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Direxion Daily Healthcare Bull 3X ETF CURE

i

Market dataready · fetched 2026-11-11T14:48:25.121Z

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 · 2026-11-11T14:48:02.943459963Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:48:24.612000+00:00

Share price$174.54
1D+0.2%
$173.29$173.53$173.77$174.00$174.245:30 AM6:30 AM9:00 AM1:00 PMCURE
Sold putSold call

Direxion Daily Healthcare Bull 3X ETF options

Live interpolated CURE call and put midpoint premiums by absolute delta.Direxion Daily Healthcare Bull 3X ETF$1.34$7.84$14.35$20.85$27.36$134.47$154.47$174.47$194.48$214.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CURE spot · $174.54CURE PRICE$2.04$2.63$3.32$4.17$5.08$6.08$7.13$8.31$9.55$10.98$12.52$14.26$16.13$2.73$3.50$4.34$5.57$6.78$7.93$9.18$10.57$12.43$14.80$17.46$20.82$25.48
PutsCheap0.69×
CallsCheap0.59×
SkewBearish+11.35 pp
Implied moveBearish±$16.30
TiltBearish16.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ193.0370.3%11.8%157.6283.8%11.3%
25Δ188.8267.6%9.7%161.6780.1%9.4%
30Δ185.7067.0%8.3%165.0977.8%7.9%
35Δ183.0867.7%7.3%167.8179.4%7.0%
40Δ180.6168.8%6.4%170.5480.4%6.2%
45Δ178.1869.2%5.6%173.2978.8%5.3%
50Δ175.7669.4%4.8%175.9977.3%4.4%
55Δ173.3569.4%4.1%178.6376.2%3.7%
60Δ170.9669.3%3.4%181.5376.8%3.1%
65Δ168.5069.1%2.8%184.7379.2%2.6%
70Δ166.0168.8%2.3%188.2480.3%2.2%
75Δ163.4168.1%1.8%192.3882.5%1.7%
80Δ160.7467.0%1.3%197.7386.3%1.3%

20Δ

Calls
Pseudo strike
193.03
IV
70.3%
B/E move
11.8%
Puts
Pseudo strike
157.62
IV
83.8%
B/E move
11.3%

25Δ

Calls
Pseudo strike
188.82
IV
67.6%
B/E move
9.7%
Puts
Pseudo strike
161.67
IV
80.1%
B/E move
9.4%

30Δ

Calls
Pseudo strike
185.70
IV
67.0%
B/E move
8.3%
Puts
Pseudo strike
165.09
IV
77.8%
B/E move
7.9%

35Δ

Calls
Pseudo strike
183.08
IV
67.7%
B/E move
7.3%
Puts
Pseudo strike
167.81
IV
79.4%
B/E move
7.0%

40Δ

Calls
Pseudo strike
180.61
IV
68.8%
B/E move
6.4%
Puts
Pseudo strike
170.54
IV
80.4%
B/E move
6.2%

45Δ

Calls
Pseudo strike
178.18
IV
69.2%
B/E move
5.6%
Puts
Pseudo strike
173.29
IV
78.8%
B/E move
5.3%

50Δ

Calls
Pseudo strike
175.76
IV
69.4%
B/E move
4.8%
Puts
Pseudo strike
175.99
IV
77.3%
B/E move
4.4%

55Δ

Calls
Pseudo strike
173.35
IV
69.4%
B/E move
4.1%
Puts
Pseudo strike
178.63
IV
76.2%
B/E move
3.7%

60Δ

Calls
Pseudo strike
170.96
IV
69.3%
B/E move
3.4%
Puts
Pseudo strike
181.53
IV
76.8%
B/E move
3.1%

65Δ

Calls
Pseudo strike
168.50
IV
69.1%
B/E move
2.8%
Puts
Pseudo strike
184.73
IV
79.2%
B/E move
2.6%

70Δ

Calls
Pseudo strike
166.01
IV
68.8%
B/E move
2.3%
Puts
Pseudo strike
188.24
IV
80.3%
B/E move
2.2%

75Δ

Calls
Pseudo strike
163.41
IV
68.1%
B/E move
1.8%
Puts
Pseudo strike
192.38
IV
82.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
160.74
IV
67.0%
B/E move
1.3%
Puts
Pseudo strike
197.73
IV
86.3%
B/E move
1.3%

Options history

IV · four-Friday blend60.68%
Daily EOD
CURE52.0%56.7%61.3%2026-10-19: 53.03%2026-10-20: 52.64%2026-10-21: 54.14%2026-10-22: 56.47%2026-10-23: 57.46%2026-10-26: 58.07%2026-10-27: 58.59%2026-10-28: 56.88%2026-10-29: 57.52%2026-10-30: 60.68%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
53.03%
52.64%
54.14%
56.47%
57.46%
58.07%
58.59%
56.88%
57.52%
60.68%