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Direxion Daily MSCI South Korea Bull 3X ETF KORU

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Market dataready · fetched 2026-10-21T17:01:22.741Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:21.656475675Z

FundamentalsAlpha Vantage · ready

Share price$11.92
1D-2.1%
$11.50$11.73$11.96$12.19$12.425:30 AM6:30 AM9:00 AM1:00 PMKORU
Sold putSold call

Direxion Daily MSCI South Korea Bull 3X ETF options

Live interpolated KORU call and put midpoint premiums by absolute delta.Direxion Daily MSCI South Korea Bull 3X ETF$0.09$0.65$1.20$1.76$2.32$9.46$10.55$11.64$12.72$13.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KORU spot · $11.92KORU PRICE$0.15$0.19$0.26$0.32$0.39$0.47$0.54$0.63$0.73$0.82$0.95$1.08$1.22$0.19$0.25$0.32$0.38$0.47$0.57$0.66$0.80$0.94$1.07$1.20$1.93$2.16
PutsCheap0.81×
CallsExpensive1.11×
SkewBearish+20.00 pp
Implied moveBearish±$1.21
TiltBearish17.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.27156.0%12.6%10.72180.0%11.7%
25Δ12.95152.4%10.3%11.00178.1%9.8%
30Δ12.77157.6%9.3%11.22174.5%8.5%
35Δ12.58162.8%8.2%11.44170.9%7.2%
40Δ12.39165.4%7.3%11.64170.8%6.3%
45Δ12.20165.9%6.3%11.83172.0%5.5%
50Δ12.01166.5%5.4%12.02173.3%4.7%
55Δ11.83165.4%4.6%12.23175.9%4.1%
60Δ11.65164.1%3.8%12.44178.5%3.5%
65Δ11.46163.0%3.1%12.65176.0%2.9%
70Δ11.27162.1%2.5%12.85171.4%2.3%
75Δ11.07161.2%1.9%13.57223.1%2.3%
80Δ10.87156.7%1.4%13.88214.5%1.7%

20Δ

Calls
Pseudo strike
13.27
IV
156.0%
B/E move
12.6%
Puts
Pseudo strike
10.72
IV
180.0%
B/E move
11.7%

25Δ

Calls
Pseudo strike
12.95
IV
152.4%
B/E move
10.3%
Puts
Pseudo strike
11.00
IV
178.1%
B/E move
9.8%

30Δ

Calls
Pseudo strike
12.77
IV
157.6%
B/E move
9.3%
Puts
Pseudo strike
11.22
IV
174.5%
B/E move
8.5%

35Δ

Calls
Pseudo strike
12.58
IV
162.8%
B/E move
8.2%
Puts
Pseudo strike
11.44
IV
170.9%
B/E move
7.2%

40Δ

Calls
Pseudo strike
12.39
IV
165.4%
B/E move
7.3%
Puts
Pseudo strike
11.64
IV
170.8%
B/E move
6.3%

45Δ

Calls
Pseudo strike
12.20
IV
165.9%
B/E move
6.3%
Puts
Pseudo strike
11.83
IV
172.0%
B/E move
5.5%

50Δ

Calls
Pseudo strike
12.01
IV
166.5%
B/E move
5.4%
Puts
Pseudo strike
12.02
IV
173.3%
B/E move
4.7%

55Δ

Calls
Pseudo strike
11.83
IV
165.4%
B/E move
4.6%
Puts
Pseudo strike
12.23
IV
175.9%
B/E move
4.1%

60Δ

Calls
Pseudo strike
11.65
IV
164.1%
B/E move
3.8%
Puts
Pseudo strike
12.44
IV
178.5%
B/E move
3.5%

65Δ

Calls
Pseudo strike
11.46
IV
163.0%
B/E move
3.1%
Puts
Pseudo strike
12.65
IV
176.0%
B/E move
2.9%

70Δ

Calls
Pseudo strike
11.27
IV
162.1%
B/E move
2.5%
Puts
Pseudo strike
12.85
IV
171.4%
B/E move
2.3%

75Δ

Calls
Pseudo strike
11.07
IV
161.2%
B/E move
1.9%
Puts
Pseudo strike
13.57
IV
223.1%
B/E move
2.3%

80Δ

Calls
Pseudo strike
10.87
IV
156.7%
B/E move
1.4%
Puts
Pseudo strike
13.88
IV
214.5%
B/E move
1.7%

Options history

KORU149.55150.62151.682026-10-19: 151.53%2026-10-20: 149.70%Oct 19Oct 20
Table
DateIV
151.53%
149.70%