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DIREXION DAILY SILVER BULL 2X ETF USLV

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Market datapartial · fetched 2026-10-23T19:59:20.103Z

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 · 2026-10-23T19:59:19.725301722Z

FundamentalsAlpha Vantage · unavailable

Share price$10.68
1D+0.0%
$10.29$10.41$10.53$10.65$10.775:30 AM6:30 AM9:00 AM1:00 PMUSLV
Sold putSold call

DIREXION DAILY SILVER BULL 2X ETF options

Live interpolated USLV call and put midpoint premiums by absolute delta.DIREXION DAILY SILVER BULL 2X ETF$0.20$0.90$1.61$2.31$3.01$7.38$9.30$11.22$13.13$15.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USLV spot · $10.68USLV PRICE$0.28$0.37$0.41$0.47$0.57$0.67$0.78$0.94$1.10$1.26$0.34$0.46$0.59$0.72$0.91$1.10$1.29$1.48$1.67$1.87$2.13$2.40$2.81
PutsFair1.01×
CallsExpensive1.06×
SkewBearish+6.37 pp
Implied moveBearish±$2.07
TiltBearish44.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.8293.8%32.0%8.9391.3%19.6%
25Δ13.2293.6%27.2%9.3289.9%17.1%
30Δ12.4783.4%20.6%9.6889.6%14.9%
35Δ11.8674.5%15.5%10.0489.2%12.8%
40Δ11.5574.4%13.5%10.3888.5%11.4%
45Δ11.2474.3%11.6%10.7187.8%10.0%
50Δ10.9474.5%9.8%11.0587.1%8.6%
55Δ10.6575.9%8.6%11.3886.4%7.3%
60Δ10.3777.3%7.4%11.7285.7%5.9%
65Δ10.0878.8%6.1%12.0684.8%4.6%
70Δ12.4282.7%3.6%
75Δ12.7980.7%2.7%
80Δ13.2979.4%1.9%

20Δ

Calls
Pseudo strike
13.82
IV
93.8%
B/E move
32.0%
Puts
Pseudo strike
8.93
IV
91.3%
B/E move
19.6%

25Δ

Calls
Pseudo strike
13.22
IV
93.6%
B/E move
27.2%
Puts
Pseudo strike
9.32
IV
89.9%
B/E move
17.1%

30Δ

Calls
Pseudo strike
12.47
IV
83.4%
B/E move
20.6%
Puts
Pseudo strike
9.68
IV
89.6%
B/E move
14.9%

35Δ

Calls
Pseudo strike
11.86
IV
74.5%
B/E move
15.5%
Puts
Pseudo strike
10.04
IV
89.2%
B/E move
12.8%

40Δ

Calls
Pseudo strike
11.55
IV
74.4%
B/E move
13.5%
Puts
Pseudo strike
10.38
IV
88.5%
B/E move
11.4%

45Δ

Calls
Pseudo strike
11.24
IV
74.3%
B/E move
11.6%
Puts
Pseudo strike
10.71
IV
87.8%
B/E move
10.0%

50Δ

Calls
Pseudo strike
10.94
IV
74.5%
B/E move
9.8%
Puts
Pseudo strike
11.05
IV
87.1%
B/E move
8.6%

55Δ

Calls
Pseudo strike
10.65
IV
75.9%
B/E move
8.6%
Puts
Pseudo strike
11.38
IV
86.4%
B/E move
7.3%

60Δ

Calls
Pseudo strike
10.37
IV
77.3%
B/E move
7.4%
Puts
Pseudo strike
11.72
IV
85.7%
B/E move
5.9%

65Δ

Calls
Pseudo strike
10.08
IV
78.8%
B/E move
6.1%
Puts
Pseudo strike
12.06
IV
84.8%
B/E move
4.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.42
IV
82.7%
B/E move
3.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.79
IV
80.7%
B/E move
2.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.29
IV
79.4%
B/E move
1.9%

Options history

No recorded observations