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

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Market datapartial · fetched 2026-10-22T23:53:29.831Z

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 · 2026-10-22T23:32:16.694750973Z

FundamentalsAlpha Vantage · unavailable

Share price$18.48
1D-2.1%
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$1.16$1.91$2.67$3.42$14.38$16.77$19.16$21.55$23.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UBOT spot · $18.48UBOT PRICE$0.48$0.56$0.64$0.72$0.83$0.95$1.11$1.32$1.52$1.83$2.16$2.58$3.04$0.51$0.63$0.72$0.83$0.94$1.19$1.44$1.64$1.81$1.97$2.30$2.71$3.21
PutsExpensive1.09×
CallsExpensive1.47×
SkewBullish-6.83 pp
Implied moveBearish±$2.56
TiltBearish5.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.2295.1%33.7%15.8077.4%17.3%
25Δ22.2881.5%23.6%16.4473.7%14.4%
30Δ21.0772.3%17.5%17.1066.1%11.4%
35Δ20.2765.3%13.6%17.5761.6%9.4%
40Δ19.6961.4%11.0%18.0357.5%7.5%
45Δ19.2159.0%9.1%18.4359.4%6.7%
50Δ18.7958.5%7.7%18.8361.3%5.9%
55Δ18.4059.5%6.7%19.2060.4%5.0%
60Δ18.0160.6%5.7%19.5457.4%4.0%
65Δ17.5663.2%4.9%19.8954.4%3.0%
70Δ17.1065.8%4.2%20.3454.1%2.4%
75Δ16.5468.8%3.5%20.8555.1%1.8%
80Δ15.9571.9%2.8%21.4555.6%1.3%

20Δ

Calls
Pseudo strike
24.22
IV
95.1%
B/E move
33.7%
Puts
Pseudo strike
15.80
IV
77.4%
B/E move
17.3%

25Δ

Calls
Pseudo strike
22.28
IV
81.5%
B/E move
23.6%
Puts
Pseudo strike
16.44
IV
73.7%
B/E move
14.4%

30Δ

Calls
Pseudo strike
21.07
IV
72.3%
B/E move
17.5%
Puts
Pseudo strike
17.10
IV
66.1%
B/E move
11.4%

35Δ

Calls
Pseudo strike
20.27
IV
65.3%
B/E move
13.6%
Puts
Pseudo strike
17.57
IV
61.6%
B/E move
9.4%

40Δ

Calls
Pseudo strike
19.69
IV
61.4%
B/E move
11.0%
Puts
Pseudo strike
18.03
IV
57.5%
B/E move
7.5%

45Δ

Calls
Pseudo strike
19.21
IV
59.0%
B/E move
9.1%
Puts
Pseudo strike
18.43
IV
59.4%
B/E move
6.7%

50Δ

Calls
Pseudo strike
18.79
IV
58.5%
B/E move
7.7%
Puts
Pseudo strike
18.83
IV
61.3%
B/E move
5.9%

55Δ

Calls
Pseudo strike
18.40
IV
59.5%
B/E move
6.7%
Puts
Pseudo strike
19.20
IV
60.4%
B/E move
5.0%

60Δ

Calls
Pseudo strike
18.01
IV
60.6%
B/E move
5.7%
Puts
Pseudo strike
19.54
IV
57.4%
B/E move
4.0%

65Δ

Calls
Pseudo strike
17.56
IV
63.2%
B/E move
4.9%
Puts
Pseudo strike
19.89
IV
54.4%
B/E move
3.0%

70Δ

Calls
Pseudo strike
17.10
IV
65.8%
B/E move
4.2%
Puts
Pseudo strike
20.34
IV
54.1%
B/E move
2.4%

75Δ

Calls
Pseudo strike
16.54
IV
68.8%
B/E move
3.5%
Puts
Pseudo strike
20.85
IV
55.1%
B/E move
1.8%

80Δ

Calls
Pseudo strike
15.95
IV
71.9%
B/E move
2.8%
Puts
Pseudo strike
21.45
IV
55.6%
B/E move
1.3%

Options history

No recorded observations