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DIREXION DAILY SILVER BULL 2X ETF USLV

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Market dataready · fetched 2026-11-13T02:13:47.098Z

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 · 2026-11-13T01:00:00.057599941Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:13:46.729272+00:00

Share price$8.96
1D-0.7%
AH$8.84$8.92$9.00$9.08$9.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSLV
Sold putSold callAH

DIREXION DAILY SILVER BULL 2X ETF options

Live interpolated USLV call and put midpoint premiums by absolute delta.DIREXION DAILY SILVER BULL 2X ETF$0.19$0.27$0.36$0.44$0.52$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEUSLV PRICE$0.20$0.23$0.26$0.32$0.38$0.44$0.50$0.23$0.24$0.29$0.33$0.37$0.42
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.06150.5%25.7%7.63145.6%17.4%
25Δ10.44130.3%19.1%8.08115.9%12.5%
30Δ9.95114.9%14.0%8.28108.7%10.8%
35Δ9.73112.0%12.2%8.47101.6%9.2%
40Δ9.52109.1%10.5%8.6694.4%7.5%
45Δ9.30106.2%8.8%8.8687.2%5.8%
50Δ9.09103.3%7.0%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
11.06
IV
150.5%
B/E move
25.7%
Puts
Pseudo strike
7.63
IV
145.6%
B/E move
17.4%

25Δ

Calls
Pseudo strike
10.44
IV
130.3%
B/E move
19.1%
Puts
Pseudo strike
8.08
IV
115.9%
B/E move
12.5%

30Δ

Calls
Pseudo strike
9.95
IV
114.9%
B/E move
14.0%
Puts
Pseudo strike
8.28
IV
108.7%
B/E move
10.8%

35Δ

Calls
Pseudo strike
9.73
IV
112.0%
B/E move
12.2%
Puts
Pseudo strike
8.47
IV
101.6%
B/E move
9.2%

40Δ

Calls
Pseudo strike
9.52
IV
109.1%
B/E move
10.5%
Puts
Pseudo strike
8.66
IV
94.4%
B/E move
7.5%

45Δ

Calls
Pseudo strike
9.30
IV
106.2%
B/E move
8.8%
Puts
Pseudo strike
8.86
IV
87.2%
B/E move
5.8%

50Δ

Calls
Pseudo strike
9.09
IV
103.3%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend82.70%
Daily EOD
USLV67.1%75.5%83.9%2026-10-19: 70.50%2026-10-20: 69.26%2026-10-21: 68.24%2026-10-22: 75.67%2026-10-23: 76.12%2026-10-26: 75.04%2026-10-27: 73.33%2026-10-28: 75.11%2026-10-29: 76.97%2026-10-30: 82.70%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
70.50%
69.26%
68.24%
75.67%
76.12%
75.04%
73.33%
75.11%
76.97%
82.70%