Share price$5.03
1D+6.6%
Sold putSold callAH
Direxion Shares ETF Trust Direxion Daily ORCL Bull 2X ETF ORCU
i
Market dataready · fetched 2026-11-12T00:50:51.337Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T00:48:48.197241717Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:50:50.856053+00:00
Direxion Shares ETF Trust Direxion Daily ORCL Bull 2X ETF options
PutsCheap0.64×
CallsFair0.97×
SkewBullish-68.21 pp
Implied moveBullish±$0.91
TiltBullish10.0% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.54 | 192.5% | 52.9% | 4.10 | 174.3% | 21.7% |
| 25Δ | 6.78 | 181.5% | 38.5% | 4.28 | 159.7% | 18.7% |
| 30Δ | 6.01 | 170.6% | 24.0% | 4.46 | 145.1% | 15.7% |
| 35Δ | 5.82 | 174.7% | 21.6% | 4.64 | 130.5% | 12.6% |
| 40Δ | 5.63 | 179.2% | 19.4% | 4.82 | 116.0% | 9.6% |
| 45Δ | 5.44 | 183.6% | 17.1% | 5.00 | 101.4% | 6.6% |
| 50Δ | 5.26 | 188.0% | 14.9% | 5.12 | 101.2% | 5.9% |
| 55Δ | 5.07 | 192.5% | 12.7% | 5.25 | 101.3% | 5.2% |
| 60Δ | 4.88 | 193.8% | 10.8% | 5.38 | 101.4% | 4.5% |
| 65Δ | 4.68 | 193.1% | 9.1% | 5.50 | 101.5% | 3.8% |
| 70Δ | 4.48 | 192.3% | 7.5% | 5.63 | 101.6% | 3.1% |
| 75Δ | 4.29 | 191.6% | 5.8% | 5.76 | 101.7% | 2.4% |
| 80Δ | 4.09 | 190.9% | 4.1% | 5.89 | 101.9% | 1.7% |
20Δ
- Pseudo strike
- 7.54
- IV
- 192.5%
- B/E move
- 52.9%
- Pseudo strike
- 4.10
- IV
- 174.3%
- B/E move
- 21.7%
25Δ
- Pseudo strike
- 6.78
- IV
- 181.5%
- B/E move
- 38.5%
- Pseudo strike
- 4.28
- IV
- 159.7%
- B/E move
- 18.7%
30Δ
- Pseudo strike
- 6.01
- IV
- 170.6%
- B/E move
- 24.0%
- Pseudo strike
- 4.46
- IV
- 145.1%
- B/E move
- 15.7%
35Δ
- Pseudo strike
- 5.82
- IV
- 174.7%
- B/E move
- 21.6%
- Pseudo strike
- 4.64
- IV
- 130.5%
- B/E move
- 12.6%
40Δ
- Pseudo strike
- 5.63
- IV
- 179.2%
- B/E move
- 19.4%
- Pseudo strike
- 4.82
- IV
- 116.0%
- B/E move
- 9.6%
45Δ
- Pseudo strike
- 5.44
- IV
- 183.6%
- B/E move
- 17.1%
- Pseudo strike
- 5.00
- IV
- 101.4%
- B/E move
- 6.6%
50Δ
- Pseudo strike
- 5.26
- IV
- 188.0%
- B/E move
- 14.9%
- Pseudo strike
- 5.12
- IV
- 101.2%
- B/E move
- 5.9%
55Δ
- Pseudo strike
- 5.07
- IV
- 192.5%
- B/E move
- 12.7%
- Pseudo strike
- 5.25
- IV
- 101.3%
- B/E move
- 5.2%
60Δ
- Pseudo strike
- 4.88
- IV
- 193.8%
- B/E move
- 10.8%
- Pseudo strike
- 5.38
- IV
- 101.4%
- B/E move
- 4.5%
65Δ
- Pseudo strike
- 4.68
- IV
- 193.1%
- B/E move
- 9.1%
- Pseudo strike
- 5.50
- IV
- 101.5%
- B/E move
- 3.8%
70Δ
- Pseudo strike
- 4.48
- IV
- 192.3%
- B/E move
- 7.5%
- Pseudo strike
- 5.63
- IV
- 101.6%
- B/E move
- 3.1%
75Δ
- Pseudo strike
- 4.29
- IV
- 191.6%
- B/E move
- 5.8%
- Pseudo strike
- 5.76
- IV
- 101.7%
- B/E move
- 2.4%
80Δ
- Pseudo strike
- 4.09
- IV
- 190.9%
- B/E move
- 4.1%
- Pseudo strike
- 5.89
- IV
- 101.9%
- B/E move
- 1.7%
Options history
IV · four-Friday blend117.38%
Daily EOD
10 observations2026-10-19 — 2026-10-30
Table
| Date | IV (%) |
|---|---|
| 112.36% | |
| 112.03% | |
| 114.39% | |
| 119.26% | |
| 118.23% | |
| 114.51% | |
| 120.86% | |
| 118.70% | |
| 110.72% | |
| 117.38% |