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Direxion Shares ETF Trust Direxion Daily PLTR Bull 2X ETF PLTU

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Market dataready · fetched 2026-11-12T02:57:54.122Z

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 · 2026-11-12T00:49:43.903299475Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:57:53.637631+00:00

Share price$44.53
1D-0.8%
AH$44.80$45.34$45.87$46.41$46.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPLTU
Sold putSold callAH

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

Live interpolated PLTU call and put midpoint premiums by absolute delta.Direxion Shares ETF Trust Direxion Daily PLTR Bull 2X ETF$0.56$2.77$4.98$7.19$9.40$29.05$36.74$44.43$52.12$59.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PLTU spot · $44.53PLTU PRICE$0.80$1.10$1.43$1.73$2.18$2.57$3.02$3.60$4.23$5.03$5.99$7.20$8.76$0.86$1.11$1.36$1.62$1.83$2.09$2.52$2.83$3.19$3.60$3.92$4.33$5.00
PutsCheap0.46×
CallsCheap0.71×
SkewBullish-44.62 pp
Implied moveBullish±$5.55
TiltBullish16.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.31109.8%19.3%39.45101.8%13.3%
25Δ51.19115.2%17.4%40.6398.4%11.3%
30Δ49.95117.6%15.4%41.6894.4%9.5%
35Δ48.53114.6%12.9%42.6190.6%7.9%
40Δ47.65121.5%11.9%43.4584.9%6.5%
45Δ46.48120.7%10.1%44.2381.0%5.4%
50Δ45.39121.4%8.7%44.9683.1%4.7%
55Δ44.33125.1%7.6%45.6380.0%3.9%
60Δ43.22127.9%6.6%46.3177.5%3.2%
65Δ42.02133.8%5.7%47.0076.0%2.5%
70Δ40.68139.9%4.8%47.5871.8%2.0%
75Δ39.12148.9%4.0%48.2368.7%1.4%
80Δ37.22160.2%3.3%49.0768.3%1.0%

20Δ

Calls
Pseudo strike
52.31
IV
109.8%
B/E move
19.3%
Puts
Pseudo strike
39.45
IV
101.8%
B/E move
13.3%

25Δ

Calls
Pseudo strike
51.19
IV
115.2%
B/E move
17.4%
Puts
Pseudo strike
40.63
IV
98.4%
B/E move
11.3%

30Δ

Calls
Pseudo strike
49.95
IV
117.6%
B/E move
15.4%
Puts
Pseudo strike
41.68
IV
94.4%
B/E move
9.5%

35Δ

Calls
Pseudo strike
48.53
IV
114.6%
B/E move
12.9%
Puts
Pseudo strike
42.61
IV
90.6%
B/E move
7.9%

40Δ

Calls
Pseudo strike
47.65
IV
121.5%
B/E move
11.9%
Puts
Pseudo strike
43.45
IV
84.9%
B/E move
6.5%

45Δ

Calls
Pseudo strike
46.48
IV
120.7%
B/E move
10.1%
Puts
Pseudo strike
44.23
IV
81.0%
B/E move
5.4%

50Δ

Calls
Pseudo strike
45.39
IV
121.4%
B/E move
8.7%
Puts
Pseudo strike
44.96
IV
83.1%
B/E move
4.7%

55Δ

Calls
Pseudo strike
44.33
IV
125.1%
B/E move
7.6%
Puts
Pseudo strike
45.63
IV
80.0%
B/E move
3.9%

60Δ

Calls
Pseudo strike
43.22
IV
127.9%
B/E move
6.6%
Puts
Pseudo strike
46.31
IV
77.5%
B/E move
3.2%

65Δ

Calls
Pseudo strike
42.02
IV
133.8%
B/E move
5.7%
Puts
Pseudo strike
47.00
IV
76.0%
B/E move
2.5%

70Δ

Calls
Pseudo strike
40.68
IV
139.9%
B/E move
4.8%
Puts
Pseudo strike
47.58
IV
71.8%
B/E move
2.0%

75Δ

Calls
Pseudo strike
39.12
IV
148.9%
B/E move
4.0%
Puts
Pseudo strike
48.23
IV
68.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
37.22
IV
160.2%
B/E move
3.3%
Puts
Pseudo strike
49.07
IV
68.3%
B/E move
1.0%

Options history

IV · four-Friday blend126.27%
Daily EOD
PLTU110.5%119.0%127.4%2026-10-22: 112.63%2026-10-27: 112.53%2026-10-28: 111.65%2026-10-29: 115.86%2026-10-30: 126.27%Oct 22Oct 28Oct 30
5 observations2026-10-22 — 2026-10-30
Table
DateIV (%)
112.63%
112.53%
111.65%
115.86%
126.27%