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

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Market dataready · fetched 2026-11-13T01:33:20.784Z

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 · 2026-11-13T00:56:10.793165461Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:33:18.908459+00:00

Share price$50.72
1D+6.1%
AH$42$44$47$49$515:30 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$0.00$18.00$36.00$54.00$72.00$26.38$38.54$50.71$62.87$75.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MRVU spot · $50.72MRVU PRICE$1.13$1.47$1.86$2.28$2.54$2.99$3.43$3.88$4.35$4.83$5.32$5.80$6.29$2.06$2.67$3.38$4.40$5.41$6.61$7.94$9.52$11.93$16.44$32.60$66.75
Puts——
CallsCheap0.48×
Skew——
Implied moveBearish±$11.37
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.62150.0%25.7%40.95211.0%23.3%
25Δ60.06145.2%21.3%43.24203.5%20.0%
30Δ58.15145.1%18.3%45.44198.7%17.1%
35Δ56.33143.4%15.5%47.35202.8%15.3%
40Δ54.43131.4%12.3%49.26206.9%13.5%
45Δ53.12129.0%10.6%51.29209.7%11.9%
50Δ51.81126.5%8.9%53.39211.6%10.4%
55Δ50.50124.1%7.2%55.67217.2%9.0%
60Δ49.39119.8%6.0%58.62229.4%8.0%
65Δ48.40114.3%5.0%63.44263.5%7.3%
70Δ47.41108.9%4.0%
75Δ46.42103.5%3.0%80.40340.2%5.8%
80Δ45.4398.0%2.0%114.67469.9%5.5%

20Δ

Calls
Pseudo strike
62.62
IV
150.0%
B/E move
25.7%
Puts
Pseudo strike
40.95
IV
211.0%
B/E move
23.3%

25Δ

Calls
Pseudo strike
60.06
IV
145.2%
B/E move
21.3%
Puts
Pseudo strike
43.24
IV
203.5%
B/E move
20.0%

30Δ

Calls
Pseudo strike
58.15
IV
145.1%
B/E move
18.3%
Puts
Pseudo strike
45.44
IV
198.7%
B/E move
17.1%

35Δ

Calls
Pseudo strike
56.33
IV
143.4%
B/E move
15.5%
Puts
Pseudo strike
47.35
IV
202.8%
B/E move
15.3%

40Δ

Calls
Pseudo strike
54.43
IV
131.4%
B/E move
12.3%
Puts
Pseudo strike
49.26
IV
206.9%
B/E move
13.5%

45Δ

Calls
Pseudo strike
53.12
IV
129.0%
B/E move
10.6%
Puts
Pseudo strike
51.29
IV
209.7%
B/E move
11.9%

50Δ

Calls
Pseudo strike
51.81
IV
126.5%
B/E move
8.9%
Puts
Pseudo strike
53.39
IV
211.6%
B/E move
10.4%

55Δ

Calls
Pseudo strike
50.50
IV
124.1%
B/E move
7.2%
Puts
Pseudo strike
55.67
IV
217.2%
B/E move
9.0%

60Δ

Calls
Pseudo strike
49.39
IV
119.8%
B/E move
6.0%
Puts
Pseudo strike
58.62
IV
229.4%
B/E move
8.0%

65Δ

Calls
Pseudo strike
48.40
IV
114.3%
B/E move
5.0%
Puts
Pseudo strike
63.44
IV
263.5%
B/E move
7.3%

70Δ

Calls
Pseudo strike
47.41
IV
108.9%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
46.42
IV
103.5%
B/E move
3.0%
Puts
Pseudo strike
80.40
IV
340.2%
B/E move
5.8%

80Δ

Calls
Pseudo strike
45.43
IV
98.0%
B/E move
2.0%
Puts
Pseudo strike
114.67
IV
469.9%
B/E move
5.5%

Options history

IV · four-Friday blend135.81%
Daily EOD
MRVU122.1%129.4%136.8%2026-10-19: 123.08%2026-10-21: 125.61%2026-10-22: 129.24%2026-10-29: 129.73%2026-10-30: 135.81%Oct 19Oct 22Oct 30
5 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
123.08%
125.61%
129.24%
129.73%
135.81%