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DIREXION DAILY GOLD BULL 2X ETF UGLD

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Market datapartial · fetched 2026-10-22T20:44:07.417Z

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 · 2026-10-22T20:20:25.799619943Z

FundamentalsAlpha Vantage · unavailable

Share price$18.50
1D-2.3%
AH$18.32$18.48$18.65$18.81$18.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUGLD
Sold putSold callAH

DIREXION DAILY GOLD BULL 2X ETF options

Live interpolated UGLD call and put midpoint premiums by absolute delta.DIREXION DAILY GOLD BULL 2X ETF$0.21$0.96$1.71$2.46$3.21$14.75$16.68$18.60$20.52$22.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UGLD spot · $18.50UGLD PRICE$0.29$0.34$0.41$0.50$0.59$0.69$0.82$0.95$1.08$1.24$1.43$1.62$1.82$0.33$0.40$0.49$0.58$0.69$0.83$0.97$1.11$1.33$1.56$1.78$2.28$3.00
PutsCheap0.78×
CallsFair1.04×
SkewBearish+2.25 pp
Implied moveBearish±$1.79
TiltBearish13.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.3753.9%17.1%16.5252.9%12.5%
25Δ20.5547.6%13.0%17.0947.7%9.8%
30Δ19.9743.8%10.1%17.4545.8%8.3%
35Δ19.6343.1%8.8%17.8143.8%6.9%
40Δ19.2942.4%7.5%18.1342.7%5.7%
45Δ18.9741.7%6.3%18.4142.5%5.0%
50Δ18.6941.6%5.5%18.6942.3%4.2%
55Δ18.4241.4%4.7%18.9742.2%3.5%
60Δ18.1441.2%3.9%19.2942.5%2.9%
65Δ17.8641.0%3.2%19.6142.9%2.4%
70Δ17.5740.6%2.7%19.9443.3%1.9%
75Δ17.2840.2%2.2%20.5046.7%1.5%
80Δ16.9840.0%1.6%21.2852.6%1.2%

20Δ

Calls
Pseudo strike
21.37
IV
53.9%
B/E move
17.1%
Puts
Pseudo strike
16.52
IV
52.9%
B/E move
12.5%

25Δ

Calls
Pseudo strike
20.55
IV
47.6%
B/E move
13.0%
Puts
Pseudo strike
17.09
IV
47.7%
B/E move
9.8%

30Δ

Calls
Pseudo strike
19.97
IV
43.8%
B/E move
10.1%
Puts
Pseudo strike
17.45
IV
45.8%
B/E move
8.3%

35Δ

Calls
Pseudo strike
19.63
IV
43.1%
B/E move
8.8%
Puts
Pseudo strike
17.81
IV
43.8%
B/E move
6.9%

40Δ

Calls
Pseudo strike
19.29
IV
42.4%
B/E move
7.5%
Puts
Pseudo strike
18.13
IV
42.7%
B/E move
5.7%

45Δ

Calls
Pseudo strike
18.97
IV
41.7%
B/E move
6.3%
Puts
Pseudo strike
18.41
IV
42.5%
B/E move
5.0%

50Δ

Calls
Pseudo strike
18.69
IV
41.6%
B/E move
5.5%
Puts
Pseudo strike
18.69
IV
42.3%
B/E move
4.2%

55Δ

Calls
Pseudo strike
18.42
IV
41.4%
B/E move
4.7%
Puts
Pseudo strike
18.97
IV
42.2%
B/E move
3.5%

60Δ

Calls
Pseudo strike
18.14
IV
41.2%
B/E move
3.9%
Puts
Pseudo strike
19.29
IV
42.5%
B/E move
2.9%

65Δ

Calls
Pseudo strike
17.86
IV
41.0%
B/E move
3.2%
Puts
Pseudo strike
19.61
IV
42.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
17.57
IV
40.6%
B/E move
2.7%
Puts
Pseudo strike
19.94
IV
43.3%
B/E move
1.9%

75Δ

Calls
Pseudo strike
17.28
IV
40.2%
B/E move
2.2%
Puts
Pseudo strike
20.50
IV
46.7%
B/E move
1.5%

80Δ

Calls
Pseudo strike
16.98
IV
40.0%
B/E move
1.6%
Puts
Pseudo strike
21.28
IV
52.6%
B/E move
1.2%

Options history

No recorded observations