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

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Market datapartial · fetched 2026-10-22T21:14:46.668Z

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 · 2026-10-22T20:49:37.219231253Z

FundamentalsAlpha Vantage · unavailable

Share price$99.26
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$2.43$13.20$23.97$34.73$45.50$39.59$79.87$120.15$160.43$200.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRVU spot · $99.26MRVU PRICE$3.59$4.65$5.87$7.32$8.63$10.20$12.24$14.18$16.49$19.06$21.95$25.39$29.52$4.82$6.54$8.42$10.48$12.72$15.79$17.63$20.42$25.91$27.68$32.05$36.87$42.40
PutsCheap0.79×
CallsCheap0.86×
SkewBullish-13.40 pp
Implied moveBearish±$29.86
TiltBearish18.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ147.77135.4%52.5%78.40127.9%25.9%
25Δ137.60132.9%43.3%83.26128.4%22.7%
30Δ129.74132.1%36.6%87.91128.4%19.9%
35Δ123.91134.8%32.2%92.46128.0%17.4%
40Δ117.24131.9%26.8%96.96127.3%15.1%
45Δ111.84132.2%22.9%101.75130.8%13.4%
50Δ107.28137.0%20.4%105.89124.5%11.1%
55Δ102.25137.6%17.3%110.42122.8%9.3%
60Δ97.37139.9%14.7%116.98130.6%8.3%
65Δ92.44142.3%12.3%120.58121.9%6.4%
70Δ87.33144.8%10.1%126.24121.1%5.1%
75Δ81.91148.4%8.1%132.28119.4%3.9%
80Δ75.96153.2%6.3%138.92117.2%2.8%

20Δ

Calls
Pseudo strike
147.77
IV
135.4%
B/E move
52.5%
Puts
Pseudo strike
78.40
IV
127.9%
B/E move
25.9%

25Δ

Calls
Pseudo strike
137.60
IV
132.9%
B/E move
43.3%
Puts
Pseudo strike
83.26
IV
128.4%
B/E move
22.7%

30Δ

Calls
Pseudo strike
129.74
IV
132.1%
B/E move
36.6%
Puts
Pseudo strike
87.91
IV
128.4%
B/E move
19.9%

35Δ

Calls
Pseudo strike
123.91
IV
134.8%
B/E move
32.2%
Puts
Pseudo strike
92.46
IV
128.0%
B/E move
17.4%

40Δ

Calls
Pseudo strike
117.24
IV
131.9%
B/E move
26.8%
Puts
Pseudo strike
96.96
IV
127.3%
B/E move
15.1%

45Δ

Calls
Pseudo strike
111.84
IV
132.2%
B/E move
22.9%
Puts
Pseudo strike
101.75
IV
130.8%
B/E move
13.4%

50Δ

Calls
Pseudo strike
107.28
IV
137.0%
B/E move
20.4%
Puts
Pseudo strike
105.89
IV
124.5%
B/E move
11.1%

55Δ

Calls
Pseudo strike
102.25
IV
137.6%
B/E move
17.3%
Puts
Pseudo strike
110.42
IV
122.8%
B/E move
9.3%

60Δ

Calls
Pseudo strike
97.37
IV
139.9%
B/E move
14.7%
Puts
Pseudo strike
116.98
IV
130.6%
B/E move
8.3%

65Δ

Calls
Pseudo strike
92.44
IV
142.3%
B/E move
12.3%
Puts
Pseudo strike
120.58
IV
121.9%
B/E move
6.4%

70Δ

Calls
Pseudo strike
87.33
IV
144.8%
B/E move
10.1%
Puts
Pseudo strike
126.24
IV
121.1%
B/E move
5.1%

75Δ

Calls
Pseudo strike
81.91
IV
148.4%
B/E move
8.1%
Puts
Pseudo strike
132.28
IV
119.4%
B/E move
3.9%

80Δ

Calls
Pseudo strike
75.96
IV
153.2%
B/E move
6.3%
Puts
Pseudo strike
138.92
IV
117.2%
B/E move
2.8%

Options history

No recorded observations