IntraAlpha
Create free account Start free

Direxion Daily Industrials Bull 3X ETF DUSL

i

Market datapartial · fetched 2026-10-22T19:32:30.957Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-10-22T19:26:32.823345909Z

FundamentalsAlpha Vantage · unavailable

Share price$72.22
1D+0.3%
$70.69$71.10$71.51$71.92$72.335:30 AM6:30 AM9:00 AM1:00 PMDUSL
Sold putSold call

Direxion Daily Industrials Bull 3X ETF options

Live interpolated DUSL call and put midpoint premiums by absolute delta.Direxion Daily Industrials Bull 3X ETF$3.71$9.48$15.25$21.02$26.78$38.44$57.39$76.33$95.27$114.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DUSL spot · $72.22DUSL PRICE$4.34$5.28$6.38$7.73$9.23$10.73$12.23$13.97$11.63$14.32$17.02$19.72$22.42$25.12
PutsExpensive1.14×
CallsExpensive1.22×
SkewBullish-3.39 pp
Implied moveBearish±$23.55
TiltBearish22.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ96.3459.2%39.4%
35Δ91.1159.1%33.5%
40Δ86.8559.5%29.1%
45Δ83.0260.3%25.7%75.1158.4%12.1%
50Δ79.3161.1%22.6%79.0458.0%10.4%
55Δ75.6161.9%19.6%82.9657.7%8.7%
60Δ71.9062.7%16.5%86.8957.3%7.0%
65Δ68.1863.5%13.7%90.8157.0%5.3%
70Δ94.7456.6%3.6%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
96.34
IV
59.2%
B/E move
39.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
91.11
IV
59.1%
B/E move
33.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
86.85
IV
59.5%
B/E move
29.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
83.02
IV
60.3%
B/E move
25.7%
Puts
Pseudo strike
75.11
IV
58.4%
B/E move
12.1%

50Δ

Calls
Pseudo strike
79.31
IV
61.1%
B/E move
22.6%
Puts
Pseudo strike
79.04
IV
58.0%
B/E move
10.4%

55Δ

Calls
Pseudo strike
75.61
IV
61.9%
B/E move
19.6%
Puts
Pseudo strike
82.96
IV
57.7%
B/E move
8.7%

60Δ

Calls
Pseudo strike
71.90
IV
62.7%
B/E move
16.5%
Puts
Pseudo strike
86.89
IV
57.3%
B/E move
7.0%

65Δ

Calls
Pseudo strike
68.18
IV
63.5%
B/E move
13.7%
Puts
Pseudo strike
90.81
IV
57.0%
B/E move
5.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
94.74
IV
56.6%
B/E move
3.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

DUSL55.1356.3057.472026-10-20: 55.29%2026-10-21: 57.31%Oct 20Oct 21
Table
DateIV
55.29%
57.31%