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Direxion Daily NYSE FANG+ Bull 2X ETF FNGG

i

Market datapartial · fetched 2026-11-13T00:49:18.227Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-12T23:30:00.002928214Z

FundamentalsAlpha Vantage · unavailable

Share price$228.19
1D+0.5%
AH$227$228$229$230$2315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFNGG
Sold putSold callAH

Direxion Daily NYSE FANG+ Bull 2X ETF options

Live interpolated FNGG call and put midpoint premiums by absolute delta.Direxion Daily NYSE FANG+ Bull 2X ETF$0.00$0.27$0.54$0.81$1.08$-0.23$0.14$0.50$0.86$1.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFNGG PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
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
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

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

IV · four-Friday blend46.31%
Daily close
FNGG34.5%40.8%47.2%2026-08-14: 36.31%2026-08-17: 37.65%2026-08-18: 38.84%2026-08-19: 38.36%2026-08-20: 40.67%2026-08-21: 39.81%2026-08-24: 40.07%2026-08-25: 39.03%2026-08-26: 38.74%2026-08-27: 36.96%2026-08-28: 36.53%2026-08-31: 36.44%2026-09-01: 37.53%2026-09-02: 36.75%2026-09-03: 35.76%2026-09-04: 35.63%2026-09-08: 38.08%2026-09-09: 39.29%2026-09-10: 40.22%2026-09-11: 36.43%2026-09-14: 39.02%2026-09-15: 40.09%2026-09-16: 40.32%2026-09-17: 35.82%2026-09-18: 35.87%2026-09-21: 36.73%2026-09-22: 36.80%2026-09-23: 39.24%2026-09-24: 40.05%2026-09-25: 39.11%2026-09-28: 40.36%2026-09-29: 39.96%2026-09-30: 40.18%2026-10-01: 40.47%2026-10-02: 38.76%2026-10-05: 38.28%2026-10-06: 37.10%2026-10-07: 36.42%2026-10-08: 37.26%2026-10-09: 35.35%2026-10-12: 36.68%2026-10-13: 37.32%2026-10-14: 40.68%2026-10-15: 39.83%2026-10-16: 40.14%2026-10-19: 39.64%2026-10-20: 40.44%2026-10-21: 40.24%2026-10-22: 44.66%2026-10-23: 45.16%2026-10-26: 42.59%2026-10-27: 41.35%2026-10-28: 39.85%2026-10-29: 40.27%2026-10-30: 46.31%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
36.31%
37.65%
38.84%
38.36%
40.67%
39.81%
40.07%
39.03%
38.74%
36.96%
36.53%
36.44%
37.53%
36.75%
35.76%
35.63%
38.08%
39.29%
40.22%
36.43%
39.02%
40.09%
40.32%
35.82%
35.87%
36.73%
36.80%
39.24%
40.05%
39.11%
40.36%
39.96%
40.18%
40.47%
38.76%
38.28%
37.10%
36.42%
37.26%
35.35%
36.68%
37.32%
40.68%
39.83%
40.14%
39.64%
40.44%
40.24%
44.66%
45.16%
42.59%
41.35%
39.85%
40.27%
46.31%