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Direxion Daily Mid Cap Bull 3X ETF MIDU

i

Market dataready · fetched 2026-11-12T03:13:33.102Z

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: 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 · 2026-11-12T01:00:00.081957059Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:13:32.628005+00:00

Share price$64.68
1D+0.0%
AH$63.09$63.60$64.11$64.62$65.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMIDU
Sold putSold callAH

Direxion Daily Mid Cap Bull 3X ETF options

Live interpolated MIDU call and put midpoint premiums by absolute delta.Direxion Daily Mid Cap Bull 3X ETF$0.31$1.94$3.57$5.20$6.83$55.04$59.52$64.00$68.48$72.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MIDU spot · $64.68MIDU PRICE$0.49$0.62$0.73$0.93$1.11$1.21$1.39$1.69$2.03$2.50$2.93$3.33$3.77$0.81$0.88$1.13$1.52$1.71$1.98$2.51$2.78$3.20$3.79$4.46$5.20$6.36
PutsCheap0.83×
CallsCheap0.61×
SkewBearish+17.63 pp
Implied moveBearish±$3.89
TiltBearish23.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.8745.3%7.2%59.6166.7%9.1%
25Δ67.8642.2%5.9%61.2855.2%6.6%
30Δ66.9839.0%4.7%62.0955.5%5.7%
35Δ66.4539.8%4.2%62.7459.6%5.3%
40Δ65.9239.9%3.6%63.5256.5%4.4%
45Δ65.3636.6%2.9%64.3154.1%3.6%
50Δ64.8335.1%2.4%65.0158.3%3.4%
55Δ64.3636.6%2.1%65.6955.5%2.7%
60Δ63.8638.5%1.9%66.4354.9%2.2%
65Δ63.2641.1%1.7%67.2556.2%1.9%
70Δ62.6642.1%1.4%68.1557.3%1.5%
75Δ62.0741.8%1.1%69.1157.7%1.2%
80Δ61.4540.8%0.8%70.4560.4%0.9%

20Δ

Calls
Pseudo strike
68.87
IV
45.3%
B/E move
7.2%
Puts
Pseudo strike
59.61
IV
66.7%
B/E move
9.1%

25Δ

Calls
Pseudo strike
67.86
IV
42.2%
B/E move
5.9%
Puts
Pseudo strike
61.28
IV
55.2%
B/E move
6.6%

30Δ

Calls
Pseudo strike
66.98
IV
39.0%
B/E move
4.7%
Puts
Pseudo strike
62.09
IV
55.5%
B/E move
5.7%

35Δ

Calls
Pseudo strike
66.45
IV
39.8%
B/E move
4.2%
Puts
Pseudo strike
62.74
IV
59.6%
B/E move
5.3%

40Δ

Calls
Pseudo strike
65.92
IV
39.9%
B/E move
3.6%
Puts
Pseudo strike
63.52
IV
56.5%
B/E move
4.4%

45Δ

Calls
Pseudo strike
65.36
IV
36.6%
B/E move
2.9%
Puts
Pseudo strike
64.31
IV
54.1%
B/E move
3.6%

50Δ

Calls
Pseudo strike
64.83
IV
35.1%
B/E move
2.4%
Puts
Pseudo strike
65.01
IV
58.3%
B/E move
3.4%

55Δ

Calls
Pseudo strike
64.36
IV
36.6%
B/E move
2.1%
Puts
Pseudo strike
65.69
IV
55.5%
B/E move
2.7%

60Δ

Calls
Pseudo strike
63.86
IV
38.5%
B/E move
1.9%
Puts
Pseudo strike
66.43
IV
54.9%
B/E move
2.2%

65Δ

Calls
Pseudo strike
63.26
IV
41.1%
B/E move
1.7%
Puts
Pseudo strike
67.25
IV
56.2%
B/E move
1.9%

70Δ

Calls
Pseudo strike
62.66
IV
42.1%
B/E move
1.4%
Puts
Pseudo strike
68.15
IV
57.3%
B/E move
1.5%

75Δ

Calls
Pseudo strike
62.07
IV
41.8%
B/E move
1.1%
Puts
Pseudo strike
69.11
IV
57.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
61.45
IV
40.8%
B/E move
0.8%
Puts
Pseudo strike
70.45
IV
60.4%
B/E move
0.9%

Options history

IV · four-Friday blend52.09%
Daily EOD
MIDU43.6%48.2%52.7%2026-10-19: 46.19%2026-10-20: 45.49%2026-10-21: 45.67%2026-10-22: 48.02%2026-10-23: 49.21%2026-10-26: 48.47%2026-10-27: 46.36%2026-10-28: 47.18%2026-10-29: 44.27%2026-10-30: 52.09%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
46.19%
45.49%
45.67%
48.02%
49.21%
48.47%
46.36%
47.18%
44.27%
52.09%