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

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Market dataready · fetched 2026-11-12T02:45:39.019Z

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 · 2026-11-12T01:00:00.138886497Z

FundamentalsDirexion · ready · as of 2026-09-30 · fetched 2026-11-12T02:45:38.653957+00:00

Share price$17.79
1D-0.3%
AH$17.69$17.76$17.84$17.91$17.985:30 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$0.41$0.81$1.20$1.60$2.00$15.00$16.46$17.91$19.36$20.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UBOT spot · $17.79UBOT PRICE$0.45$0.47$0.51$0.55$0.61$0.68$0.76$0.89$1.01$1.14$1.31$1.60$1.89$0.48$0.53$0.57$0.61$0.68$0.75$0.82$0.93$1.07$1.21$1.35$1.52$1.79
PutsExpensive1.15×
CallsExpensive1.38×
SkewBullish-8.48 pp
Implied moveBearish±$1.58
TiltBalanced1.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.84164.8%30.9%15.15141.7%17.6%
25Δ20.70124.8%19.0%16.02116.8%12.9%
30Δ19.74107.3%13.8%16.55101.4%10.1%
35Δ19.0091.4%9.9%17.0587.5%7.6%
40Δ18.6385.0%8.2%17.3381.4%6.4%
45Δ18.2678.5%6.5%17.6175.4%5.3%
50Δ17.9373.6%5.1%17.8969.4%4.1%
55Δ17.6872.4%4.3%18.1466.1%3.3%
60Δ17.4371.3%3.6%18.3764.6%2.8%
65Δ17.1770.1%2.9%18.6063.2%2.2%
70Δ16.8970.3%2.3%18.8361.7%1.7%
75Δ16.5373.5%1.9%19.0960.5%1.3%
80Δ16.1776.7%1.5%19.4259.7%0.9%

20Δ

Calls
Pseudo strike
22.84
IV
164.8%
B/E move
30.9%
Puts
Pseudo strike
15.15
IV
141.7%
B/E move
17.6%

25Δ

Calls
Pseudo strike
20.70
IV
124.8%
B/E move
19.0%
Puts
Pseudo strike
16.02
IV
116.8%
B/E move
12.9%

30Δ

Calls
Pseudo strike
19.74
IV
107.3%
B/E move
13.8%
Puts
Pseudo strike
16.55
IV
101.4%
B/E move
10.1%

35Δ

Calls
Pseudo strike
19.00
IV
91.4%
B/E move
9.9%
Puts
Pseudo strike
17.05
IV
87.5%
B/E move
7.6%

40Δ

Calls
Pseudo strike
18.63
IV
85.0%
B/E move
8.2%
Puts
Pseudo strike
17.33
IV
81.4%
B/E move
6.4%

45Δ

Calls
Pseudo strike
18.26
IV
78.5%
B/E move
6.5%
Puts
Pseudo strike
17.61
IV
75.4%
B/E move
5.3%

50Δ

Calls
Pseudo strike
17.93
IV
73.6%
B/E move
5.1%
Puts
Pseudo strike
17.89
IV
69.4%
B/E move
4.1%

55Δ

Calls
Pseudo strike
17.68
IV
72.4%
B/E move
4.3%
Puts
Pseudo strike
18.14
IV
66.1%
B/E move
3.3%

60Δ

Calls
Pseudo strike
17.43
IV
71.3%
B/E move
3.6%
Puts
Pseudo strike
18.37
IV
64.6%
B/E move
2.8%

65Δ

Calls
Pseudo strike
17.17
IV
70.1%
B/E move
2.9%
Puts
Pseudo strike
18.60
IV
63.2%
B/E move
2.2%

70Δ

Calls
Pseudo strike
16.89
IV
70.3%
B/E move
2.3%
Puts
Pseudo strike
18.83
IV
61.7%
B/E move
1.7%

75Δ

Calls
Pseudo strike
16.53
IV
73.5%
B/E move
1.9%
Puts
Pseudo strike
19.09
IV
60.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
16.17
IV
76.7%
B/E move
1.5%
Puts
Pseudo strike
19.42
IV
59.7%
B/E move
0.9%

Options history

IV · four-Friday blend58.23%
Daily EOD
UBOT53.7%56.1%58.6%2026-10-19: 54.20%2026-10-20: 55.06%2026-10-21: 54.00%2026-10-22: 56.43%2026-10-23: 57.75%2026-10-26: 56.71%2026-10-27: 55.22%2026-10-28: 55.35%2026-10-29: 54.58%2026-10-30: 58.23%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.20%
55.06%
54.00%
56.43%
57.75%
56.71%
55.22%
55.35%
54.58%
58.23%