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

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Market dataready · fetched 2026-10-21T17:52:59.407Z

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 · 2026-10-21T17:52:52.491496943Z

FundamentalsAlpha Vantage · ready

Share price$26.49
1D-1.5%
$25.04$25.56$26.08$26.60$27.125:30 AM6:30 AM9:00 AM1:00 PMMUU
Sold putSold call

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$0.41$3.46$6.51$9.56$12.61$15.55$22.29$29.02$35.76$42.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MUU spot · $26.49MUU PRICE$0.74$1.01$1.23$1.52$1.83$2.10$2.45$2.89$3.34$3.82$4.18$4.73$5.34$1.08$1.41$1.83$2.20$2.69$3.32$4.09$4.74$5.71$6.71$7.92$9.10$11.73
PutsFair0.99×
CallsFair0.98×
SkewBearish+12.32 pp
Implied moveBearish±$6.54
TiltBearish28.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.1599.1%35.5%21.44108.8%23.1%
25Δ33.79102.0%31.4%22.67105.7%19.7%
30Δ32.0097.5%25.4%23.72106.5%17.4%
35Δ30.8498.5%22.2%24.76103.3%14.8%
40Δ29.7398.9%19.2%25.76103.5%12.9%
45Δ28.5695.1%15.7%26.79105.8%11.4%
50Δ27.5794.7%13.3%27.92109.3%10.1%
55Δ26.6897.2%11.6%28.99108.0%8.5%
60Δ25.7497.7%9.8%30.28110.5%7.2%
65Δ24.8297.8%8.1%31.62111.1%6.0%
70Δ23.9493.0%6.2%33.13112.2%4.8%
75Δ23.0392.0%4.8%34.62110.7%3.7%
80Δ22.1090.3%3.6%37.48118.4%2.8%

20Δ

Calls
Pseudo strike
35.15
IV
99.1%
B/E move
35.5%
Puts
Pseudo strike
21.44
IV
108.8%
B/E move
23.1%

25Δ

Calls
Pseudo strike
33.79
IV
102.0%
B/E move
31.4%
Puts
Pseudo strike
22.67
IV
105.7%
B/E move
19.7%

30Δ

Calls
Pseudo strike
32.00
IV
97.5%
B/E move
25.4%
Puts
Pseudo strike
23.72
IV
106.5%
B/E move
17.4%

35Δ

Calls
Pseudo strike
30.84
IV
98.5%
B/E move
22.2%
Puts
Pseudo strike
24.76
IV
103.3%
B/E move
14.8%

40Δ

Calls
Pseudo strike
29.73
IV
98.9%
B/E move
19.2%
Puts
Pseudo strike
25.76
IV
103.5%
B/E move
12.9%

45Δ

Calls
Pseudo strike
28.56
IV
95.1%
B/E move
15.7%
Puts
Pseudo strike
26.79
IV
105.8%
B/E move
11.4%

50Δ

Calls
Pseudo strike
27.57
IV
94.7%
B/E move
13.3%
Puts
Pseudo strike
27.92
IV
109.3%
B/E move
10.1%

55Δ

Calls
Pseudo strike
26.68
IV
97.2%
B/E move
11.6%
Puts
Pseudo strike
28.99
IV
108.0%
B/E move
8.5%

60Δ

Calls
Pseudo strike
25.74
IV
97.7%
B/E move
9.8%
Puts
Pseudo strike
30.28
IV
110.5%
B/E move
7.2%

65Δ

Calls
Pseudo strike
24.82
IV
97.8%
B/E move
8.1%
Puts
Pseudo strike
31.62
IV
111.1%
B/E move
6.0%

70Δ

Calls
Pseudo strike
23.94
IV
93.0%
B/E move
6.2%
Puts
Pseudo strike
33.13
IV
112.2%
B/E move
4.8%

75Δ

Calls
Pseudo strike
23.03
IV
92.0%
B/E move
4.8%
Puts
Pseudo strike
34.62
IV
110.7%
B/E move
3.7%

80Δ

Calls
Pseudo strike
22.10
IV
90.3%
B/E move
3.6%
Puts
Pseudo strike
37.48
IV
118.4%
B/E move
2.8%

Options history

MUU104.22106.99109.762026-10-19: 104.61%2026-10-20: 109.38%Oct 19Oct 20
Table
DateIV
104.61%
109.38%