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Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF GUSH

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Market dataready · fetched 2026-11-12T03:08:06.150Z

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 · 2026-11-12T01:00:00.09923023Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:08:05.674956+00:00

Share price$39.94
1D+3.1%
AH$38.40$38.87$39.34$39.81$40.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGUSH
Sold putSold callAH

Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF options

Live interpolated GUSH call and put midpoint premiums by absolute delta.Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF$0.29$1.64$3.00$4.36$5.71$32.79$36.91$41.02$45.14$49.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GUSH spot · $39.94GUSH PRICE$0.43$0.60$0.71$0.86$1.04$1.27$1.51$1.65$1.74$1.91$2.35$2.92$3.70$0.61$0.81$1.01$1.24$1.49$1.72$2.01$2.40$2.88$3.30$3.55$4.45$5.32
PutsCheap0.86×
CallsCheap0.82×
SkewBearish+16.57 pp
Implied moveBearish±$3.52
TiltBearish19.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.6262.3%10.3%36.1678.1%11.0%
25Δ43.1466.7%9.5%36.9478.1%9.5%
30Δ42.3563.2%7.8%37.7378.0%8.1%
35Δ41.6860.9%6.5%38.4278.0%6.9%
40Δ41.1661.3%5.7%39.0577.7%6.0%
45Δ40.6762.5%5.0%39.6575.1%5.0%
50Δ40.1863.9%4.4%40.2674.2%4.2%
55Δ39.7360.7%3.6%40.8775.6%3.7%
60Δ39.3154.9%2.8%41.5677.8%3.2%
65Δ38.8651.5%2.1%42.1977.4%2.6%
70Δ38.3255.1%1.8%42.7072.5%2.0%
75Δ37.6358.8%1.5%43.7577.7%1.6%
80Δ36.7362.6%1.2%44.7879.6%1.2%

20Δ

Calls
Pseudo strike
43.62
IV
62.3%
B/E move
10.3%
Puts
Pseudo strike
36.16
IV
78.1%
B/E move
11.0%

25Δ

Calls
Pseudo strike
43.14
IV
66.7%
B/E move
9.5%
Puts
Pseudo strike
36.94
IV
78.1%
B/E move
9.5%

30Δ

Calls
Pseudo strike
42.35
IV
63.2%
B/E move
7.8%
Puts
Pseudo strike
37.73
IV
78.0%
B/E move
8.1%

35Δ

Calls
Pseudo strike
41.68
IV
60.9%
B/E move
6.5%
Puts
Pseudo strike
38.42
IV
78.0%
B/E move
6.9%

40Δ

Calls
Pseudo strike
41.16
IV
61.3%
B/E move
5.7%
Puts
Pseudo strike
39.05
IV
77.7%
B/E move
6.0%

45Δ

Calls
Pseudo strike
40.67
IV
62.5%
B/E move
5.0%
Puts
Pseudo strike
39.65
IV
75.1%
B/E move
5.0%

50Δ

Calls
Pseudo strike
40.18
IV
63.9%
B/E move
4.4%
Puts
Pseudo strike
40.26
IV
74.2%
B/E move
4.2%

55Δ

Calls
Pseudo strike
39.73
IV
60.7%
B/E move
3.6%
Puts
Pseudo strike
40.87
IV
75.6%
B/E move
3.7%

60Δ

Calls
Pseudo strike
39.31
IV
54.9%
B/E move
2.8%
Puts
Pseudo strike
41.56
IV
77.8%
B/E move
3.2%

65Δ

Calls
Pseudo strike
38.86
IV
51.5%
B/E move
2.1%
Puts
Pseudo strike
42.19
IV
77.4%
B/E move
2.6%

70Δ

Calls
Pseudo strike
38.32
IV
55.1%
B/E move
1.8%
Puts
Pseudo strike
42.70
IV
72.5%
B/E move
2.0%

75Δ

Calls
Pseudo strike
37.63
IV
58.8%
B/E move
1.5%
Puts
Pseudo strike
43.75
IV
77.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
36.73
IV
62.6%
B/E move
1.2%
Puts
Pseudo strike
44.78
IV
79.6%
B/E move
1.2%

Options history

IV · four-Friday blend70.79%
Daily EOD
GUSH63.2%67.3%71.3%2026-10-19: 63.80%2026-10-20: 66.07%2026-10-21: 65.69%2026-10-22: 68.57%2026-10-23: 69.54%2026-10-26: 69.62%2026-10-27: 68.10%2026-10-28: 68.83%2026-10-29: 68.05%2026-10-30: 70.79%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
63.80%
66.07%
65.69%
68.57%
69.54%
69.62%
68.10%
68.83%
68.05%
70.79%