IntraAlpha
Create free account Start free

Direxion Daily MSCI South Korea Bull 3X ETF KORU

i

Market dataready · fetched 2026-10-21T17:52:58.459Z

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 · 2026-10-21T17:52:53.897898917Z

FundamentalsAlpha Vantage · ready

Share price$11.93
1D-2.0%
$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$0.21$2.31$4.42$6.53$8.63$4.73$10.04$15.35$20.66$25.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KORU spot · $11.93KORU PRICE$0.44$0.58$0.74$0.89$1.07$1.24$1.48$1.72$1.98$2.23$2.51$2.90$3.26$0.74$0.98$1.22$1.55$1.90$2.21$2.74$3.15$3.89$4.61$5.06$6.01$8.03
PutsFair1.00×
CallsFair1.04×
SkewBearish+14.56 pp
Implied moveBearish±$4.23
TiltBearish33.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.90135.2%53.7%9.09154.2%30.0%
25Δ16.81135.9%45.8%9.80152.3%26.1%
30Δ15.91137.6%39.6%10.48146.9%22.3%
35Δ14.95134.3%32.8%11.12148.8%19.8%
40Δ14.22134.8%28.2%11.76149.2%17.4%
45Δ13.47131.6%23.3%12.38144.7%14.7%
50Δ12.91136.0%20.7%13.11149.5%13.0%
55Δ12.30137.2%17.6%13.77146.4%10.9%
60Δ11.71137.6%14.7%14.68152.0%9.5%
65Δ11.11135.1%11.8%15.59152.9%7.9%
70Δ10.53133.6%9.4%16.26145.8%6.1%
75Δ9.92136.4%7.5%17.38146.6%4.7%
80Δ9.32133.7%5.5%19.53159.0%3.6%

20Δ

Calls
Pseudo strike
17.90
IV
135.2%
B/E move
53.7%
Puts
Pseudo strike
9.09
IV
154.2%
B/E move
30.0%

25Δ

Calls
Pseudo strike
16.81
IV
135.9%
B/E move
45.8%
Puts
Pseudo strike
9.80
IV
152.3%
B/E move
26.1%

30Δ

Calls
Pseudo strike
15.91
IV
137.6%
B/E move
39.6%
Puts
Pseudo strike
10.48
IV
146.9%
B/E move
22.3%

35Δ

Calls
Pseudo strike
14.95
IV
134.3%
B/E move
32.8%
Puts
Pseudo strike
11.12
IV
148.8%
B/E move
19.8%

40Δ

Calls
Pseudo strike
14.22
IV
134.8%
B/E move
28.2%
Puts
Pseudo strike
11.76
IV
149.2%
B/E move
17.4%

45Δ

Calls
Pseudo strike
13.47
IV
131.6%
B/E move
23.3%
Puts
Pseudo strike
12.38
IV
144.7%
B/E move
14.7%

50Δ

Calls
Pseudo strike
12.91
IV
136.0%
B/E move
20.7%
Puts
Pseudo strike
13.11
IV
149.5%
B/E move
13.0%

55Δ

Calls
Pseudo strike
12.30
IV
137.2%
B/E move
17.6%
Puts
Pseudo strike
13.77
IV
146.4%
B/E move
10.9%

60Δ

Calls
Pseudo strike
11.71
IV
137.6%
B/E move
14.7%
Puts
Pseudo strike
14.68
IV
152.0%
B/E move
9.5%

65Δ

Calls
Pseudo strike
11.11
IV
135.1%
B/E move
11.8%
Puts
Pseudo strike
15.59
IV
152.9%
B/E move
7.9%

70Δ

Calls
Pseudo strike
10.53
IV
133.6%
B/E move
9.4%
Puts
Pseudo strike
16.26
IV
145.8%
B/E move
6.1%

75Δ

Calls
Pseudo strike
9.92
IV
136.4%
B/E move
7.5%
Puts
Pseudo strike
17.38
IV
146.6%
B/E move
4.7%

80Δ

Calls
Pseudo strike
9.32
IV
133.7%
B/E move
5.5%
Puts
Pseudo strike
19.53
IV
159.0%
B/E move
3.6%

Options history

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