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

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Market datapartial · fetched 2026-10-22T21:54:43.811Z

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 · 2026-10-22T21:26:47.262936734Z

FundamentalsAlpha Vantage · unavailable

Share price$102.40
1D-10.6%
AH$97$102$106$111$1155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMRVU
Sold putSold callAH

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$1.75$18.08$34.41$50.74$67.07$41.95$81.58$121.20$160.83$200.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRVU spot · $102.40MRVU PRICE$3.51$4.56$5.66$7.04$8.46$9.71$11.56$13.38$15.21$17.47$19.82$22.46$25.46$5.33$7.31$9.47$11.89$14.52$17.35$21.62$24.59$29.34$34.74$41.48$50.17$62.36
PutsCheap0.90×
CallsCheap0.76×
SkewBearish+18.15 pp
Implied moveBearish±$33.17
TiltBearish33.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ148.09127.0%48.0%80.07135.9%27.0%
25Δ138.62124.9%39.8%85.26137.5%23.9%
30Δ130.53122.0%33.0%90.35138.0%21.0%
35Δ124.88123.8%28.8%95.37138.5%18.5%
40Δ119.31124.0%24.8%100.40138.3%16.1%
45Δ113.47119.8%20.3%105.47137.5%14.0%
50Δ109.05122.8%17.8%111.33142.5%12.4%
55Δ104.43123.1%15.1%116.43138.5%10.3%
60Δ99.88121.7%12.4%122.77140.2%8.8%
65Δ95.44122.5%10.3%129.69141.5%7.3%
70Δ91.00121.7%8.2%137.84143.4%5.9%
75Δ86.48120.9%6.4%147.86146.5%4.6%
80Δ81.80119.8%4.7%161.29151.6%3.4%

20Δ

Calls
Pseudo strike
148.09
IV
127.0%
B/E move
48.0%
Puts
Pseudo strike
80.07
IV
135.9%
B/E move
27.0%

25Δ

Calls
Pseudo strike
138.62
IV
124.9%
B/E move
39.8%
Puts
Pseudo strike
85.26
IV
137.5%
B/E move
23.9%

30Δ

Calls
Pseudo strike
130.53
IV
122.0%
B/E move
33.0%
Puts
Pseudo strike
90.35
IV
138.0%
B/E move
21.0%

35Δ

Calls
Pseudo strike
124.88
IV
123.8%
B/E move
28.8%
Puts
Pseudo strike
95.37
IV
138.5%
B/E move
18.5%

40Δ

Calls
Pseudo strike
119.31
IV
124.0%
B/E move
24.8%
Puts
Pseudo strike
100.40
IV
138.3%
B/E move
16.1%

45Δ

Calls
Pseudo strike
113.47
IV
119.8%
B/E move
20.3%
Puts
Pseudo strike
105.47
IV
137.5%
B/E move
14.0%

50Δ

Calls
Pseudo strike
109.05
IV
122.8%
B/E move
17.8%
Puts
Pseudo strike
111.33
IV
142.5%
B/E move
12.4%

55Δ

Calls
Pseudo strike
104.43
IV
123.1%
B/E move
15.1%
Puts
Pseudo strike
116.43
IV
138.5%
B/E move
10.3%

60Δ

Calls
Pseudo strike
99.88
IV
121.7%
B/E move
12.4%
Puts
Pseudo strike
122.77
IV
140.2%
B/E move
8.8%

65Δ

Calls
Pseudo strike
95.44
IV
122.5%
B/E move
10.3%
Puts
Pseudo strike
129.69
IV
141.5%
B/E move
7.3%

70Δ

Calls
Pseudo strike
91.00
IV
121.7%
B/E move
8.2%
Puts
Pseudo strike
137.84
IV
143.4%
B/E move
5.9%

75Δ

Calls
Pseudo strike
86.48
IV
120.9%
B/E move
6.4%
Puts
Pseudo strike
147.86
IV
146.5%
B/E move
4.6%

80Δ

Calls
Pseudo strike
81.80
IV
119.8%
B/E move
4.7%
Puts
Pseudo strike
161.29
IV
151.6%
B/E move
3.4%

Options history

No recorded observations