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Direxion Shares ETF Trust Direxion Daily NVDA Bull 2X ETF NVDU

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Market datapartial · fetched 2026-10-22T14:09:17.233Z

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 · 2026-10-22T14:07:52.122721686Z

FundamentalsAlpha Vantage · unavailable

Share price$129.29
1D-0.1%
$128.55$129.47$130.39$131.31$132.235:30 AM6:30 AM9:00 AM1:00 PMNVDU
Sold putSold call

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

Live interpolated NVDU call and put midpoint premiums by absolute delta.Direxion Shares ETF Trust Direxion Daily NVDA Bull 2X ETF$1.97$9.84$17.72$25.59$33.47$92.56$112.42$132.28$152.14$172.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVDU spot · $129.29NVDU PRICE$2.82$3.74$4.77$5.89$7.11$8.50$10.04$11.72$13.58$15.65$18.09$21.08$24.74$3.87$5.15$6.42$8.00$9.62$11.45$13.40$15.57$17.85$20.44$23.57$27.27$31.20
PutsExpensive1.24×
CallsExpensive1.21×
SkewNeutral-0.02 pp
Implied moveBearish±$23.44
TiltBearish13.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ159.1076.4%25.2%109.1584.5%18.6%
25Δ153.4276.2%21.6%113.7383.8%16.0%
30Δ148.7176.7%18.7%118.0481.5%13.7%
35Δ144.3376.8%16.2%121.8881.6%11.9%
40Δ140.3177.1%14.0%125.6480.7%10.3%
45Δ136.5877.9%12.2%129.3280.3%8.8%
50Δ132.9478.9%10.6%132.9979.5%7.5%
55Δ129.3079.5%9.1%136.7078.9%6.3%
60Δ125.6480.2%7.7%140.4277.7%5.2%
65Δ121.9280.7%6.4%144.3076.7%4.2%
70Δ118.0281.9%5.3%148.5876.3%3.3%
75Δ113.7283.8%4.3%153.3175.9%2.5%
80Δ108.8486.0%3.3%158.2374.5%1.7%

20Δ

Calls
Pseudo strike
159.10
IV
76.4%
B/E move
25.2%
Puts
Pseudo strike
109.15
IV
84.5%
B/E move
18.6%

25Δ

Calls
Pseudo strike
153.42
IV
76.2%
B/E move
21.6%
Puts
Pseudo strike
113.73
IV
83.8%
B/E move
16.0%

30Δ

Calls
Pseudo strike
148.71
IV
76.7%
B/E move
18.7%
Puts
Pseudo strike
118.04
IV
81.5%
B/E move
13.7%

35Δ

Calls
Pseudo strike
144.33
IV
76.8%
B/E move
16.2%
Puts
Pseudo strike
121.88
IV
81.6%
B/E move
11.9%

40Δ

Calls
Pseudo strike
140.31
IV
77.1%
B/E move
14.0%
Puts
Pseudo strike
125.64
IV
80.7%
B/E move
10.3%

45Δ

Calls
Pseudo strike
136.58
IV
77.9%
B/E move
12.2%
Puts
Pseudo strike
129.32
IV
80.3%
B/E move
8.8%

50Δ

Calls
Pseudo strike
132.94
IV
78.9%
B/E move
10.6%
Puts
Pseudo strike
132.99
IV
79.5%
B/E move
7.5%

55Δ

Calls
Pseudo strike
129.30
IV
79.5%
B/E move
9.1%
Puts
Pseudo strike
136.70
IV
78.9%
B/E move
6.3%

60Δ

Calls
Pseudo strike
125.64
IV
80.2%
B/E move
7.7%
Puts
Pseudo strike
140.42
IV
77.7%
B/E move
5.2%

65Δ

Calls
Pseudo strike
121.92
IV
80.7%
B/E move
6.4%
Puts
Pseudo strike
144.30
IV
76.7%
B/E move
4.2%

70Δ

Calls
Pseudo strike
118.02
IV
81.9%
B/E move
5.3%
Puts
Pseudo strike
148.58
IV
76.3%
B/E move
3.3%

75Δ

Calls
Pseudo strike
113.72
IV
83.8%
B/E move
4.3%
Puts
Pseudo strike
153.31
IV
75.9%
B/E move
2.5%

80Δ

Calls
Pseudo strike
108.84
IV
86.0%
B/E move
3.3%
Puts
Pseudo strike
158.23
IV
74.5%
B/E move
1.7%

Options history

No recorded observations