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Direxion Shares ETF Trust Direxion Daily MRVL Bull 2X ETF MRVU

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Market datapartial · fetched 2026-10-22T15:54:03.508Z

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 · 2026-10-22T15:48:56.502878132Z

FundamentalsAlpha Vantage · unavailable

Share price$101.47
1D-8.6%
$100$104$108$111$1155:30 AM6:30 AM9:00 AM1:00 PMMRVU
Sold putSold call

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

Live interpolated MRVU call and put midpoint premiums by absolute delta.Direxion Shares ETF Trust Direxion Daily MRVL Bull 2X ETF$2.48$13.93$25.37$36.82$48.26$40.94$80.84$120.75$160.66$200.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRVU spot · $101.47MRVU PRICE$3.72$4.89$6.15$7.41$8.93$10.53$12.10$14.26$16.72$19.05$21.70$25.18$28.16$4.92$6.72$8.48$10.68$13.30$15.74$17.60$20.93$24.40$28.03$32.72$39.87$44.96
PutsCheap0.80×
CallsCheap0.85×
SkewBullish-11.61 pp
Implied moveBearish±$29.70
TiltBearish20.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ152.61137.8%54.1%80.18128.0%25.8%
25Δ142.41137.1%45.2%85.06129.4%22.8%
30Δ134.07136.2%38.2%89.94127.1%19.7%
35Δ126.25133.3%31.7%94.53127.8%17.4%
40Δ120.28134.0%27.3%99.21129.7%15.3%
45Δ114.58133.7%23.3%103.84128.2%13.2%
50Δ109.02131.5%19.4%108.00122.2%10.9%
55Δ104.31134.8%16.9%112.92123.1%9.3%
60Δ99.52138.7%14.6%117.93122.6%7.8%
65Δ94.50138.5%11.9%123.04121.1%6.4%
70Δ89.48138.7%9.6%129.02121.0%5.1%
75Δ84.16142.7%7.8%137.25124.6%4.0%
80Δ78.98139.1%5.6%143.56120.5%2.8%

20Δ

Calls
Pseudo strike
152.61
IV
137.8%
B/E move
54.1%
Puts
Pseudo strike
80.18
IV
128.0%
B/E move
25.8%

25Δ

Calls
Pseudo strike
142.41
IV
137.1%
B/E move
45.2%
Puts
Pseudo strike
85.06
IV
129.4%
B/E move
22.8%

30Δ

Calls
Pseudo strike
134.07
IV
136.2%
B/E move
38.2%
Puts
Pseudo strike
89.94
IV
127.1%
B/E move
19.7%

35Δ

Calls
Pseudo strike
126.25
IV
133.3%
B/E move
31.7%
Puts
Pseudo strike
94.53
IV
127.8%
B/E move
17.4%

40Δ

Calls
Pseudo strike
120.28
IV
134.0%
B/E move
27.3%
Puts
Pseudo strike
99.21
IV
129.7%
B/E move
15.3%

45Δ

Calls
Pseudo strike
114.58
IV
133.7%
B/E move
23.3%
Puts
Pseudo strike
103.84
IV
128.2%
B/E move
13.2%

50Δ

Calls
Pseudo strike
109.02
IV
131.5%
B/E move
19.4%
Puts
Pseudo strike
108.00
IV
122.2%
B/E move
10.9%

55Δ

Calls
Pseudo strike
104.31
IV
134.8%
B/E move
16.9%
Puts
Pseudo strike
112.92
IV
123.1%
B/E move
9.3%

60Δ

Calls
Pseudo strike
99.52
IV
138.7%
B/E move
14.6%
Puts
Pseudo strike
117.93
IV
122.6%
B/E move
7.8%

65Δ

Calls
Pseudo strike
94.50
IV
138.5%
B/E move
11.9%
Puts
Pseudo strike
123.04
IV
121.1%
B/E move
6.4%

70Δ

Calls
Pseudo strike
89.48
IV
138.7%
B/E move
9.6%
Puts
Pseudo strike
129.02
IV
121.0%
B/E move
5.1%

75Δ

Calls
Pseudo strike
84.16
IV
142.7%
B/E move
7.8%
Puts
Pseudo strike
137.25
IV
124.6%
B/E move
4.0%

80Δ

Calls
Pseudo strike
78.98
IV
139.1%
B/E move
5.6%
Puts
Pseudo strike
143.56
IV
120.5%
B/E move
2.8%

Options history

No recorded observations