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Direxion Daily Robotics, Artificial Intelligence & Automation Index Bull 2X ETF UBOT

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Market datapartial · fetched 2026-10-22T20:00:31.999Z

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 · 2026-10-22T20:00:00.231180798Z

FundamentalsAlpha Vantage · unavailable

Share price$18.46
1D-1.5%
AH$18.29$18.41$18.54$18.66$18.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUBOT
Sold putSold callAH

Direxion Daily Robotics, Artificial Intelligence & Automation Index Bull 2X ETF options

Live interpolated UBOT call and put midpoint premiums by absolute delta.Direxion Daily Robotics, Artificial Intelligence & Automation Index Bull 2X ETF$0.40$1.14$1.87$2.61$3.34$14.39$16.77$19.16$21.55$23.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UBOT spot · $18.46UBOT PRICE$0.48$0.56$0.65$0.72$0.83$0.95$1.12$1.32$1.53$1.85$2.18$2.61$3.09$0.51$0.63$0.72$0.82$0.93$1.18$1.43$1.63$1.79$1.96$2.25$2.66$3.13
PutsExpensive1.10×
CallsExpensive1.57×
SkewBullish-7.84 pp
Implied moveBearish±$2.55
TiltBearish4.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.2195.0%33.8%15.7976.9%17.2%
25Δ22.2781.5%23.7%16.4373.4%14.4%
30Δ21.0672.3%17.6%17.0965.8%11.3%
35Δ20.2665.3%13.7%17.5561.3%9.4%
40Δ19.6861.5%11.1%18.0157.0%7.5%
45Δ19.2059.3%9.1%18.4158.9%6.7%
50Δ18.7759.0%7.8%18.8160.8%5.9%
55Δ18.3860.1%6.7%19.1760.1%5.0%
60Δ17.9961.2%5.8%19.5157.1%4.0%
65Δ17.5364.0%5.0%19.8554.0%3.0%
70Δ17.0766.7%4.3%20.2953.2%2.3%
75Δ16.5069.9%3.5%20.7954.1%1.8%
80Δ15.8973.2%2.8%21.3654.5%1.3%

20Δ

Calls
Pseudo strike
24.21
IV
95.0%
B/E move
33.8%
Puts
Pseudo strike
15.79
IV
76.9%
B/E move
17.2%

25Δ

Calls
Pseudo strike
22.27
IV
81.5%
B/E move
23.7%
Puts
Pseudo strike
16.43
IV
73.4%
B/E move
14.4%

30Δ

Calls
Pseudo strike
21.06
IV
72.3%
B/E move
17.6%
Puts
Pseudo strike
17.09
IV
65.8%
B/E move
11.3%

35Δ

Calls
Pseudo strike
20.26
IV
65.3%
B/E move
13.7%
Puts
Pseudo strike
17.55
IV
61.3%
B/E move
9.4%

40Δ

Calls
Pseudo strike
19.68
IV
61.5%
B/E move
11.1%
Puts
Pseudo strike
18.01
IV
57.0%
B/E move
7.5%

45Δ

Calls
Pseudo strike
19.20
IV
59.3%
B/E move
9.1%
Puts
Pseudo strike
18.41
IV
58.9%
B/E move
6.7%

50Δ

Calls
Pseudo strike
18.77
IV
59.0%
B/E move
7.8%
Puts
Pseudo strike
18.81
IV
60.8%
B/E move
5.9%

55Δ

Calls
Pseudo strike
18.38
IV
60.1%
B/E move
6.7%
Puts
Pseudo strike
19.17
IV
60.1%
B/E move
5.0%

60Δ

Calls
Pseudo strike
17.99
IV
61.2%
B/E move
5.8%
Puts
Pseudo strike
19.51
IV
57.1%
B/E move
4.0%

65Δ

Calls
Pseudo strike
17.53
IV
64.0%
B/E move
5.0%
Puts
Pseudo strike
19.85
IV
54.0%
B/E move
3.0%

70Δ

Calls
Pseudo strike
17.07
IV
66.7%
B/E move
4.3%
Puts
Pseudo strike
20.29
IV
53.2%
B/E move
2.3%

75Δ

Calls
Pseudo strike
16.50
IV
69.9%
B/E move
3.5%
Puts
Pseudo strike
20.79
IV
54.1%
B/E move
1.8%

80Δ

Calls
Pseudo strike
15.89
IV
73.2%
B/E move
2.8%
Puts
Pseudo strike
21.36
IV
54.5%
B/E move
1.3%

Options history

No recorded observations