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Direxion Daily Industrials Bull 3X ETF DUSL

i

Market dataready · fetched 2026-11-12T03:00:30.864Z

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 · 2026-11-12T01:00:00.101464701Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:00:30.454971+00:00

Share price$77.16
1D+1.1%
AH$74.87$75.63$76.38$77.14$77.905:30 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$0.97$2.46$3.94$5.43$6.92$63.53$69.91$76.30$82.69$89.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DUSL spot · $77.16DUSL PRICE$1.13$1.34$1.52$1.74$1.95$2.17$2.50$2.89$3.28$3.67$4.20$4.76$5.40$1.33$1.48$1.74$2.11$2.55$3.07$3.64$4.23$4.79$5.58$6.49
Puts——
CallsCheap0.76×
Skew——
Implied moveBearish±$6.14
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.6389.1%15.0%69.1393.1%12.1%
25Δ84.6580.1%11.4%71.7178.1%9.0%
30Δ82.3170.7%8.6%73.3071.7%7.3%
35Δ80.7465.3%6.9%74.4969.5%6.2%
40Δ79.4559.9%5.5%75.5869.2%5.4%
45Δ78.4055.7%4.4%76.6469.7%4.7%
50Δ77.5254.4%3.7%77.7170.0%4.0%
55Δ76.6954.2%3.1%78.7769.6%3.4%
60Δ75.8853.2%2.6%
65Δ75.1151.6%2.1%
70Δ74.2851.3%1.7%80.8851.9%1.4%
75Δ73.4350.6%1.3%81.9252.3%1.1%
80Δ72.5349.7%1.0%83.0552.3%0.8%

20Δ

Calls
Pseudo strike
87.63
IV
89.1%
B/E move
15.0%
Puts
Pseudo strike
69.13
IV
93.1%
B/E move
12.1%

25Δ

Calls
Pseudo strike
84.65
IV
80.1%
B/E move
11.4%
Puts
Pseudo strike
71.71
IV
78.1%
B/E move
9.0%

30Δ

Calls
Pseudo strike
82.31
IV
70.7%
B/E move
8.6%
Puts
Pseudo strike
73.30
IV
71.7%
B/E move
7.3%

35Δ

Calls
Pseudo strike
80.74
IV
65.3%
B/E move
6.9%
Puts
Pseudo strike
74.49
IV
69.5%
B/E move
6.2%

40Δ

Calls
Pseudo strike
79.45
IV
59.9%
B/E move
5.5%
Puts
Pseudo strike
75.58
IV
69.2%
B/E move
5.4%

45Δ

Calls
Pseudo strike
78.40
IV
55.7%
B/E move
4.4%
Puts
Pseudo strike
76.64
IV
69.7%
B/E move
4.7%

50Δ

Calls
Pseudo strike
77.52
IV
54.4%
B/E move
3.7%
Puts
Pseudo strike
77.71
IV
70.0%
B/E move
4.0%

55Δ

Calls
Pseudo strike
76.69
IV
54.2%
B/E move
3.1%
Puts
Pseudo strike
78.77
IV
69.6%
B/E move
3.4%

60Δ

Calls
Pseudo strike
75.88
IV
53.2%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
75.11
IV
51.6%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
74.28
IV
51.3%
B/E move
1.7%
Puts
Pseudo strike
80.88
IV
51.9%
B/E move
1.4%

75Δ

Calls
Pseudo strike
73.43
IV
50.6%
B/E move
1.3%
Puts
Pseudo strike
81.92
IV
52.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
72.53
IV
49.7%
B/E move
1.0%
Puts
Pseudo strike
83.05
IV
52.3%
B/E move
0.8%

Options history

IV · four-Friday blend62.39%
Daily EOD
DUSL54.5%60.0%65.4%2026-10-20: 55.29%2026-10-21: 57.31%2026-10-22: 59.10%2026-10-23: 64.66%2026-10-26: 58.40%2026-10-27: 57.44%2026-10-28: 58.57%2026-10-29: 55.38%2026-10-30: 62.39%Oct 20Oct 26Oct 30
9 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
55.29%
57.31%
59.10%
64.66%
58.40%
57.44%
58.57%
55.38%
62.39%