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Direxion Daily Industrials Bull 3X ETF DUSL

i

Market dataready · fetched 2026-10-22T20:45:10.410Z

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 · 2026-10-22T20:10:00.003611101Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T20:45:08.695074+00:00

Share price$72.92
1D+1.2%
AH$70.63$71.25$71.86$72.47$73.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDUSL
Sold putSold callAH

Direxion Daily Industrials Bull 3X ETF options

Live interpolated DUSL call and put midpoint premiums by absolute delta.Direxion Daily Industrials Bull 3X ETF$1.16$4.56$7.96$11.36$14.76$55.68$63.99$72.30$80.61$88.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DUSL spot · $72.92DUSL PRICE$1.53$1.80$2.11$2.58$3.13$3.70$4.28$4.96$5.73$6.55$8.19$10.44$12.46$1.97$2.44$3.08$3.71$4.42$5.17$6.27$7.47$9.10$10.94$10.92$11.92$13.78
PutsExpensive1.16×
CallsExpensive1.12×
SkewBearish+6.07 pp
Implied moveBearish±$10.54
TiltBearish15.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.0673.3%24.2%62.1477.7%17.5%
25Δ84.0164.0%17.7%65.1371.7%14.0%
30Δ80.8658.6%13.8%67.1670.1%12.1%
35Δ78.9758.2%11.8%69.1768.7%10.2%
40Δ77.3158.4%10.3%70.9867.3%8.7%
45Δ75.7058.3%8.9%72.7166.0%7.4%
50Δ74.1257.5%7.5%74.4967.4%6.4%
55Δ72.6257.4%6.4%76.3668.4%5.5%
60Δ71.1357.7%5.4%78.5371.2%4.8%
65Δ69.6357.4%4.5%80.9373.3%4.0%
70Δ67.5862.4%3.9%81.7764.6%2.8%
75Δ65.1271.7%3.6%83.3861.0%2.0%
80Δ62.5574.0%2.9%85.6860.5%1.4%

20Δ

Calls
Pseudo strike
89.06
IV
73.3%
B/E move
24.2%
Puts
Pseudo strike
62.14
IV
77.7%
B/E move
17.5%

25Δ

Calls
Pseudo strike
84.01
IV
64.0%
B/E move
17.7%
Puts
Pseudo strike
65.13
IV
71.7%
B/E move
14.0%

30Δ

Calls
Pseudo strike
80.86
IV
58.6%
B/E move
13.8%
Puts
Pseudo strike
67.16
IV
70.1%
B/E move
12.1%

35Δ

Calls
Pseudo strike
78.97
IV
58.2%
B/E move
11.8%
Puts
Pseudo strike
69.17
IV
68.7%
B/E move
10.2%

40Δ

Calls
Pseudo strike
77.31
IV
58.4%
B/E move
10.3%
Puts
Pseudo strike
70.98
IV
67.3%
B/E move
8.7%

45Δ

Calls
Pseudo strike
75.70
IV
58.3%
B/E move
8.9%
Puts
Pseudo strike
72.71
IV
66.0%
B/E move
7.4%

50Δ

Calls
Pseudo strike
74.12
IV
57.5%
B/E move
7.5%
Puts
Pseudo strike
74.49
IV
67.4%
B/E move
6.4%

55Δ

Calls
Pseudo strike
72.62
IV
57.4%
B/E move
6.4%
Puts
Pseudo strike
76.36
IV
68.4%
B/E move
5.5%

60Δ

Calls
Pseudo strike
71.13
IV
57.7%
B/E move
5.4%
Puts
Pseudo strike
78.53
IV
71.2%
B/E move
4.8%

65Δ

Calls
Pseudo strike
69.63
IV
57.4%
B/E move
4.5%
Puts
Pseudo strike
80.93
IV
73.3%
B/E move
4.0%

70Δ

Calls
Pseudo strike
67.58
IV
62.4%
B/E move
3.9%
Puts
Pseudo strike
81.77
IV
64.6%
B/E move
2.8%

75Δ

Calls
Pseudo strike
65.12
IV
71.7%
B/E move
3.6%
Puts
Pseudo strike
83.38
IV
61.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
62.55
IV
74.0%
B/E move
2.9%
Puts
Pseudo strike
85.68
IV
60.5%
B/E move
1.4%

Options history

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