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Direxion Daily Utilities Bull 3X ETF UTSL

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Market datapartial · fetched 2026-10-22T21:23:49.426Z

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 · 2026-10-22T21:06:23.034119077Z

FundamentalsAlpha Vantage · unavailable

Share price$36.74
1D+6.0%
AH$34.56$35.18$35.80$36.42$37.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUTSL
Sold putSold callAH

Direxion Daily Utilities Bull 3X ETF options

Live interpolated UTSL call and put midpoint premiums by absolute delta.Direxion Daily Utilities Bull 3X ETF$0.40$2.36$4.33$6.29$8.25$26.54$31.09$35.64$40.19$44.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UTSL spot · $36.74UTSL PRICE$0.61$0.74$0.86$0.98$1.18$1.40$1.65$1.92$2.19$3.07$3.65$4.05$4.34$0.83$0.99$1.16$1.44$1.80$2.04$2.33$2.77$3.46$4.25$5.35$6.52$7.69
PutsFair1.01×
CallsCheap0.79×
SkewBearish+9.69 pp
Implied moveBearish±$3.98
TiltBearish20.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.8457.3%18.3%32.0665.9%15.0%
25Δ41.3252.1%14.5%33.3759.3%11.9%
30Δ39.8746.9%10.9%34.4154.0%9.5%
35Δ38.9042.9%8.5%35.1753.9%8.2%
40Δ38.2942.7%7.4%35.8755.5%7.3%
45Δ37.7042.7%6.4%36.5653.1%6.1%
50Δ37.1342.8%5.5%37.2551.2%5.0%
55Δ36.5742.7%4.7%37.9552.0%4.2%
60Δ36.0142.6%4.0%38.8355.4%3.7%
65Δ35.1752.7%4.1%39.8158.3%3.2%
70Δ34.3855.0%3.5%41.1260.9%2.7%
75Δ33.7153.1%2.7%42.4963.3%2.1%
80Δ33.1349.1%2.0%43.8765.8%1.5%

20Δ

Calls
Pseudo strike
42.84
IV
57.3%
B/E move
18.3%
Puts
Pseudo strike
32.06
IV
65.9%
B/E move
15.0%

25Δ

Calls
Pseudo strike
41.32
IV
52.1%
B/E move
14.5%
Puts
Pseudo strike
33.37
IV
59.3%
B/E move
11.9%

30Δ

Calls
Pseudo strike
39.87
IV
46.9%
B/E move
10.9%
Puts
Pseudo strike
34.41
IV
54.0%
B/E move
9.5%

35Δ

Calls
Pseudo strike
38.90
IV
42.9%
B/E move
8.5%
Puts
Pseudo strike
35.17
IV
53.9%
B/E move
8.2%

40Δ

Calls
Pseudo strike
38.29
IV
42.7%
B/E move
7.4%
Puts
Pseudo strike
35.87
IV
55.5%
B/E move
7.3%

45Δ

Calls
Pseudo strike
37.70
IV
42.7%
B/E move
6.4%
Puts
Pseudo strike
36.56
IV
53.1%
B/E move
6.1%

50Δ

Calls
Pseudo strike
37.13
IV
42.8%
B/E move
5.5%
Puts
Pseudo strike
37.25
IV
51.2%
B/E move
5.0%

55Δ

Calls
Pseudo strike
36.57
IV
42.7%
B/E move
4.7%
Puts
Pseudo strike
37.95
IV
52.0%
B/E move
4.2%

60Δ

Calls
Pseudo strike
36.01
IV
42.6%
B/E move
4.0%
Puts
Pseudo strike
38.83
IV
55.4%
B/E move
3.7%

65Δ

Calls
Pseudo strike
35.17
IV
52.7%
B/E move
4.1%
Puts
Pseudo strike
39.81
IV
58.3%
B/E move
3.2%

70Δ

Calls
Pseudo strike
34.38
IV
55.0%
B/E move
3.5%
Puts
Pseudo strike
41.12
IV
60.9%
B/E move
2.7%

75Δ

Calls
Pseudo strike
33.71
IV
53.1%
B/E move
2.7%
Puts
Pseudo strike
42.49
IV
63.3%
B/E move
2.1%

80Δ

Calls
Pseudo strike
33.13
IV
49.1%
B/E move
2.0%
Puts
Pseudo strike
43.87
IV
65.8%
B/E move
1.5%

Options history

No recorded observations