strike
132.28
IV
126.6%
B/E move
18.5%
Puts
Pseudo strike
131.49
IV
123.1%
B/E move
11.4%

55Δ

Calls
Pseudo strike
127.00
IV
132.6%
B/E move
16.5%
Puts
Pseudo strike
136.74
IV
118.6%
B/E move
9.3%

60Δ

Calls
Pseudo strike
121.31
IV
137.7%
B/E move
14.4%
Puts
Pseudo strike
142.05
IV
114.9%
B/E move
7.4%

65Δ

Calls
Pseudo strike
115.28
IV
142.8%
B/E move
12.4%
Puts
Pseudo strike
148.41
IV
112.2%
B/E move
6.1%

70Δ

Calls
Pseudo strike
108.92
IV
145.5%
B/E move
10.1%
Puts
Pseudo strike
155.90
IV
109.0%
B/E move
5.1%

75Δ

Calls
Pseudo strike
102.14
IV
149.1%
B/E move
8.1%
Puts
Pseudo strike
163.39
IV
105.9%
B/E move
4.0%

80Δ

Calls
Pseudo strike
94.84
IV
152.5%
B/E move
6.2%
Puts
Pseudo strike
170.88
IV
102.8%
B/E move
3.0%

Options history

BRZU85.8287.2488.672026-10-20: 86.01%2026-10-21: 88.47%Oct 20Oct 21
Table
DateIV
86.01%
88.47%