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

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Market dataready · fetched 2026-10-23T03:00:07.066Z

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 · 2026-10-23T00:00:00.107251273Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T03:00:06.456914+00:00

Share price$48.35
1D-3.0%
AH$46$47$49$50$515:30 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$0.64$3.67$6.71$9.75$12.78$35.85$41.84$47.83$53.82$59.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GUSH spot · $48.35GUSH PRICE$0.97$1.27$1.57$2.00$2.31$2.85$3.30$3.75$4.26$5.06$5.73$6.60$7.35$1.23$1.70$2.24$2.79$3.35$3.81$4.76$5.52$6.49$7.51$8.56$9.92$11.91
PutsExpensive1.33×
CallsExpensive1.13×
SkewBearish+7.64 pp
Implied moveBearish±$8.06
TiltBearish19.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.3269.6%22.6%41.6473.2%16.4%
25Δ56.2768.3%19.0%43.0175.0%14.6%
30Δ54.4766.5%15.9%44.3476.4%12.9%
35Δ53.2668.9%14.3%45.6776.6%11.3%
40Δ51.7065.6%11.7%47.0175.9%9.7%
45Δ50.6468.7%10.6%48.2872.3%8.0%
50Δ49.4168.1%9.0%49.6375.9%7.2%
55Δ48.2166.6%7.5%50.9575.3%6.0%
60Δ47.0865.6%6.2%52.3975.7%5.1%
65Δ45.8868.2%5.4%53.8675.5%4.1%
70Δ44.7067.3%4.3%55.3474.3%3.2%
75Δ43.4167.9%3.4%57.0974.2%2.5%
80Δ42.2265.6%2.5%59.4075.7%1.8%

20Δ

Calls
Pseudo strike
58.32
IV
69.6%
B/E move
22.6%
Puts
Pseudo strike
41.64
IV
73.2%
B/E move
16.4%

25Δ

Calls
Pseudo strike
56.27
IV
68.3%
B/E move
19.0%
Puts
Pseudo strike
43.01
IV
75.0%
B/E move
14.6%

30Δ

Calls
Pseudo strike
54.47
IV
66.5%
B/E move
15.9%
Puts
Pseudo strike
44.34
IV
76.4%
B/E move
12.9%

35Δ

Calls
Pseudo strike
53.26
IV
68.9%
B/E move
14.3%
Puts
Pseudo strike
45.67
IV
76.6%
B/E move
11.3%

40Δ

Calls
Pseudo strike
51.70
IV
65.6%
B/E move
11.7%
Puts
Pseudo strike
47.01
IV
75.9%
B/E move
9.7%

45Δ

Calls
Pseudo strike
50.64
IV
68.7%
B/E move
10.6%
Puts
Pseudo strike
48.28
IV
72.3%
B/E move
8.0%

50Δ

Calls
Pseudo strike
49.41
IV
68.1%
B/E move
9.0%
Puts
Pseudo strike
49.63
IV
75.9%
B/E move
7.2%

55Δ

Calls
Pseudo strike
48.21
IV
66.6%
B/E move
7.5%
Puts
Pseudo strike
50.95
IV
75.3%
B/E move
6.0%

60Δ

Calls
Pseudo strike
47.08
IV
65.6%
B/E move
6.2%
Puts
Pseudo strike
52.39
IV
75.7%
B/E move
5.1%

65Δ

Calls
Pseudo strike
45.88
IV
68.2%
B/E move
5.4%
Puts
Pseudo strike
53.86
IV
75.5%
B/E move
4.1%

70Δ

Calls
Pseudo strike
44.70
IV
67.3%
B/E move
4.3%
Puts
Pseudo strike
55.34
IV
74.3%
B/E move
3.2%

75Δ

Calls
Pseudo strike
43.41
IV
67.9%
B/E move
3.4%
Puts
Pseudo strike
57.09
IV
74.2%
B/E move
2.5%

80Δ

Calls
Pseudo strike
42.22
IV
65.6%
B/E move
2.5%
Puts
Pseudo strike
59.40
IV
75.7%
B/E move
1.8%

Options history

No recorded observations