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Direxion Daily MSCI Brazil Bull 2X ETF BRZU

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Market datapartial · fetched 2026-10-22T17:48:22.255Z

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 · 2026-10-22T17:37:45.137885294Z

FundamentalsAlpha Vantage · unavailable

Share price$124.29
1D-2.0%
$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$2.58$13.49$24.40$35.31$46.22$69.83$96.96$124.10$151.23$178.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BRZU spot · $124.29BRZU PRICE$3.76$5.00$6.23$7.79$9.75$11.86$14.40$17.41$20.42$23.43$27.27$31.54$36.75$7.27$9.82$12.10$14.23$16.87$19.65$22.53$25.42$28.31$31.23$34.50$37.98$43.07
PutsExpensive1.97×
CallsExpensive1.08×
SkewBearish+1.09 pp
Implied moveBearish±$36.93
TiltBearish16.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ163.8195.5%34.8%95.54149.6%29.0%
25Δ158.20100.4%31.3%102.52149.4%25.4%
30Δ152.58105.2%27.8%109.41143.9%21.7%
35Δ147.52110.4%25.0%115.75136.9%18.3%
40Δ142.71115.4%22.7%121.64133.5%15.7%
45Δ137.63119.5%20.3%127.19129.7%13.5%
50Δ132.33124.1%18.1%132.49125.5%11.5%
55Δ126.78128.9%16.0%137.79121.3%9.6%
60Δ121.23133.8%14.0%143.09117.2%7.6%
65Δ115.69138.7%11.9%148.08112.3%6.0%
70Δ109.44143.7%10.0%153.02107.3%4.6%
75Δ102.71147.2%8.0%158.03102.5%3.4%
80Δ95.26152.2%6.2%164.4399.9%2.4%

20Δ

Calls
Pseudo strike
163.81
IV
95.5%
B/E move
34.8%
Puts
Pseudo strike
95.54
IV
149.6%
B/E move
29.0%

25Δ

Calls
Pseudo strike
158.20
IV
100.4%
B/E move
31.3%
Puts
Pseudo strike
102.52
IV
149.4%
B/E move
25.4%

30Δ

Calls
Pseudo strike
152.58
IV
105.2%
B/E move
27.8%
Puts
Pseudo strike
109.41
IV
143.9%
B/E move
21.7%

35Δ

Calls
Pseudo strike
147.52
IV
110.4%
B/E move
25.0%
Puts
Pseudo strike
115.75
IV
136.9%
B/E move
18.3%

40Δ

Calls
Pseudo strike
142.71
IV
115.4%
B/E move
22.7%
Puts
Pseudo strike
121.64
IV
133.5%
B/E move
15.7%

45Δ

Calls
Pseudo strike
137.63
IV
119.5%
B/E move
20.3%
Puts
Pseudo strike
127.19
IV
129.7%
B/E move
13.5%

50Δ

Calls
Pseudo strike
132.33
IV
124.1%
B/E move
18.1%
Puts
Pseudo strike
132.49
IV
125.5%
B/E move
11.5%

55Δ

Calls
Pseudo strike
126.78
IV
128.9%
B/E move
16.0%
Puts
Pseudo strike
137.79
IV
121.3%
B/E move
9.6%

60Δ

Calls
Pseudo strike
121.23
IV
133.8%
B/E move
14.0%
Puts
Pseudo strike
143.09
IV
117.2%
B/E move
7.6%

65Δ

Calls
Pseudo strike
115.69
IV
138.7%
B/E move
11.9%
Puts
Pseudo strike
148.08
IV
112.3%
B/E move
6.0%

70Δ

Calls
Pseudo strike
109.44
IV
143.7%
B/E move
10.0%
Puts
Pseudo strike
153.02
IV
107.3%
B/E move
4.6%

75Δ

Calls
Pseudo strike
102.71
IV
147.2%
B/E move
8.0%
Puts
Pseudo strike
158.03
IV
102.5%
B/E move
3.4%

80Δ

Calls
Pseudo strike
95.26
IV
152.2%
B/E move
6.2%
Puts
Pseudo strike
164.43
IV
99.9%
B/E move
2.4%

Options history

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