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

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Market dataready · fetched 2026-10-22T21:14:54.719Z

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 · 2026-10-22T21:14:17.791811395Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:14:53.928871+00:00

Share price$124.80
1D-3.6%
AH$123$125$128$130$1335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNVDU
Sold putSold callAH

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$1.74$11.71$21.68$31.65$41.63$84.67$106.71$128.76$150.80$172.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVDU spot · $124.80NVDU PRICE$2.81$3.74$4.73$5.86$7.05$8.46$9.91$11.33$13.04$15.23$17.46$19.90$22.80$4.24$5.66$7.07$8.77$10.57$12.51$14.62$16.97$19.70$23.05$26.96$31.96$38.75
PutsExpensive1.39×
CallsExpensive1.21×
SkewBearish+9.62 pp
Implied moveBearish±$24.53
TiltBearish21.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ154.9379.3%26.4%103.6494.3%20.4%
25Δ149.2579.3%22.6%108.4693.5%17.6%
30Δ144.2679.1%19.4%113.0591.5%15.1%
35Δ139.9779.6%16.8%117.1991.2%13.1%
40Δ135.8779.5%14.5%121.2490.3%11.3%
45Δ132.2080.7%12.7%125.2089.3%9.7%
50Δ128.4980.9%10.9%129.1388.3%8.2%
55Δ124.8279.7%9.1%133.1187.5%6.9%
60Δ121.2879.7%7.6%137.3087.1%5.8%
65Δ117.6581.5%6.5%141.9287.5%4.8%
70Δ113.9281.8%5.3%147.0288.0%3.8%
75Δ110.0781.6%4.1%153.0889.2%2.9%
80Δ105.9281.4%3.1%160.8591.5%2.2%

20Δ

Calls
Pseudo strike
154.93
IV
79.3%
B/E move
26.4%
Puts
Pseudo strike
103.64
IV
94.3%
B/E move
20.4%

25Δ

Calls
Pseudo strike
149.25
IV
79.3%
B/E move
22.6%
Puts
Pseudo strike
108.46
IV
93.5%
B/E move
17.6%

30Δ

Calls
Pseudo strike
144.26
IV
79.1%
B/E move
19.4%
Puts
Pseudo strike
113.05
IV
91.5%
B/E move
15.1%

35Δ

Calls
Pseudo strike
139.97
IV
79.6%
B/E move
16.8%
Puts
Pseudo strike
117.19
IV
91.2%
B/E move
13.1%

40Δ

Calls
Pseudo strike
135.87
IV
79.5%
B/E move
14.5%
Puts
Pseudo strike
121.24
IV
90.3%
B/E move
11.3%

45Δ

Calls
Pseudo strike
132.20
IV
80.7%
B/E move
12.7%
Puts
Pseudo strike
125.20
IV
89.3%
B/E move
9.7%

50Δ

Calls
Pseudo strike
128.49
IV
80.9%
B/E move
10.9%
Puts
Pseudo strike
129.13
IV
88.3%
B/E move
8.2%

55Δ

Calls
Pseudo strike
124.82
IV
79.7%
B/E move
9.1%
Puts
Pseudo strike
133.11
IV
87.5%
B/E move
6.9%

60Δ

Calls
Pseudo strike
121.28
IV
79.7%
B/E move
7.6%
Puts
Pseudo strike
137.30
IV
87.1%
B/E move
5.8%

65Δ

Calls
Pseudo strike
117.65
IV
81.5%
B/E move
6.5%
Puts
Pseudo strike
141.92
IV
87.5%
B/E move
4.8%

70Δ

Calls
Pseudo strike
113.92
IV
81.8%
B/E move
5.3%
Puts
Pseudo strike
147.02
IV
88.0%
B/E move
3.8%

75Δ

Calls
Pseudo strike
110.07
IV
81.6%
B/E move
4.1%
Puts
Pseudo strike
153.08
IV
89.2%
B/E move
2.9%

80Δ

Calls
Pseudo strike
105.92
IV
81.4%
B/E move
3.1%
Puts
Pseudo strike
160.85
IV
91.5%
B/E move
2.2%

Options history

No recorded observations