Share price$29.02
1D+5.5%
Sold putSold call
Direxion Shares ETF Trust Direxion Daily META Bull 2X ETF METU
i
Market dataready · fetched 2026-10-21T17:01:29.731Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:01:23.483054158Z
FundamentalsAlpha Vantage · ready
Direxion Shares ETF Trust Direxion Daily META Bull 2X ETF options
PutsExpensive2.47×
CallsExpensive2.40×
SkewBullish-1.99 pp
Implied moveBearish±$3.77
TiltBearish10.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.52 | 205.0% | 17.1% | 25.70 | 209.1% | 13.4% |
| 25Δ | 32.70 | 207.2% | 14.9% | 26.35 | 218.6% | 11.9% |
| 30Δ | 31.93 | 213.4% | 12.8% | 27.01 | 219.3% | 10.3% |
| 35Δ | 31.34 | 221.0% | 11.5% | 27.62 | 220.2% | 9.0% |
| 40Δ | 30.65 | 219.9% | 9.9% | 28.23 | 218.7% | 7.8% |
| 45Δ | 30.03 | 221.0% | 8.5% | 28.82 | 217.9% | 6.8% |
| 50Δ | 29.41 | 218.1% | 7.2% | 29.41 | 217.7% | 5.8% |
| 55Δ | 28.82 | 220.7% | 6.2% | 30.01 | 218.5% | 5.0% |
| 60Δ | 28.21 | 227.0% | 5.3% | 30.74 | 229.3% | 4.4% |
| 65Δ | 27.63 | 220.8% | 4.3% | 31.41 | 227.4% | 3.6% |
| 70Δ | 26.96 | 225.8% | 3.5% | 31.88 | 210.6% | 2.7% |
| 75Δ | 26.28 | 224.0% | 2.8% | 32.63 | 203.8% | 2.1% |
| 80Δ | 25.56 | 220.0% | 2.1% | 33.57 | 206.9% | 1.6% |
20Δ
- Pseudo strike
- 33.52
- IV
- 205.0%
- B/E move
- 17.1%
- Pseudo strike
- 25.70
- IV
- 209.1%
- B/E move
- 13.4%
25Δ
- Pseudo strike
- 32.70
- IV
- 207.2%
- B/E move
- 14.9%
- Pseudo strike
- 26.35
- IV
- 218.6%
- B/E move
- 11.9%
30Δ
- Pseudo strike
- 31.93
- IV
- 213.4%
- B/E move
- 12.8%
- Pseudo strike
- 27.01
- IV
- 219.3%
- B/E move
- 10.3%
35Δ
- Pseudo strike
- 31.34
- IV
- 221.0%
- B/E move
- 11.5%
- Pseudo strike
- 27.62
- IV
- 220.2%
- B/E move
- 9.0%
40Δ
- Pseudo strike
- 30.65
- IV
- 219.9%
- B/E move
- 9.9%
- Pseudo strike
- 28.23
- IV
- 218.7%
- B/E move
- 7.8%
45Δ
- Pseudo strike
- 30.03
- IV
- 221.0%
- B/E move
- 8.5%
- Pseudo strike
- 28.82
- IV
- 217.9%
- B/E move
- 6.8%
50Δ
- Pseudo strike
- 29.41
- IV
- 218.1%
- B/E move
- 7.2%
- Pseudo strike
- 29.41
- IV
- 217.7%
- B/E move
- 5.8%
55Δ
- Pseudo strike
- 28.82
- IV
- 220.7%
- B/E move
- 6.2%
- Pseudo strike
- 30.01
- IV
- 218.5%
- B/E move
- 5.0%
60Δ
- Pseudo strike
- 28.21
- IV
- 227.0%
- B/E move
- 5.3%
- Pseudo strike
- 30.74
- IV
- 229.3%
- B/E move
- 4.4%
65Δ
- Pseudo strike
- 27.63
- IV
- 220.8%
- B/E move
- 4.3%
- Pseudo strike
- 31.41
- IV
- 227.4%
- B/E move
- 3.6%
70Δ
- Pseudo strike
- 26.96
- IV
- 225.8%
- B/E move
- 3.5%
- Pseudo strike
- 31.88
- IV
- 210.6%
- B/E move
- 2.7%
75Δ
- Pseudo strike
- 26.28
- IV
- 224.0%
- B/E move
- 2.8%
- Pseudo strike
- 32.63
- IV
- 203.8%
- B/E move
- 2.1%
80Δ
- Pseudo strike
- 25.56
- IV
- 220.0%
- B/E move
- 2.1%
- Pseudo strike
- 33.57
- IV
- 206.9%
- B/E move
- 1.6%
Options history
Table
| Date | IV |
|---|---|
| 120.81% | |
| 129.91% |