Share price$26.24
1D-2.4%
Sold putSold call
Direxion Shares ETF Trust Direxion Daily MU Bull 2X ETF MUU
i
Market dataready · fetched 2026-10-21T17:00:15.718Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 dataPriceAlpaca · sip · 2026-10-21T17:00:14.487806582Z
FundamentalsAlpha Vantage · ready
Direxion Shares ETF Trust Direxion Daily MU Bull 2X ETF options
PutsCheap0.77×
CallsFair0.95×
SkewBearish+11.67 pp
Implied moveBearish±$2.04
TiltBearish12.2% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.36 | 117.8% | 9.0% | 24.30 | 130.7% | 8.5% |
| 25Δ | 27.92 | 116.1% | 7.6% | 24.71 | 128.9% | 7.3% |
| 30Δ | 27.59 | 118.8% | 6.8% | 25.11 | 124.9% | 6.2% |
| 35Δ | 27.28 | 120.5% | 6.0% | 25.43 | 124.7% | 5.4% |
| 40Δ | 26.96 | 121.3% | 5.2% | 25.74 | 126.7% | 4.7% |
| 45Δ | 26.65 | 119.3% | 4.4% | 26.06 | 130.1% | 4.2% |
| 50Δ | 26.34 | 120.8% | 3.8% | 26.39 | 137.9% | 3.8% |
| 55Δ | 26.05 | 125.3% | 3.4% | 26.69 | 133.2% | 3.2% |
| 60Δ | 25.76 | 122.4% | 2.8% | 26.96 | 122.5% | 2.4% |
| 65Δ | 25.47 | 118.9% | 2.2% | 27.50 | 143.7% | 2.3% |
| 70Δ | 25.11 | 124.1% | 1.9% | 27.80 | 135.9% | 1.8% |
| 75Δ | 24.76 | 124.8% | 1.5% | 28.29 | 138.9% | 1.4% |
| 80Δ | 24.40 | 123.0% | 1.1% | 29.01 | 146.7% | 1.1% |
20Δ
- Pseudo strike
- 28.36
- IV
- 117.8%
- B/E move
- 9.0%
- Pseudo strike
- 24.30
- IV
- 130.7%
- B/E move
- 8.5%
25Δ
- Pseudo strike
- 27.92
- IV
- 116.1%
- B/E move
- 7.6%
- Pseudo strike
- 24.71
- IV
- 128.9%
- B/E move
- 7.3%
30Δ
- Pseudo strike
- 27.59
- IV
- 118.8%
- B/E move
- 6.8%
- Pseudo strike
- 25.11
- IV
- 124.9%
- B/E move
- 6.2%
35Δ
- Pseudo strike
- 27.28
- IV
- 120.5%
- B/E move
- 6.0%
- Pseudo strike
- 25.43
- IV
- 124.7%
- B/E move
- 5.4%
40Δ
- Pseudo strike
- 26.96
- IV
- 121.3%
- B/E move
- 5.2%
- Pseudo strike
- 25.74
- IV
- 126.7%
- B/E move
- 4.7%
45Δ
- Pseudo strike
- 26.65
- IV
- 119.3%
- B/E move
- 4.4%
- Pseudo strike
- 26.06
- IV
- 130.1%
- B/E move
- 4.2%
50Δ
- Pseudo strike
- 26.34
- IV
- 120.8%
- B/E move
- 3.8%
- Pseudo strike
- 26.39
- IV
- 137.9%
- B/E move
- 3.8%
55Δ
- Pseudo strike
- 26.05
- IV
- 125.3%
- B/E move
- 3.4%
- Pseudo strike
- 26.69
- IV
- 133.2%
- B/E move
- 3.2%
60Δ
- Pseudo strike
- 25.76
- IV
- 122.4%
- B/E move
- 2.8%
- Pseudo strike
- 26.96
- IV
- 122.5%
- B/E move
- 2.4%
65Δ
- Pseudo strike
- 25.47
- IV
- 118.9%
- B/E move
- 2.2%
- Pseudo strike
- 27.50
- IV
- 143.7%
- B/E move
- 2.3%
70Δ
- Pseudo strike
- 25.11
- IV
- 124.1%
- B/E move
- 1.9%
- Pseudo strike
- 27.80
- IV
- 135.9%
- B/E move
- 1.8%
75Δ
- Pseudo strike
- 24.76
- IV
- 124.8%
- B/E move
- 1.5%
- Pseudo strike
- 28.29
- IV
- 138.9%
- B/E move
- 1.4%
80Δ
- Pseudo strike
- 24.40
- IV
- 123.0%
- B/E move
- 1.1%
- Pseudo strike
- 29.01
- IV
- 146.7%
- B/E move
- 1.1%
Options history
Table
| Date | IV |
|---|---|
| 104.61% | |
| 109.38% |