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Direxion Daily NYSE FANG+ Bull 2X ETF FNGG

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Market datapartial · fetched 2026-10-23T01:40:19.433Z

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$2.41$10.99$19.57$28.16$36.74$204.86$228.84$252.82$276.80$300.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNGG spot · $249.25FNGG PRICE$3.33$4.30$5.61$7.04$8.62$10.48$12.50$15.07$18.36$22.05$25.30$29.27$33.75$4.93$6.47$8.11$9.52$11.29$13.19$15.08$17.19$19.67$22.39$25.59$28.32$34.27
PutsExpensive1.25×
CallsExpensive1.43×
SkewNeutral+0.08 pp
Implied moveBearish±$27.58
TiltBearish4.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ280.5045.0%13.9%220.7758.0%13.4%
25Δ273.6143.4%11.5%227.3156.7%11.4%
30Δ269.2144.6%10.3%233.0855.7%9.7%
35Δ264.8945.6%9.1%238.6452.9%8.1%
40Δ260.6346.2%8.0%243.5151.7%6.8%
45Δ256.5347.4%7.1%248.0650.6%5.8%
50Δ252.3548.3%6.3%252.4049.1%4.8%
55Δ248.0150.2%5.5%256.6447.9%3.9%
60Δ243.3553.5%5.0%260.9347.3%3.2%
65Δ238.1256.3%4.4%265.2846.6%2.6%
70Δ232.9756.5%3.6%269.9146.1%2.0%
75Δ227.1657.1%2.9%274.0444.1%1.4%
80Δ221.0857.3%2.2%280.9845.7%1.0%

20Δ

Calls
Pseudo strike
280.50
IV
45.0%
B/E move
13.9%
Puts
Pseudo strike
220.77
IV
58.0%
B/E move
13.4%

25Δ

Calls
Pseudo strike
273.61
IV
43.4%
B/E move
11.5%
Puts
Pseudo strike
227.31
IV
56.7%
B/E move
11.4%

30Δ

Calls
Pseudo strike
269.21
IV
44.6%
B/E move
10.3%
Puts
Pseudo strike
233.08
IV
55.7%
B/E move
9.7%

35Δ

Calls
Pseudo strike
264.89
IV
45.6%
B/E move
9.1%
Puts
Pseudo strike
238.64
IV
52.9%
B/E move
8.1%

40Δ

Calls
Pseudo strike
260.63
IV
46.2%
B/E move
8.0%
Puts
Pseudo strike
243.51
IV
51.7%
B/E move
6.8%

45Δ

Calls
Pseudo strike
256.53
IV
47.4%
B/E move
7.1%
Puts
Pseudo strike
248.06
IV
50.6%
B/E move
5.8%

50Δ

Calls
Pseudo strike
252.35
IV
48.3%
B/E move
6.3%
Puts
Pseudo strike
252.40
IV
49.1%
B/E move
4.8%

55Δ

Calls
Pseudo strike
248.01
IV
50.2%
B/E move
5.5%
Puts
Pseudo strike
256.64
IV
47.9%
B/E move
3.9%

60Δ

Calls
Pseudo strike
243.35
IV
53.5%
B/E move
5.0%
Puts
Pseudo strike
260.93
IV
47.3%
B/E move
3.2%

65Δ

Calls
Pseudo strike
238.12
IV
56.3%
B/E move
4.4%
Puts
Pseudo strike
265.28
IV
46.6%
B/E move
2.6%

70Δ

Calls
Pseudo strike
232.97
IV
56.5%
B/E move
3.6%
Puts
Pseudo strike
269.91
IV
46.1%
B/E move
2.0%

75Δ

Calls
Pseudo strike
227.16
IV
57.1%
B/E move
2.9%
Puts
Pseudo strike
274.04
IV
44.1%
B/E move
1.4%

80Δ

Calls
Pseudo strike
221.08
IV
57.3%
B/E move
2.2%
Puts
Pseudo strike
280.98
IV
45.7%
B/E move
1.0%

Options history

No recorded observations