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DIREXION DAILY GOLD BULL 2X ETF UGLD

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Market dataready · fetched 2026-10-22T22:56:45.656Z

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 · 2026-10-22T22:30:00.001271692Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:56:44.902570+00:00

Share price$18.40
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$0.23$0.80$1.38$1.95$2.52$14.67$16.62$18.56$20.51$22.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UGLD spot · $18.40UGLD PRICE$0.29$0.35$0.42$0.52$0.61$0.73$0.86$1.00$1.14$1.34$1.54$1.75$2.28$0.32$0.39$0.47$0.55$0.65$0.78$0.91$1.04$1.20$1.41$1.62$1.83$2.36
PutsCheap0.73×
CallsExpensive1.11×
SkewBullish-4.12 pp
Implied moveBearish±$1.77
TiltBearish2.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.2954.7%17.3%16.4552.3%12.3%
25Δ20.4948.8%13.3%17.0446.6%9.5%
30Δ19.9245.5%10.6%17.3844.5%8.1%
35Δ19.5744.9%9.2%17.7242.5%6.7%
40Δ19.2244.2%7.8%18.0540.7%5.4%
45Δ18.8943.9%6.6%18.3140.4%4.7%
50Δ18.6044.0%5.8%18.5740.0%4.0%
55Δ18.3144.1%5.0%18.8339.6%3.3%
60Δ18.0244.3%4.1%19.1139.4%2.7%
65Δ17.7144.4%3.5%19.4139.3%2.2%
70Δ17.3944.7%2.9%19.7139.2%1.7%
75Δ17.0844.9%2.3%20.0039.1%1.2%
80Δ16.4850.9%2.0%20.5942.1%0.9%

20Δ

Calls
Pseudo strike
21.29
IV
54.7%
B/E move
17.3%
Puts
Pseudo strike
16.45
IV
52.3%
B/E move
12.3%

25Δ

Calls
Pseudo strike
20.49
IV
48.8%
B/E move
13.3%
Puts
Pseudo strike
17.04
IV
46.6%
B/E move
9.5%

30Δ

Calls
Pseudo strike
19.92
IV
45.5%
B/E move
10.6%
Puts
Pseudo strike
17.38
IV
44.5%
B/E move
8.1%

35Δ

Calls
Pseudo strike
19.57
IV
44.9%
B/E move
9.2%
Puts
Pseudo strike
17.72
IV
42.5%
B/E move
6.7%

40Δ

Calls
Pseudo strike
19.22
IV
44.2%
B/E move
7.8%
Puts
Pseudo strike
18.05
IV
40.7%
B/E move
5.4%

45Δ

Calls
Pseudo strike
18.89
IV
43.9%
B/E move
6.6%
Puts
Pseudo strike
18.31
IV
40.4%
B/E move
4.7%

50Δ

Calls
Pseudo strike
18.60
IV
44.0%
B/E move
5.8%
Puts
Pseudo strike
18.57
IV
40.0%
B/E move
4.0%

55Δ

Calls
Pseudo strike
18.31
IV
44.1%
B/E move
5.0%
Puts
Pseudo strike
18.83
IV
39.6%
B/E move
3.3%

60Δ

Calls
Pseudo strike
18.02
IV
44.3%
B/E move
4.1%
Puts
Pseudo strike
19.11
IV
39.4%
B/E move
2.7%

65Δ

Calls
Pseudo strike
17.71
IV
44.4%
B/E move
3.5%
Puts
Pseudo strike
19.41
IV
39.3%
B/E move
2.2%

70Δ

Calls
Pseudo strike
17.39
IV
44.7%
B/E move
2.9%
Puts
Pseudo strike
19.71
IV
39.2%
B/E move
1.7%

75Δ

Calls
Pseudo strike
17.08
IV
44.9%
B/E move
2.3%
Puts
Pseudo strike
20.00
IV
39.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
16.48
IV
50.9%
B/E move
2.0%
Puts
Pseudo strike
20.59
IV
42.1%
B/E move
0.9%

Options history

No recorded observations