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Direxion Shares ETF Trust Direxion Daily ORCL Bull 2X ETF ORCU

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Market dataready · fetched 2026-10-22T21:30:25.021Z

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 · 2026-10-22T21:29:57.003988972Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:30:22.518065+00:00

Share price$5.33
1D-2.0%
AH$5.11$5.23$5.34$5.46$5.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMORCU
Sold putSold callAH

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

Live interpolated ORCU call and put midpoint premiums by absolute delta.Direxion Shares ETF Trust Direxion Daily ORCL Bull 2X ETF$0.13$0.82$1.51$2.19$2.88$2.96$4.21$5.45$6.70$7.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ORCU spot · $5.33ORCU PRICE$0.21$0.22$0.30$0.37$0.44$0.52$0.62$0.72$0.82$0.92$1.08$1.24$1.39$0.25$0.34$0.42$0.51$0.66$0.81$0.96$1.11$1.44$1.83$2.15$2.42$2.68
PutsExpensive1.07×
CallsExpensive1.19×
SkewBearish+1.30 pp
Implied moveBearish±$1.58
TiltBearish27.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.51151.3%63.5%4.26115.9%24.7%
25Δ7.08117.3%37.0%4.50116.7%22.0%
30Δ6.75117.6%32.1%4.73117.6%19.2%
35Δ6.48119.8%28.4%4.97118.4%16.4%
40Δ6.21122.1%24.8%5.21119.6%14.6%
45Δ5.94123.9%21.3%5.45120.9%12.8%
50Δ5.70123.8%18.6%5.70122.1%11.1%
55Δ5.45123.8%15.8%5.94123.3%9.4%
60Δ5.21123.8%13.1%6.33130.8%8.2%
65Δ4.96123.8%10.4%6.77140.2%7.2%
70Δ4.71123.9%8.7%7.17142.3%6.0%
75Δ4.46124.0%6.9%7.51136.9%4.5%
80Δ4.21124.1%5.2%7.85131.5%3.1%

20Δ

Calls
Pseudo strike
8.51
IV
151.3%
B/E move
63.5%
Puts
Pseudo strike
4.26
IV
115.9%
B/E move
24.7%

25Δ

Calls
Pseudo strike
7.08
IV
117.3%
B/E move
37.0%
Puts
Pseudo strike
4.50
IV
116.7%
B/E move
22.0%

30Δ

Calls
Pseudo strike
6.75
IV
117.6%
B/E move
32.1%
Puts
Pseudo strike
4.73
IV
117.6%
B/E move
19.2%

35Δ

Calls
Pseudo strike
6.48
IV
119.8%
B/E move
28.4%
Puts
Pseudo strike
4.97
IV
118.4%
B/E move
16.4%

40Δ

Calls
Pseudo strike
6.21
IV
122.1%
B/E move
24.8%
Puts
Pseudo strike
5.21
IV
119.6%
B/E move
14.6%

45Δ

Calls
Pseudo strike
5.94
IV
123.9%
B/E move
21.3%
Puts
Pseudo strike
5.45
IV
120.9%
B/E move
12.8%

50Δ

Calls
Pseudo strike
5.70
IV
123.8%
B/E move
18.6%
Puts
Pseudo strike
5.70
IV
122.1%
B/E move
11.1%

55Δ

Calls
Pseudo strike
5.45
IV
123.8%
B/E move
15.8%
Puts
Pseudo strike
5.94
IV
123.3%
B/E move
9.4%

60Δ

Calls
Pseudo strike
5.21
IV
123.8%
B/E move
13.1%
Puts
Pseudo strike
6.33
IV
130.8%
B/E move
8.2%

65Δ

Calls
Pseudo strike
4.96
IV
123.8%
B/E move
10.4%
Puts
Pseudo strike
6.77
IV
140.2%
B/E move
7.2%

70Δ

Calls
Pseudo strike
4.71
IV
123.9%
B/E move
8.7%
Puts
Pseudo strike
7.17
IV
142.3%
B/E move
6.0%

75Δ

Calls
Pseudo strike
4.46
IV
124.0%
B/E move
6.9%
Puts
Pseudo strike
7.51
IV
136.9%
B/E move
4.5%

80Δ

Calls
Pseudo strike
4.21
IV
124.1%
B/E move
5.2%
Puts
Pseudo strike
7.85
IV
131.5%
B/E move
3.1%

Options history

No recorded observations