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

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Market dataready · fetched 2026-11-12T01:16:07.414Z

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 · 2026-11-12T00:56:18.115616813Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:16:06.983910+00:00

Share price$39.70
1D-5.9%
AH$39.17$40.00$40.83$41.66$42.495:30 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$0.26$1.27$2.27$3.28$4.29$33.41$36.89$40.38$43.86$47.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSFU spot · $39.70MSFU PRICE$0.37$0.51$0.65$0.78$0.95$1.16$1.37$1.58$1.80$2.13$2.47$2.88$3.28$0.48$0.64$0.80$0.97$1.14$1.38$1.64$1.90$2.16$2.49$2.84$3.33$4.00
PutsCheap0.77×
CallsCheap0.77×
SkewBearish+4.11 pp
Implied moveBearish±$3.01
TiltBearish8.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.9255.2%9.0%36.6864.1%8.8%
25Δ42.3756.4%8.0%37.2665.2%7.8%
30Δ41.8256.7%7.0%37.8963.6%6.6%
35Δ41.2755.6%5.9%38.4462.1%5.6%
40Δ40.7855.7%5.1%38.9760.6%4.7%
45Δ40.3557.1%4.6%39.4561.1%4.1%
50Δ39.9158.1%4.0%39.9361.7%3.6%
55Δ39.4657.5%3.4%40.4061.0%3.0%
60Δ39.0056.9%2.8%40.8860.1%2.5%
65Δ38.5158.1%2.4%41.3959.5%2.0%
70Δ38.0159.4%2.0%41.9059.1%1.6%
75Δ37.4559.7%1.6%42.5459.7%1.2%
80Δ36.8959.4%1.2%43.3361.5%0.9%

20Δ

Calls
Pseudo strike
42.92
IV
55.2%
B/E move
9.0%
Puts
Pseudo strike
36.68
IV
64.1%
B/E move
8.8%

25Δ

Calls
Pseudo strike
42.37
IV
56.4%
B/E move
8.0%
Puts
Pseudo strike
37.26
IV
65.2%
B/E move
7.8%

30Δ

Calls
Pseudo strike
41.82
IV
56.7%
B/E move
7.0%
Puts
Pseudo strike
37.89
IV
63.6%
B/E move
6.6%

35Δ

Calls
Pseudo strike
41.27
IV
55.6%
B/E move
5.9%
Puts
Pseudo strike
38.44
IV
62.1%
B/E move
5.6%

40Δ

Calls
Pseudo strike
40.78
IV
55.7%
B/E move
5.1%
Puts
Pseudo strike
38.97
IV
60.6%
B/E move
4.7%

45Δ

Calls
Pseudo strike
40.35
IV
57.1%
B/E move
4.6%
Puts
Pseudo strike
39.45
IV
61.1%
B/E move
4.1%

50Δ

Calls
Pseudo strike
39.91
IV
58.1%
B/E move
4.0%
Puts
Pseudo strike
39.93
IV
61.7%
B/E move
3.6%

55Δ

Calls
Pseudo strike
39.46
IV
57.5%
B/E move
3.4%
Puts
Pseudo strike
40.40
IV
61.0%
B/E move
3.0%

60Δ

Calls
Pseudo strike
39.00
IV
56.9%
B/E move
2.8%
Puts
Pseudo strike
40.88
IV
60.1%
B/E move
2.5%

65Δ

Calls
Pseudo strike
38.51
IV
58.1%
B/E move
2.4%
Puts
Pseudo strike
41.39
IV
59.5%
B/E move
2.0%

70Δ

Calls
Pseudo strike
38.01
IV
59.4%
B/E move
2.0%
Puts
Pseudo strike
41.90
IV
59.1%
B/E move
1.6%

75Δ

Calls
Pseudo strike
37.45
IV
59.7%
B/E move
1.6%
Puts
Pseudo strike
42.54
IV
59.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
36.89
IV
59.4%
B/E move
1.2%
Puts
Pseudo strike
43.33
IV
61.5%
B/E move
0.9%

Options history

IV · four-Friday blend54.50%
Daily EOD
MSFU50.8%56.7%62.5%2026-10-19: 57.70%2026-10-20: 57.50%2026-10-21: 58.55%2026-10-22: 58.99%2026-10-23: 59.12%2026-10-26: 61.69%2026-10-27: 60.16%2026-10-28: 60.09%2026-10-29: 51.61%2026-10-30: 54.50%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
57.70%
57.50%
58.55%
58.99%
59.12%
61.69%
60.16%
60.09%
51.61%
54.50%