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Direxion Daily NYSE FANG+ Bull 2X ETF FNGG

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Market datapartial · fetched 2026-10-23T16:43:01.929Z

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 · 2026-10-23T00:00:00.067490609Z

FundamentalsAlpha Vantage · unavailable

Share price$249.25
1D-3.8%
AH$246$249$252$256$2595:30 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$2.18$11.70$21.22$30.74$40.26$206.40$229.96$253.51$277.06$300.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNGG spot · $249.25FNGG PRICE$3.21$4.32$5.61$7.05$8.79$10.70$12.83$15.30$18.21$21.70$25.88$30.75$37.52$4.99$6.32$7.83$9.36$10.92$12.67$14.49$16.37$18.35$20.63$23.16$26.09$29.54
PutsExpensive1.20×
CallsExpensive1.57×
SkewBullish-3.29 pp
Implied moveBearish±$27.32
TiltBalanced0.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ279.0543.9%13.2%220.4859.7%13.5%
25Δ273.7444.4%11.6%227.6156.6%11.2%
30Δ269.2045.4%10.3%233.5054.8%9.5%
35Δ264.8846.4%9.1%238.7752.9%8.0%
40Δ260.8548.0%8.2%243.5951.0%6.7%
45Δ256.7049.3%7.3%248.0249.6%5.6%
50Δ252.4450.6%6.4%252.2048.2%4.6%
55Δ248.0352.1%5.7%256.2146.7%3.8%
60Δ243.3753.9%4.9%260.0945.2%3.0%
65Δ238.2556.2%4.3%263.9643.9%2.4%
70Δ232.5258.9%3.7%267.9042.7%1.8%
75Δ226.0961.5%3.0%272.0841.6%1.3%
80Δ217.9465.9%2.5%276.6340.6%0.9%

20Δ

Calls
Pseudo strike
279.05
IV
43.9%
B/E move
13.2%
Puts
Pseudo strike
220.48
IV
59.7%
B/E move
13.5%

25Δ

Calls
Pseudo strike
273.74
IV
44.4%
B/E move
11.6%
Puts
Pseudo strike
227.61
IV
56.6%
B/E move
11.2%

30Δ

Calls
Pseudo strike
269.20
IV
45.4%
B/E move
10.3%
Puts
Pseudo strike
233.50
IV
54.8%
B/E move
9.5%

35Δ

Calls
Pseudo strike
264.88
IV
46.4%
B/E move
9.1%
Puts
Pseudo strike
238.77
IV
52.9%
B/E move
8.0%

40Δ

Calls
Pseudo strike
260.85
IV
48.0%
B/E move
8.2%
Puts
Pseudo strike
243.59
IV
51.0%
B/E move
6.7%

45Δ

Calls
Pseudo strike
256.70
IV
49.3%
B/E move
7.3%
Puts
Pseudo strike
248.02
IV
49.6%
B/E move
5.6%

50Δ

Calls
Pseudo strike
252.44
IV
50.6%
B/E move
6.4%
Puts
Pseudo strike
252.20
IV
48.2%
B/E move
4.6%

55Δ

Calls
Pseudo strike
248.03
IV
52.1%
B/E move
5.7%
Puts
Pseudo strike
256.21
IV
46.7%
B/E move
3.8%

60Δ

Calls
Pseudo strike
243.37
IV
53.9%
B/E move
4.9%
Puts
Pseudo strike
260.09
IV
45.2%
B/E move
3.0%

65Δ

Calls
Pseudo strike
238.25
IV
56.2%
B/E move
4.3%
Puts
Pseudo strike
263.96
IV
43.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
232.52
IV
58.9%
B/E move
3.7%
Puts
Pseudo strike
267.90
IV
42.7%
B/E move
1.8%

75Δ

Calls
Pseudo strike
226.09
IV
61.5%
B/E move
3.0%
Puts
Pseudo strike
272.08
IV
41.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
217.94
IV
65.9%
B/E move
2.5%
Puts
Pseudo strike
276.63
IV
40.6%
B/E move
0.9%

Options history

No recorded observations