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Direxion Daily S&P 500 Bull 2X ETF SPUU

i

Market datapartial · fetched 2026-11-12T15:28:37.061Z

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 · 2026-11-12T14:36:20.45834147Z

FundamentalsAlpha Vantage · unavailable

Share price$215.78
1D+0.5%
$214.60$214.92$215.25$215.57$215.895:30 AM6:30 AM9:00 AM1:00 PMSPUU
Sold putSold call

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$5.89$7.94$9.99$12.03$14.08$-0.22$0.14$0.50$0.86$1.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESPUU PRICE$8.75$10.98$13.49$6.11$7.15$8.19
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ209.7139.8%1.2%220.5425.6%0.6%
75Δ207.0943.0%1.1%221.8825.3%0.5%
80Δ204.1846.6%0.9%223.2325.0%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
209.71
IV
39.8%
B/E move
1.2%
Puts
Pseudo strike
220.54
IV
25.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
207.09
IV
43.0%
B/E move
1.1%
Puts
Pseudo strike
221.88
IV
25.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
204.18
IV
46.6%
B/E move
0.9%
Puts
Pseudo strike
223.23
IV
25.0%
B/E move
0.3%

Options history

IV · four-Friday blend30.20%
Daily EOD
SPUU25.7%28.1%30.5%2026-10-19: 26.69%2026-10-20: 26.51%2026-10-21: 26.05%2026-10-22: 28.35%2026-10-23: 29.13%2026-10-26: 27.94%2026-10-27: 27.48%2026-10-28: 27.03%2026-10-29: 26.20%2026-10-30: 30.20%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
26.69%
26.51%
26.05%
28.35%
29.13%
27.94%
27.48%
27.03%
26.20%
30.20%