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Direxion Daily S&P 500 Bull 2X ETF SPUU

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Market dataready · fetched 2026-10-22T23:49:57.480Z

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 · 2026-10-22T22:30:00.003780031Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:49:56.082958+00:00

Share price$221.52
1D-0.8%
AH$220.44$221.28$222.12$222.95$223.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPUU
Sold putSold callAH

Direxion Daily S&P 500 Bull 2X ETF options

Live interpolated SPUU call and put midpoint premiums by absolute delta.Direxion Daily S&P 500 Bull 2X ETF$1.20$5.95$10.71$15.46$20.22$197.72$209.22$220.73$232.23$243.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPUU spot · $221.52SPUU PRICE$1.71$2.33$3.03$3.77$4.59$5.42$6.67$7.92$9.45$11.09$13.27$15.75$18.84$2.78$3.61$4.45$5.29$6.18$7.04$7.82$8.64$9.92$11.20$13.15$15.27$17.54
PutsExpensive1.40×
CallsExpensive1.34×
SkewBearish+2.55 pp
Implied moveBearish±$14.49
TiltBearish4.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ236.6125.1%7.6%204.2237.9%9.1%
25Δ233.8925.5%6.6%208.2636.7%7.6%
30Δ231.6426.1%5.9%211.8135.5%6.4%
35Δ229.3926.6%5.3%215.1234.1%5.3%
40Δ227.1826.7%4.6%217.8932.8%4.4%
45Δ224.9626.7%4.0%220.5631.5%3.6%
50Δ222.8027.7%3.6%222.8629.8%2.9%
55Δ220.6528.6%3.2%225.1528.2%2.3%
60Δ218.2629.4%2.8%227.3627.7%1.8%
65Δ215.7730.2%2.4%229.5727.3%1.4%
70Δ212.8331.4%2.1%232.2427.5%1.1%
75Δ209.6332.8%1.7%235.0227.9%0.8%
80Δ205.8134.1%1.4%237.9327.3%0.5%

20Δ

Calls
Pseudo strike
236.61
IV
25.1%
B/E move
7.6%
Puts
Pseudo strike
204.22
IV
37.9%
B/E move
9.1%

25Δ

Calls
Pseudo strike
233.89
IV
25.5%
B/E move
6.6%
Puts
Pseudo strike
208.26
IV
36.7%
B/E move
7.6%

30Δ

Calls
Pseudo strike
231.64
IV
26.1%
B/E move
5.9%
Puts
Pseudo strike
211.81
IV
35.5%
B/E move
6.4%

35Δ

Calls
Pseudo strike
229.39
IV
26.6%
B/E move
5.3%
Puts
Pseudo strike
215.12
IV
34.1%
B/E move
5.3%

40Δ

Calls
Pseudo strike
227.18
IV
26.7%
B/E move
4.6%
Puts
Pseudo strike
217.89
IV
32.8%
B/E move
4.4%

45Δ

Calls
Pseudo strike
224.96
IV
26.7%
B/E move
4.0%
Puts
Pseudo strike
220.56
IV
31.5%
B/E move
3.6%

50Δ

Calls
Pseudo strike
222.80
IV
27.7%
B/E move
3.6%
Puts
Pseudo strike
222.86
IV
29.8%
B/E move
2.9%

55Δ

Calls
Pseudo strike
220.65
IV
28.6%
B/E move
3.2%
Puts
Pseudo strike
225.15
IV
28.2%
B/E move
2.3%

60Δ

Calls
Pseudo strike
218.26
IV
29.4%
B/E move
2.8%
Puts
Pseudo strike
227.36
IV
27.7%
B/E move
1.8%

65Δ

Calls
Pseudo strike
215.77
IV
30.2%
B/E move
2.4%
Puts
Pseudo strike
229.57
IV
27.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
212.83
IV
31.4%
B/E move
2.1%
Puts
Pseudo strike
232.24
IV
27.5%
B/E move
1.1%

75Δ

Calls
Pseudo strike
209.63
IV
32.8%
B/E move
1.7%
Puts
Pseudo strike
235.02
IV
27.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
205.81
IV
34.1%
B/E move
1.4%
Puts
Pseudo strike
237.93
IV
27.3%
B/E move
0.5%

Options history

No recorded observations