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Direxion Shares ETF Trust Direxion Daily MSFT Bull 2X ETF MSFU

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Market datapartial · fetched 2026-10-22T22:55:55.767Z

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 · 2026-10-22T22:33:20.593789359Z

FundamentalsAlpha Vantage · unavailable

Share price$40.21
1D-4.2%
AH$39.96$40.53$41.10$41.67$42.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMSFU
Sold putSold callAH

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

Live interpolated MSFU call and put midpoint premiums by absolute delta.Direxion Shares ETF Trust Direxion Daily MSFT Bull 2X ETF$0.50$2.49$4.49$6.48$8.48$31.15$35.74$40.32$44.90$49.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSFU spot · $40.21MSFU PRICE$0.71$1.00$1.26$1.61$1.92$2.24$2.70$3.09$3.62$4.21$4.81$5.56$6.49$0.93$1.24$1.63$2.08$2.36$2.84$3.22$3.74$4.44$4.86$5.51$6.78$7.90
PutsExpensive1.25×
CallsExpensive1.14×
SkewBullish-1.84 pp
Implied moveBearish±$5.92
TiltBearish9.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.3561.2%19.5%35.0267.0%15.2%
25Δ46.3364.2%17.7%36.1866.4%13.1%
30Δ45.0864.1%15.3%37.1667.9%11.6%
35Δ44.1266.3%13.7%38.1269.6%10.4%
40Δ43.0265.9%11.7%39.1665.3%8.5%
45Δ41.9764.8%9.9%40.0965.7%7.4%
50Δ41.0666.7%8.8%40.9963.4%6.1%
55Δ40.0965.8%7.4%41.9062.9%5.1%
60Δ39.1467.0%6.3%42.9264.0%4.3%
65Δ38.1568.1%5.3%43.7260.7%3.4%
70Δ37.1568.0%4.3%44.6859.5%2.6%
75Δ36.0569.0%3.5%46.1662.7%2.1%
80Δ34.8170.3%2.7%47.5362.5%1.4%

20Δ

Calls
Pseudo strike
47.35
IV
61.2%
B/E move
19.5%
Puts
Pseudo strike
35.02
IV
67.0%
B/E move
15.2%

25Δ

Calls
Pseudo strike
46.33
IV
64.2%
B/E move
17.7%
Puts
Pseudo strike
36.18
IV
66.4%
B/E move
13.1%

30Δ

Calls
Pseudo strike
45.08
IV
64.1%
B/E move
15.3%
Puts
Pseudo strike
37.16
IV
67.9%
B/E move
11.6%

35Δ

Calls
Pseudo strike
44.12
IV
66.3%
B/E move
13.7%
Puts
Pseudo strike
38.12
IV
69.6%
B/E move
10.4%

40Δ

Calls
Pseudo strike
43.02
IV
65.9%
B/E move
11.7%
Puts
Pseudo strike
39.16
IV
65.3%
B/E move
8.5%

45Δ

Calls
Pseudo strike
41.97
IV
64.8%
B/E move
9.9%
Puts
Pseudo strike
40.09
IV
65.7%
B/E move
7.4%

50Δ

Calls
Pseudo strike
41.06
IV
66.7%
B/E move
8.8%
Puts
Pseudo strike
40.99
IV
63.4%
B/E move
6.1%

55Δ

Calls
Pseudo strike
40.09
IV
65.8%
B/E move
7.4%
Puts
Pseudo strike
41.90
IV
62.9%
B/E move
5.1%

60Δ

Calls
Pseudo strike
39.14
IV
67.0%
B/E move
6.3%
Puts
Pseudo strike
42.92
IV
64.0%
B/E move
4.3%

65Δ

Calls
Pseudo strike
38.15
IV
68.1%
B/E move
5.3%
Puts
Pseudo strike
43.72
IV
60.7%
B/E move
3.4%

70Δ

Calls
Pseudo strike
37.15
IV
68.0%
B/E move
4.3%
Puts
Pseudo strike
44.68
IV
59.5%
B/E move
2.6%

75Δ

Calls
Pseudo strike
36.05
IV
69.0%
B/E move
3.5%
Puts
Pseudo strike
46.16
IV
62.7%
B/E move
2.1%

80Δ

Calls
Pseudo strike
34.81
IV
70.3%
B/E move
2.7%
Puts
Pseudo strike
47.53
IV
62.5%
B/E move
1.4%

Options history

No recorded observations