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Direxion Daily Healthcare Bull 3X ETF CURE

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Market dataready · fetched 2026-10-22T10:52:17.275Z

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 · 2026-10-22T00:00:00.147552852Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T10:52:16.312349+00:00

Share price$153.01
1D+0.7%
AH$150$151$152$154$1555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCURE
Sold putSold callAH

Direxion Daily Healthcare Bull 3X ETF options

Live interpolated CURE call and put midpoint premiums by absolute delta.Direxion Daily Healthcare Bull 3X ETF$1.54$8.59$15.64$22.69$29.74$114.14$133.19$152.23$171.28$190.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CURE spot · $153.01CURE PRICE$2.31$3.14$4.01$4.95$6.07$7.24$8.44$9.86$11.38$13.25$15.51$18.14$21.12$3.15$4.55$5.84$7.02$8.24$9.84$11.51$12.94$15.31$18.00$19.91$23.62$27.70
PutsFair0.97×
CallsCheap0.79×
SkewBearish+5.77 pp
Implied moveBearish±$19.96
TiltBearish14.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ175.1351.2%16.0%134.9960.2%13.8%
25Δ171.3852.1%14.1%138.2563.5%12.6%
30Δ167.7652.4%12.3%141.8064.4%11.1%
35Δ164.3252.6%10.6%145.6362.5%9.4%
40Δ161.2953.4%9.4%149.1160.5%7.9%
45Δ158.2853.8%8.2%152.4460.2%6.8%
50Δ155.2753.8%7.0%155.6759.9%5.8%
55Δ152.3353.8%6.0%158.7157.7%4.7%
60Δ149.3854.0%5.1%162.2958.3%3.9%
65Δ146.3154.8%4.3%165.9959.3%3.3%
70Δ142.9756.1%3.6%169.1156.9%2.5%
75Δ139.3457.7%2.9%173.7357.9%1.9%
80Δ135.3758.6%2.3%178.6658.2%1.3%

20Δ

Calls
Pseudo strike
175.13
IV
51.2%
B/E move
16.0%
Puts
Pseudo strike
134.99
IV
60.2%
B/E move
13.8%

25Δ

Calls
Pseudo strike
171.38
IV
52.1%
B/E move
14.1%
Puts
Pseudo strike
138.25
IV
63.5%
B/E move
12.6%

30Δ

Calls
Pseudo strike
167.76
IV
52.4%
B/E move
12.3%
Puts
Pseudo strike
141.80
IV
64.4%
B/E move
11.1%

35Δ

Calls
Pseudo strike
164.32
IV
52.6%
B/E move
10.6%
Puts
Pseudo strike
145.63
IV
62.5%
B/E move
9.4%

40Δ

Calls
Pseudo strike
161.29
IV
53.4%
B/E move
9.4%
Puts
Pseudo strike
149.11
IV
60.5%
B/E move
7.9%

45Δ

Calls
Pseudo strike
158.28
IV
53.8%
B/E move
8.2%
Puts
Pseudo strike
152.44
IV
60.2%
B/E move
6.8%

50Δ

Calls
Pseudo strike
155.27
IV
53.8%
B/E move
7.0%
Puts
Pseudo strike
155.67
IV
59.9%
B/E move
5.8%

55Δ

Calls
Pseudo strike
152.33
IV
53.8%
B/E move
6.0%
Puts
Pseudo strike
158.71
IV
57.7%
B/E move
4.7%

60Δ

Calls
Pseudo strike
149.38
IV
54.0%
B/E move
5.1%
Puts
Pseudo strike
162.29
IV
58.3%
B/E move
3.9%

65Δ

Calls
Pseudo strike
146.31
IV
54.8%
B/E move
4.3%
Puts
Pseudo strike
165.99
IV
59.3%
B/E move
3.3%

70Δ

Calls
Pseudo strike
142.97
IV
56.1%
B/E move
3.6%
Puts
Pseudo strike
169.11
IV
56.9%
B/E move
2.5%

75Δ

Calls
Pseudo strike
139.34
IV
57.7%
B/E move
2.9%
Puts
Pseudo strike
173.73
IV
57.9%
B/E move
1.9%

80Δ

Calls
Pseudo strike
135.37
IV
58.6%
B/E move
2.3%
Puts
Pseudo strike
178.66
IV
58.2%
B/E move
1.3%

Options history

No recorded observations