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Direxion Shares ETF Trust Direxion Daily META Bull 2X ETF METU

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Market dataready · fetched 2026-11-10T22:27:54.344Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:27:35.777381408Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:27:53.611358+00:00

Share price$23.35
1D+1.2%
AH$22.68$22.93$23.18$23.43$23.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMETU
Sold putSold callAH

Direxion Shares ETF Trust Direxion Daily META Bull 2X ETF options

Live interpolated METU call and put midpoint premiums by absolute delta.Direxion Shares ETF Trust Direxion Daily META Bull 2X ETF$0.15$0.68$1.20$1.73$2.25$20.87$22.11$23.34$24.58$25.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive METU spot · $23.35METU PRICE$0.21$0.24$0.32$0.41$0.52$0.66$0.80$0.93$1.08$1.27$1.50$1.74$1.90$0.25$0.34$0.47$0.59$0.73$0.87$0.97$1.06$1.24$1.49$1.77$2.10
Puts——
CallsExpensive1.15×
Skew——
Implied moveBearish±$1.67
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.1290.7%8.5%21.7498.9%7.9%
25Δ24.6180.6%6.5%
30Δ24.3380.4%5.6%22.5679.0%4.8%
35Δ24.1183.5%5.0%22.7585.7%4.5%
40Δ23.9088.2%4.6%22.9592.5%4.2%
45Δ23.6894.7%4.2%23.1995.4%3.8%
50Δ23.45100.0%3.9%23.4597.0%3.3%
55Δ23.1899.9%3.3%23.6793.2%2.7%
60Δ22.91100.5%2.8%23.9087.9%2.2%
65Δ22.62102.6%2.3%24.1787.8%1.8%
70Δ22.30105.5%1.9%24.4992.2%1.5%
75Δ21.97107.8%1.6%24.8494.1%1.2%
80Δ21.71100.8%1.1%25.2395.9%0.9%

20Δ

Calls
Pseudo strike
25.12
IV
90.7%
B/E move
8.5%
Puts
Pseudo strike
21.74
IV
98.9%
B/E move
7.9%

25Δ

Calls
Pseudo strike
24.61
IV
80.6%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
24.33
IV
80.4%
B/E move
5.6%
Puts
Pseudo strike
22.56
IV
79.0%
B/E move
4.8%

35Δ

Calls
Pseudo strike
24.11
IV
83.5%
B/E move
5.0%
Puts
Pseudo strike
22.75
IV
85.7%
B/E move
4.5%

40Δ

Calls
Pseudo strike
23.90
IV
88.2%
B/E move
4.6%
Puts
Pseudo strike
22.95
IV
92.5%
B/E move
4.2%

45Δ

Calls
Pseudo strike
23.68
IV
94.7%
B/E move
4.2%
Puts
Pseudo strike
23.19
IV
95.4%
B/E move
3.8%

50Δ

Calls
Pseudo strike
23.45
IV
100.0%
B/E move
3.9%
Puts
Pseudo strike
23.45
IV
97.0%
B/E move
3.3%

55Δ

Calls
Pseudo strike
23.18
IV
99.9%
B/E move
3.3%
Puts
Pseudo strike
23.67
IV
93.2%
B/E move
2.7%

60Δ

Calls
Pseudo strike
22.91
IV
100.5%
B/E move
2.8%
Puts
Pseudo strike
23.90
IV
87.9%
B/E move
2.2%

65Δ

Calls
Pseudo strike
22.62
IV
102.6%
B/E move
2.3%
Puts
Pseudo strike
24.17
IV
87.8%
B/E move
1.8%

70Δ

Calls
Pseudo strike
22.30
IV
105.5%
B/E move
1.9%
Puts
Pseudo strike
24.49
IV
92.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
21.97
IV
107.8%
B/E move
1.6%
Puts
Pseudo strike
24.84
IV
94.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
21.71
IV
100.8%
B/E move
1.1%
Puts
Pseudo strike
25.23
IV
95.9%
B/E move
0.9%

Options history

IV · four-Friday blend79.61%
Daily close
METU56.2%102.8%149.4%2026-08-12: 73.40%2026-08-13: 74.97%2026-08-14: 62.62%2026-08-17: 68.84%2026-08-18: 75.55%2026-08-19: 76.84%2026-08-20: 75.03%2026-08-21: 67.57%2026-08-24: 73.15%2026-08-25: 69.22%2026-08-26: 78.10%2026-08-27: 73.01%2026-08-28: 65.71%2026-08-31: 67.46%2026-09-01: 73.06%2026-09-02: 73.35%2026-09-03: 68.41%2026-09-04: 68.60%2026-09-08: 80.58%2026-09-10: 84.09%2026-09-11: 71.11%2026-09-14: 79.70%2026-09-15: 81.36%2026-09-16: 82.41%2026-09-17: 77.30%2026-09-18: 77.48%2026-09-21: 101.17%2026-09-22: 99.72%2026-09-23: 106.28%2026-09-24: 95.81%2026-09-25: 79.13%2026-09-28: 81.48%2026-09-29: 83.78%2026-09-30: 81.04%2026-10-01: 73.73%2026-10-02: 70.19%2026-10-05: 73.53%2026-10-06: 72.55%2026-10-07: 73.53%2026-10-08: 77.49%2026-10-09: 77.65%2026-10-12: 85.82%2026-10-13: 93.06%2026-10-14: 96.09%2026-10-15: 99.31%2026-10-16: 106.45%2026-10-19: 120.76%2026-10-20: 129.96%2026-10-21: 143.00%2026-10-22: 87.17%2026-10-23: 77.32%2026-10-26: 86.34%2026-10-27: 82.56%2026-10-29: 84.49%2026-10-30: 79.61%Aug 12Sep 22Oct 30
55 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
73.40%
74.97%
62.62%
68.84%
75.55%
76.84%
75.03%
67.57%
73.15%
69.22%
78.10%
73.01%
65.71%
67.46%
73.06%
73.35%
68.41%
68.60%
80.58%
84.09%
71.11%
79.70%
81.36%
82.41%
77.30%
77.48%
101.17%
99.72%
106.28%
95.81%
79.13%
81.48%
83.78%
81.04%
73.73%
70.19%
73.53%
72.55%
73.53%
77.49%
77.65%
85.82%
93.06%
96.09%
99.31%
106.45%
120.76%
129.96%
143.00%
87.17%
77.32%
86.34%
82.56%
84.49%
79.61%