IntraAlpha
Create free account Start free

Direxion Shares ETF Trust Direxion Daily MU Bull 2X ETF MUU

i

Market dataready · fetched 2026-11-10T22:22:59.006Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:22:54.148291762Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:22:58.381725+00:00

Share price$15.06
1D+5.6%
AH$14.00$14.50$15.01$15.51$16.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMUU
Sold putSold callAH

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

Live interpolated MUU call and put midpoint premiums by absolute delta.Direxion Shares ETF Trust Direxion Daily MU Bull 2X ETF$0.17$0.86$1.56$2.25$2.95$12.59$13.93$15.27$16.61$17.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MUU spot · $15.06MUU PRICE$0.24$0.33$0.40$0.52$0.63$0.75$0.90$1.06$1.15$1.31$1.57$1.75$2.09$0.30$0.39$0.48$0.63$0.75$0.86$0.95$1.04$1.76$1.98$2.22$2.75
Puts——
CallsFair1.03×
Skew——
Implied moveBearish±$1.85
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.33169.1%16.7%13.27184.2%13.9%
25Δ16.97174.0%14.9%13.69175.8%11.7%
30Δ16.46162.9%11.9%14.06169.5%9.8%
35Δ16.19171.8%10.9%14.35175.8%8.9%
40Δ15.90177.9%9.8%14.65175.5%7.7%
45Δ15.57177.2%8.4%14.95168.3%6.4%
50Δ15.27181.9%7.4%15.21158.9%5.3%
55Δ14.96185.9%6.4%15.46149.0%4.2%
60Δ14.67173.6%5.0%
65Δ14.35170.8%4.0%16.28182.7%3.6%
70Δ14.01180.7%3.4%16.62178.5%2.8%
75Δ13.71175.0%2.6%16.96173.3%2.1%
80Δ13.28183.2%2.0%17.56184.1%1.7%

20Δ

Calls
Pseudo strike
17.33
IV
169.1%
B/E move
16.7%
Puts
Pseudo strike
13.27
IV
184.2%
B/E move
13.9%

25Δ

Calls
Pseudo strike
16.97
IV
174.0%
B/E move
14.9%
Puts
Pseudo strike
13.69
IV
175.8%
B/E move
11.7%

30Δ

Calls
Pseudo strike
16.46
IV
162.9%
B/E move
11.9%
Puts
Pseudo strike
14.06
IV
169.5%
B/E move
9.8%

35Δ

Calls
Pseudo strike
16.19
IV
171.8%
B/E move
10.9%
Puts
Pseudo strike
14.35
IV
175.8%
B/E move
8.9%

40Δ

Calls
Pseudo strike
15.90
IV
177.9%
B/E move
9.8%
Puts
Pseudo strike
14.65
IV
175.5%
B/E move
7.7%

45Δ

Calls
Pseudo strike
15.57
IV
177.2%
B/E move
8.4%
Puts
Pseudo strike
14.95
IV
168.3%
B/E move
6.4%

50Δ

Calls
Pseudo strike
15.27
IV
181.9%
B/E move
7.4%
Puts
Pseudo strike
15.21
IV
158.9%
B/E move
5.3%

55Δ

Calls
Pseudo strike
14.96
IV
185.9%
B/E move
6.4%
Puts
Pseudo strike
15.46
IV
149.0%
B/E move
4.2%

60Δ

Calls
Pseudo strike
14.67
IV
173.6%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
14.35
IV
170.8%
B/E move
4.0%
Puts
Pseudo strike
16.28
IV
182.7%
B/E move
3.6%

70Δ

Calls
Pseudo strike
14.01
IV
180.7%
B/E move
3.4%
Puts
Pseudo strike
16.62
IV
178.5%
B/E move
2.8%

75Δ

Calls
Pseudo strike
13.71
IV
175.0%
B/E move
2.6%
Puts
Pseudo strike
16.96
IV
173.3%
B/E move
2.1%

80Δ

Calls
Pseudo strike
13.28
IV
183.2%
B/E move
2.0%
Puts
Pseudo strike
17.56
IV
184.1%
B/E move
1.7%

Options history

IV · four-Friday blend115.19%
Daily close
MUU78.0%121.8%165.6%2026-08-12: 138.81%2026-08-13: 134.16%2026-08-14: 126.85%2026-08-17: 133.59%2026-08-18: 137.01%2026-08-19: 131.93%2026-08-20: 136.06%2026-08-21: 123.80%2026-08-24: 129.33%2026-08-25: 126.04%2026-08-26: 131.84%2026-08-27: 121.79%2026-08-28: 102.95%2026-08-31: 108.44%2026-09-01: 110.67%2026-09-02: 103.42%2026-09-03: 111.16%2026-09-04: 117.81%2026-09-08: 126.09%2026-09-09: 124.83%2026-09-10: 118.66%2026-09-11: 110.92%2026-09-14: 120.56%2026-09-15: 117.34%2026-09-16: 117.62%2026-09-17: 117.96%2026-09-18: 116.11%2026-09-21: 133.01%2026-09-22: 136.84%2026-09-23: 132.49%2026-09-24: 133.78%2026-09-25: 132.52%2026-09-28: 145.04%2026-09-29: 150.60%2026-09-30: 159.55%2026-10-01: 111.99%2026-10-02: 92.56%2026-10-05: 90.78%2026-10-06: 84.03%2026-10-07: 95.04%2026-10-08: 98.97%2026-10-09: 88.48%2026-10-12: 94.52%2026-10-13: 105.43%2026-10-14: 112.84%2026-10-15: 117.15%2026-10-16: 104.42%2026-10-19: 103.84%2026-10-20: 109.01%2026-10-21: 111.99%2026-10-22: 126.82%2026-10-23: 111.32%2026-10-26: 115.36%2026-10-27: 109.31%2026-10-28: 116.19%2026-10-29: 113.04%2026-10-30: 115.19%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
138.81%
134.16%
126.85%
133.59%
137.01%
131.93%
136.06%
123.80%
129.33%
126.04%
131.84%
121.79%
102.95%
108.44%
110.67%
103.42%
111.16%
117.81%
126.09%
124.83%
118.66%
110.92%
120.56%
117.34%
117.62%
117.96%
116.11%
133.01%
136.84%
132.49%
133.78%
132.52%
145.04%
150.60%
159.55%
111.99%
92.56%
90.78%
84.03%
95.04%
98.97%
88.48%
94.52%
105.43%
112.84%
117.15%
104.42%
103.84%
109.01%
111.99%
126.82%
111.32%
115.36%
109.31%
116.19%
113.04%
115.19%