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

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Market dataready · fetched 2026-11-11T16:01:16.548Z

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 · 2026-11-11T16:01:09.098194975Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T16:01:15.791798+00:00

Share price$83.10
1D+0.6%
$79$80$81$82$835:30 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$1.27$7.52$13.77$20.02$26.27$51.58$70.83$90.07$109.31$128.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVDU spot · $83.10NVDU PRICE$1.94$2.66$3.25$4.03$4.93$5.86$6.80$7.90$9.04$10.50$12.07$14.03$16.14$2.89$3.82$4.77$5.87$7.04$8.41$9.87$11.53$13.36$15.38$17.76$20.56$24.47
PutsCheap0.88×
CallsExpensive1.12×
SkewBearish+10.53 pp
Implied moveBearish±$16.68
TiltBearish19.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ103.60144.5%27.0%68.63171.8%20.9%
25Δ100.65152.4%24.3%71.91169.9%18.1%
30Δ96.57147.3%20.1%75.05166.2%15.4%
35Δ93.35146.4%17.2%77.81163.7%13.4%
40Δ90.78149.9%15.2%80.55161.7%11.5%
45Δ88.17150.6%13.2%83.19160.8%10.0%
50Δ85.54150.1%11.1%85.86159.9%8.6%
55Δ83.04149.7%9.4%88.58159.0%7.3%
60Δ80.57149.4%7.8%91.39158.0%6.1%
65Δ78.02151.0%6.5%94.32156.9%5.0%
70Δ75.45153.1%5.3%97.51155.6%4.0%
75Δ72.60155.3%4.2%101.07154.7%3.1%
80Δ69.63157.1%3.2%105.64155.5%2.3%

20Δ

Calls
Pseudo strike
103.60
IV
144.5%
B/E move
27.0%
Puts
Pseudo strike
68.63
IV
171.8%
B/E move
20.9%

25Δ

Calls
Pseudo strike
100.65
IV
152.4%
B/E move
24.3%
Puts
Pseudo strike
71.91
IV
169.9%
B/E move
18.1%

30Δ

Calls
Pseudo strike
96.57
IV
147.3%
B/E move
20.1%
Puts
Pseudo strike
75.05
IV
166.2%
B/E move
15.4%

35Δ

Calls
Pseudo strike
93.35
IV
146.4%
B/E move
17.2%
Puts
Pseudo strike
77.81
IV
163.7%
B/E move
13.4%

40Δ

Calls
Pseudo strike
90.78
IV
149.9%
B/E move
15.2%
Puts
Pseudo strike
80.55
IV
161.7%
B/E move
11.5%

45Δ

Calls
Pseudo strike
88.17
IV
150.6%
B/E move
13.2%
Puts
Pseudo strike
83.19
IV
160.8%
B/E move
10.0%

50Δ

Calls
Pseudo strike
85.54
IV
150.1%
B/E move
11.1%
Puts
Pseudo strike
85.86
IV
159.9%
B/E move
8.6%

55Δ

Calls
Pseudo strike
83.04
IV
149.7%
B/E move
9.4%
Puts
Pseudo strike
88.58
IV
159.0%
B/E move
7.3%

60Δ

Calls
Pseudo strike
80.57
IV
149.4%
B/E move
7.8%
Puts
Pseudo strike
91.39
IV
158.0%
B/E move
6.1%

65Δ

Calls
Pseudo strike
78.02
IV
151.0%
B/E move
6.5%
Puts
Pseudo strike
94.32
IV
156.9%
B/E move
5.0%

70Δ

Calls
Pseudo strike
75.45
IV
153.1%
B/E move
5.3%
Puts
Pseudo strike
97.51
IV
155.6%
B/E move
4.0%

75Δ

Calls
Pseudo strike
72.60
IV
155.3%
B/E move
4.2%
Puts
Pseudo strike
101.07
IV
154.7%
B/E move
3.1%

80Δ

Calls
Pseudo strike
69.63
IV
157.1%
B/E move
3.2%
Puts
Pseudo strike
105.64
IV
155.5%
B/E move
2.3%

Options history

IV · four-Friday blend80.99%
Daily EOD
NVDU75.9%78.6%81.4%2026-10-22: 76.25%2026-10-23: 76.56%2026-10-28: 76.35%2026-10-30: 80.99%Oct 22Oct 23Oct 30
4 observations2026-10-22 — 2026-10-30
Table
DateIV (%)
76.25%
76.56%
76.35%
80.99%