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DIREXION DAILY GOLD BULL 2X ETF UGLD

i

Market dataready · fetched 2026-11-12T01:54:24.725Z

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 · 2026-11-12T01:00:00.09367968Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:54:24.318222+00:00

Share price$17.88
1D-2.1%
AH$17.83$17.94$18.06$18.18$18.295:30 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$0.18$0.60$1.03$1.46$1.88$15.58$16.86$18.14$19.42$20.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UGLD spot · $17.88UGLD PRICE$0.23$0.23$0.29$0.37$0.44$0.51$0.60$0.73$0.87$1.00$1.14$1.40$1.76$0.23$0.23$0.26$0.30$0.33$0.37$0.40$0.48$0.66$0.84$1.02$1.20$1.48
PutsCheap0.69×
CallsCheap0.71×
SkewBullish-14.31 pp
Implied moveBullish±$1.00
TiltBullish10.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.2481.7%14.5%16.3571.5%9.8%
25Δ19.1357.2%8.2%17.0051.6%6.2%
30Δ18.8154.7%6.8%17.1848.3%5.4%
35Δ18.6054.9%6.1%17.3545.1%4.6%
40Δ18.3955.2%5.3%17.5341.8%3.8%
45Δ18.1855.4%4.5%17.7138.5%3.0%
50Δ17.9655.8%3.8%17.8835.3%2.2%
55Δ17.7556.8%3.4%18.0734.1%1.6%
60Δ17.5357.8%2.9%18.2837.4%1.5%
65Δ17.3158.8%2.4%18.4940.6%1.3%
70Δ17.1059.7%2.0%18.7043.8%1.1%
75Δ16.7760.9%1.6%18.9147.1%0.9%
80Δ16.3562.1%1.3%19.2249.9%0.7%

20Δ

Calls
Pseudo strike
20.24
IV
81.7%
B/E move
14.5%
Puts
Pseudo strike
16.35
IV
71.5%
B/E move
9.8%

25Δ

Calls
Pseudo strike
19.13
IV
57.2%
B/E move
8.2%
Puts
Pseudo strike
17.00
IV
51.6%
B/E move
6.2%

30Δ

Calls
Pseudo strike
18.81
IV
54.7%
B/E move
6.8%
Puts
Pseudo strike
17.18
IV
48.3%
B/E move
5.4%

35Δ

Calls
Pseudo strike
18.60
IV
54.9%
B/E move
6.1%
Puts
Pseudo strike
17.35
IV
45.1%
B/E move
4.6%

40Δ

Calls
Pseudo strike
18.39
IV
55.2%
B/E move
5.3%
Puts
Pseudo strike
17.53
IV
41.8%
B/E move
3.8%

45Δ

Calls
Pseudo strike
18.18
IV
55.4%
B/E move
4.5%
Puts
Pseudo strike
17.71
IV
38.5%
B/E move
3.0%

50Δ

Calls
Pseudo strike
17.96
IV
55.8%
B/E move
3.8%
Puts
Pseudo strike
17.88
IV
35.3%
B/E move
2.2%

55Δ

Calls
Pseudo strike
17.75
IV
56.8%
B/E move
3.4%
Puts
Pseudo strike
18.07
IV
34.1%
B/E move
1.6%

60Δ

Calls
Pseudo strike
17.53
IV
57.8%
B/E move
2.9%
Puts
Pseudo strike
18.28
IV
37.4%
B/E move
1.5%

65Δ

Calls
Pseudo strike
17.31
IV
58.8%
B/E move
2.4%
Puts
Pseudo strike
18.49
IV
40.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
17.10
IV
59.7%
B/E move
2.0%
Puts
Pseudo strike
18.70
IV
43.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
16.77
IV
60.9%
B/E move
1.6%
Puts
Pseudo strike
18.91
IV
47.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
16.35
IV
62.1%
B/E move
1.3%
Puts
Pseudo strike
19.22
IV
49.9%
B/E move
0.7%

Options history

IV · four-Friday blend47.16%
Daily EOD
UGLD38.3%43.0%47.8%2026-10-19: 40.64%2026-10-20: 40.36%2026-10-21: 38.91%2026-10-22: 41.93%2026-10-23: 42.57%2026-10-26: 41.34%2026-10-27: 42.73%2026-10-28: 42.26%2026-10-29: 41.59%2026-10-30: 47.16%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
40.64%
40.36%
38.91%
41.93%
42.57%
41.34%
42.73%
42.26%
41.59%
47.16%