Share price$11.93
1D-2.0%
Sold putSold call
Direxion Daily MSCI South Korea Bull 3X ETF KORU
i
Market dataready · fetched 2026-10-21T17:52:14.042Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:52:08.462801894Z
FundamentalsAlpha Vantage · ready
Direxion Daily MSCI South Korea Bull 3X ETF options
PutsCheap0.75×
CallsExpensive1.13×
SkewBearish+6.23 pp
Implied moveBearish±$1.15
TiltBearish11.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.26 | 154.4% | 12.4% | 10.79 | 170.7% | 11.1% |
| 25Δ | 13.01 | 159.0% | 10.8% | 11.05 | 169.4% | 9.4% |
| 30Δ | 12.79 | 158.0% | 9.4% | 11.26 | 166.6% | 8.1% |
| 35Δ | 12.57 | 156.8% | 8.0% | 11.47 | 163.9% | 6.9% |
| 40Δ | 12.38 | 158.6% | 7.0% | 11.65 | 162.5% | 6.0% |
| 45Δ | 12.20 | 161.7% | 6.2% | 11.84 | 161.3% | 5.2% |
| 50Δ | 12.02 | 164.8% | 5.3% | 12.02 | 160.4% | 4.3% |
| 55Δ | 11.84 | 166.4% | 4.6% | 12.21 | 162.7% | 3.8% |
| 60Δ | 11.65 | 167.7% | 3.9% | 12.41 | 165.1% | 3.2% |
| 65Δ | 11.46 | 168.7% | 3.2% | 12.61 | 165.3% | 2.7% |
| 70Δ | 11.26 | 168.1% | 2.6% | 12.82 | 163.5% | 2.1% |
| 75Δ | 11.06 | 167.5% | 2.1% | 13.13 | 172.0% | 1.7% |
| 80Δ | 10.86 | 160.6% | 1.5% | 13.82 | 210.0% | 1.6% |
20Δ
- Pseudo strike
- 13.26
- IV
- 154.4%
- B/E move
- 12.4%
- Pseudo strike
- 10.79
- IV
- 170.7%
- B/E move
- 11.1%
25Δ
- Pseudo strike
- 13.01
- IV
- 159.0%
- B/E move
- 10.8%
- Pseudo strike
- 11.05
- IV
- 169.4%
- B/E move
- 9.4%
30Δ
- Pseudo strike
- 12.79
- IV
- 158.0%
- B/E move
- 9.4%
- Pseudo strike
- 11.26
- IV
- 166.6%
- B/E move
- 8.1%
35Δ
- Pseudo strike
- 12.57
- IV
- 156.8%
- B/E move
- 8.0%
- Pseudo strike
- 11.47
- IV
- 163.9%
- B/E move
- 6.9%
40Δ
- Pseudo strike
- 12.38
- IV
- 158.6%
- B/E move
- 7.0%
- Pseudo strike
- 11.65
- IV
- 162.5%
- B/E move
- 6.0%
45Δ
- Pseudo strike
- 12.20
- IV
- 161.7%
- B/E move
- 6.2%
- Pseudo strike
- 11.84
- IV
- 161.3%
- B/E move
- 5.2%
50Δ
- Pseudo strike
- 12.02
- IV
- 164.8%
- B/E move
- 5.3%
- Pseudo strike
- 12.02
- IV
- 160.4%
- B/E move
- 4.3%
55Δ
- Pseudo strike
- 11.84
- IV
- 166.4%
- B/E move
- 4.6%
- Pseudo strike
- 12.21
- IV
- 162.7%
- B/E move
- 3.8%
60Δ
- Pseudo strike
- 11.65
- IV
- 167.7%
- B/E move
- 3.9%
- Pseudo strike
- 12.41
- IV
- 165.1%
- B/E move
- 3.2%
65Δ
- Pseudo strike
- 11.46
- IV
- 168.7%
- B/E move
- 3.2%
- Pseudo strike
- 12.61
- IV
- 165.3%
- B/E move
- 2.7%
70Δ
- Pseudo strike
- 11.26
- IV
- 168.1%
- B/E move
- 2.6%
- Pseudo strike
- 12.82
- IV
- 163.5%
- B/E move
- 2.1%
75Δ
- Pseudo strike
- 11.06
- IV
- 167.5%
- B/E move
- 2.1%
- Pseudo strike
- 13.13
- IV
- 172.0%
- B/E move
- 1.7%
80Δ
- Pseudo strike
- 10.86
- IV
- 160.6%
- B/E move
- 1.5%
- Pseudo strike
- 13.82
- IV
- 210.0%
- B/E move
- 1.6%
Options history
Table
| Date | IV |
|---|---|
| 151.53% | |
| 149.70% |