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

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Market datapartial · fetched 2026-10-23T17:40:19.780Z

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 · 2026-10-23T17:38:49.803733832Z

FundamentalsAlpha Vantage · unavailable

Share price$105.50
1D+4.8%
$100$102$105$107$1095:30 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$2.14$15.22$28.31$41.39$54.48$43.86$82.96$122.06$161.16$200.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRVU spot · $105.50MRVU PRICE$3.56$4.75$5.96$7.35$8.95$10.67$12.46$14.23$16.74$19.02$21.71$24.73$28.49$5.58$7.33$9.09$11.38$13.87$16.29$19.48$22.43$26.49$30.75$36.20$42.16$50.70
PutsCheap0.83×
CallsCheap0.77×
SkewNeutral-0.10 pp
Implied moveBearish±$31.94
TiltBearish24.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ151.79127.1%47.2%82.14139.3%27.4%
25Δ143.42127.1%40.4%87.68135.8%23.8%
30Δ135.57127.3%34.1%93.22132.2%20.3%
35Δ129.18128.0%29.4%98.29132.2%17.6%
40Δ123.77130.4%25.8%103.14132.4%15.4%
45Δ118.45132.0%22.4%107.91130.0%13.2%
50Δ113.15132.2%19.1%112.98130.7%11.4%
55Δ107.93130.3%15.8%117.85128.2%9.5%
60Δ103.20134.5%13.7%123.48129.0%8.1%
65Δ98.24133.4%11.1%129.28128.4%6.6%
70Δ93.31134.1%9.0%136.09129.0%5.3%
75Δ88.19134.2%7.0%143.35128.4%4.1%
80Δ82.67136.2%5.4%153.12129.9%2.9%

20Δ

Calls
Pseudo strike
151.79
IV
127.1%
B/E move
47.2%
Puts
Pseudo strike
82.14
IV
139.3%
B/E move
27.4%

25Δ

Calls
Pseudo strike
143.42
IV
127.1%
B/E move
40.4%
Puts
Pseudo strike
87.68
IV
135.8%
B/E move
23.8%

30Δ

Calls
Pseudo strike
135.57
IV
127.3%
B/E move
34.1%
Puts
Pseudo strike
93.22
IV
132.2%
B/E move
20.3%

35Δ

Calls
Pseudo strike
129.18
IV
128.0%
B/E move
29.4%
Puts
Pseudo strike
98.29
IV
132.2%
B/E move
17.6%

40Δ

Calls
Pseudo strike
123.77
IV
130.4%
B/E move
25.8%
Puts
Pseudo strike
103.14
IV
132.4%
B/E move
15.4%

45Δ

Calls
Pseudo strike
118.45
IV
132.0%
B/E move
22.4%
Puts
Pseudo strike
107.91
IV
130.0%
B/E move
13.2%

50Δ

Calls
Pseudo strike
113.15
IV
132.2%
B/E move
19.1%
Puts
Pseudo strike
112.98
IV
130.7%
B/E move
11.4%

55Δ

Calls
Pseudo strike
107.93
IV
130.3%
B/E move
15.8%
Puts
Pseudo strike
117.85
IV
128.2%
B/E move
9.5%

60Δ

Calls
Pseudo strike
103.20
IV
134.5%
B/E move
13.7%
Puts
Pseudo strike
123.48
IV
129.0%
B/E move
8.1%

65Δ

Calls
Pseudo strike
98.24
IV
133.4%
B/E move
11.1%
Puts
Pseudo strike
129.28
IV
128.4%
B/E move
6.6%

70Δ

Calls
Pseudo strike
93.31
IV
134.1%
B/E move
9.0%
Puts
Pseudo strike
136.09
IV
129.0%
B/E move
5.3%

75Δ

Calls
Pseudo strike
88.19
IV
134.2%
B/E move
7.0%
Puts
Pseudo strike
143.35
IV
128.4%
B/E move
4.1%

80Δ

Calls
Pseudo strike
82.67
IV
136.2%
B/E move
5.4%
Puts
Pseudo strike
153.12
IV
129.9%
B/E move
2.9%

Options history

No recorded observations