IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-10-22T21:13:01.220Z

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 · 2026-10-22T21:00:21.237170261Z

FundamentalsAlpha Vantage · unavailable

Share price$60.53
1D-3.2%
AH$60$61$62$64$655:30 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$1.22$8.92$16.63$24.33$32.04$32.74$46.42$60.11$73.80$87.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PLTU spot · $60.53PLTU PRICE$2.05$2.69$3.41$4.22$5.15$5.99$6.87$8.08$9.30$10.74$12.33$14.18$16.10$3.16$4.20$5.42$6.74$8.24$9.77$11.53$13.67$15.89$18.21$21.29$25.04$29.82
PutsExpensive1.44×
CallsExpensive1.35×
SkewBearish+4.92 pp
Implied moveBearish±$18.40
TiltBearish26.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.27125.8%47.6%47.30136.4%27.1%
25Δ81.91124.4%39.8%50.51134.6%23.5%
30Δ77.69124.3%34.0%53.48134.4%20.6%
35Δ74.10125.4%29.4%56.37133.9%18.0%
40Δ71.01127.8%25.8%59.25133.9%15.7%
45Δ67.74126.1%21.8%62.11131.5%13.5%
50Δ64.50123.3%17.9%65.04131.5%11.6%
55Δ61.82125.4%15.5%68.20131.6%9.9%
60Δ59.12126.8%13.0%71.40130.8%8.3%
65Δ56.39128.7%10.9%74.65129.1%6.7%
70Δ53.58130.2%8.9%78.55128.9%5.4%
75Δ50.62132.1%7.1%83.05129.2%4.2%
80Δ47.60131.4%5.2%88.54130.1%3.0%

20Δ

Calls
Pseudo strike
87.27
IV
125.8%
B/E move
47.6%
Puts
Pseudo strike
47.30
IV
136.4%
B/E move
27.1%

25Δ

Calls
Pseudo strike
81.91
IV
124.4%
B/E move
39.8%
Puts
Pseudo strike
50.51
IV
134.6%
B/E move
23.5%

30Δ

Calls
Pseudo strike
77.69
IV
124.3%
B/E move
34.0%
Puts
Pseudo strike
53.48
IV
134.4%
B/E move
20.6%

35Δ

Calls
Pseudo strike
74.10
IV
125.4%
B/E move
29.4%
Puts
Pseudo strike
56.37
IV
133.9%
B/E move
18.0%

40Δ

Calls
Pseudo strike
71.01
IV
127.8%
B/E move
25.8%
Puts
Pseudo strike
59.25
IV
133.9%
B/E move
15.7%

45Δ

Calls
Pseudo strike
67.74
IV
126.1%
B/E move
21.8%
Puts
Pseudo strike
62.11
IV
131.5%
B/E move
13.5%

50Δ

Calls
Pseudo strike
64.50
IV
123.3%
B/E move
17.9%
Puts
Pseudo strike
65.04
IV
131.5%
B/E move
11.6%

55Δ

Calls
Pseudo strike
61.82
IV
125.4%
B/E move
15.5%
Puts
Pseudo strike
68.20
IV
131.6%
B/E move
9.9%

60Δ

Calls
Pseudo strike
59.12
IV
126.8%
B/E move
13.0%
Puts
Pseudo strike
71.40
IV
130.8%
B/E move
8.3%

65Δ

Calls
Pseudo strike
56.39
IV
128.7%
B/E move
10.9%
Puts
Pseudo strike
74.65
IV
129.1%
B/E move
6.7%

70Δ

Calls
Pseudo strike
53.58
IV
130.2%
B/E move
8.9%
Puts
Pseudo strike
78.55
IV
128.9%
B/E move
5.4%

75Δ

Calls
Pseudo strike
50.62
IV
132.1%
B/E move
7.1%
Puts
Pseudo strike
83.05
IV
129.2%
B/E move
4.2%

80Δ

Calls
Pseudo strike
47.60
IV
131.4%
B/E move
5.2%
Puts
Pseudo strike
88.54
IV
130.1%
B/E move
3.0%

Options history

No recorded observations