IntraAlpha
Create free account Start free

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

i

Market dataready · fetched 2026-10-21T17:52:59.884Z

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 · 2026-10-21T17:52:56.713429995Z

FundamentalsAlpha Vantage · ready

Share price$28.84
1D+4.9%
$27.38$27.88$28.37$28.87$29.375:30 AM6:30 AM9:00 AM1:00 PMMETU
Sold putSold call

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$0.48$2.60$4.72$6.84$8.96$19.86$24.37$28.87$33.37$37.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive METU spot · $28.84METU PRICE$0.71$0.94$1.22$1.48$1.79$2.17$2.51$2.96$3.29$3.85$4.49$5.00$5.70$0.92$1.25$1.60$1.99$2.41$2.92$3.43$3.98$4.67$5.31$6.24$7.33$8.35
PutsFair1.01×
CallsFair1.00×
SkewBullish-0.67 pp
Implied moveBearish±$5.94
TiltBearish16.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.6785.6%29.6%24.1588.0%19.5%
25Δ35.2285.9%25.4%25.1688.8%17.1%
30Δ34.1088.0%22.5%26.1788.0%14.8%
35Δ32.8186.2%18.9%27.1088.3%13.0%
40Δ31.7986.9%16.4%28.0287.8%11.2%
45Δ30.8889.2%14.6%28.9488.5%9.8%
50Δ29.8888.4%12.3%29.8787.8%8.3%
55Δ28.9690.5%10.7%30.8087.0%7.0%
60Δ28.0286.9%8.6%31.8287.4%5.9%
65Δ27.0988.9%7.3%32.7885.7%4.7%
70Δ26.1091.2%6.1%33.9886.5%3.8%
75Δ25.1788.7%4.6%35.3387.1%2.9%
80Δ24.1488.2%3.5%36.6085.0%2.0%

20Δ

Calls
Pseudo strike
36.67
IV
85.6%
B/E move
29.6%
Puts
Pseudo strike
24.15
IV
88.0%
B/E move
19.5%

25Δ

Calls
Pseudo strike
35.22
IV
85.9%
B/E move
25.4%
Puts
Pseudo strike
25.16
IV
88.8%
B/E move
17.1%

30Δ

Calls
Pseudo strike
34.10
IV
88.0%
B/E move
22.5%
Puts
Pseudo strike
26.17
IV
88.0%
B/E move
14.8%

35Δ

Calls
Pseudo strike
32.81
IV
86.2%
B/E move
18.9%
Puts
Pseudo strike
27.10
IV
88.3%
B/E move
13.0%

40Δ

Calls
Pseudo strike
31.79
IV
86.9%
B/E move
16.4%
Puts
Pseudo strike
28.02
IV
87.8%
B/E move
11.2%

45Δ

Calls
Pseudo strike
30.88
IV
89.2%
B/E move
14.6%
Puts
Pseudo strike
28.94
IV
88.5%
B/E move
9.8%

50Δ

Calls
Pseudo strike
29.88
IV
88.4%
B/E move
12.3%
Puts
Pseudo strike
29.87
IV
87.8%
B/E move
8.3%

55Δ

Calls
Pseudo strike
28.96
IV
90.5%
B/E move
10.7%
Puts
Pseudo strike
30.80
IV
87.0%
B/E move
7.0%

60Δ

Calls
Pseudo strike
28.02
IV
86.9%
B/E move
8.6%
Puts
Pseudo strike
31.82
IV
87.4%
B/E move
5.9%

65Δ

Calls
Pseudo strike
27.09
IV
88.9%
B/E move
7.3%
Puts
Pseudo strike
32.78
IV
85.7%
B/E move
4.7%

70Δ

Calls
Pseudo strike
26.10
IV
91.2%
B/E move
6.1%
Puts
Pseudo strike
33.98
IV
86.5%
B/E move
3.8%

75Δ

Calls
Pseudo strike
25.17
IV
88.7%
B/E move
4.6%
Puts
Pseudo strike
35.33
IV
87.1%
B/E move
2.9%

80Δ

Calls
Pseudo strike
24.14
IV
88.2%
B/E move
3.5%
Puts
Pseudo strike
36.60
IV
85.0%
B/E move
2.0%

Options history

METU120.08125.36130.642026-10-19: 120.81%2026-10-20: 129.91%Oct 19Oct 20
Table
DateIV
120.81%
129.91%