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DIREXION DAILY SILVER BULL 2X ETF USLV

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Market dataready · fetched 2026-10-23T03:52:28.197Z

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 · 2026-10-23T00:00:00.049845135Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T03:52:26.724954+00:00

Share price$10.99
1D-4.8%
AH$10.85$11.04$11.23$11.42$11.615:30 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$0.18$1.03$1.87$2.72$3.56$6.95$9.41$11.86$14.32$16.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USLV spot · $10.99USLV PRICE$0.27$0.33$0.42$0.53$0.63$0.73$0.83$0.94$1.10$1.26$1.42$1.68$1.99$0.34$0.43$0.53$0.70$0.86$1.03$1.20$1.38$1.55$1.96$2.40$2.84$3.32
PutsCheap0.83×
CallsFair1.02×
SkewBearish+5.62 pp
Implied moveBearish±$2.03
TiltBearish20.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.0589.2%30.3%9.2187.9%19.3%
25Δ13.2281.1%23.3%9.6482.7%16.1%
30Δ12.7379.5%19.7%10.0678.8%13.3%
35Δ12.3680.1%17.2%10.3780.6%11.9%
40Δ11.9980.7%14.8%10.6982.4%10.6%
45Δ11.6578.4%12.6%11.0184.2%9.2%
50Δ11.3176.2%10.5%11.3282.5%7.9%
55Δ10.9874.1%8.4%11.6480.8%6.6%
60Δ10.6874.1%7.2%11.9679.1%5.3%
65Δ10.3974.1%6.0%12.4583.3%4.5%
70Δ10.0974.1%4.8%12.9788.5%3.8%
75Δ9.7376.0%3.9%13.5189.0%3.0%
80Δ9.3378.7%3.0%14.0889.4%2.1%

20Δ

Calls
Pseudo strike
14.05
IV
89.2%
B/E move
30.3%
Puts
Pseudo strike
9.21
IV
87.9%
B/E move
19.3%

25Δ

Calls
Pseudo strike
13.22
IV
81.1%
B/E move
23.3%
Puts
Pseudo strike
9.64
IV
82.7%
B/E move
16.1%

30Δ

Calls
Pseudo strike
12.73
IV
79.5%
B/E move
19.7%
Puts
Pseudo strike
10.06
IV
78.8%
B/E move
13.3%

35Δ

Calls
Pseudo strike
12.36
IV
80.1%
B/E move
17.2%
Puts
Pseudo strike
10.37
IV
80.6%
B/E move
11.9%

40Δ

Calls
Pseudo strike
11.99
IV
80.7%
B/E move
14.8%
Puts
Pseudo strike
10.69
IV
82.4%
B/E move
10.6%

45Δ

Calls
Pseudo strike
11.65
IV
78.4%
B/E move
12.6%
Puts
Pseudo strike
11.01
IV
84.2%
B/E move
9.2%

50Δ

Calls
Pseudo strike
11.31
IV
76.2%
B/E move
10.5%
Puts
Pseudo strike
11.32
IV
82.5%
B/E move
7.9%

55Δ

Calls
Pseudo strike
10.98
IV
74.1%
B/E move
8.4%
Puts
Pseudo strike
11.64
IV
80.8%
B/E move
6.6%

60Δ

Calls
Pseudo strike
10.68
IV
74.1%
B/E move
7.2%
Puts
Pseudo strike
11.96
IV
79.1%
B/E move
5.3%

65Δ

Calls
Pseudo strike
10.39
IV
74.1%
B/E move
6.0%
Puts
Pseudo strike
12.45
IV
83.3%
B/E move
4.5%

70Δ

Calls
Pseudo strike
10.09
IV
74.1%
B/E move
4.8%
Puts
Pseudo strike
12.97
IV
88.5%
B/E move
3.8%

75Δ

Calls
Pseudo strike
9.73
IV
76.0%
B/E move
3.9%
Puts
Pseudo strike
13.51
IV
89.0%
B/E move
3.0%

80Δ

Calls
Pseudo strike
9.33
IV
78.7%
B/E move
3.0%
Puts
Pseudo strike
14.08
IV
89.4%
B/E move
2.1%

Options history

No recorded observations