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Direxion Daily Utilities Bull 3X ETF UTSL

i

Market dataready · fetched 2026-11-12T00:49:06.252Z

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 · 2026-11-11T23:30:00.002324125Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:49:05.746632+00:00

Share price$39.14
1D+1.1%
AH$38.38$38.61$38.84$39.07$39.305:30 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$0.38$1.58$2.78$3.98$5.18$34.31$36.59$38.88$41.16$43.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UTSL spot · $39.14UTSL PRICE$0.54$0.61$0.63$0.66$0.72$0.89$1.06$1.24$1.45$1.65$1.94$2.33$2.65$0.59$0.51$0.69$0.87$1.05$1.23$1.47$1.72$2.13$2.71$3.28$3.85$4.84
PutsCheap0.94×
CallsCheap0.93×
SkewBearish+9.13 pp
Implied moveBearish±$2.53
TiltBearish20.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.2185.3%14.4%35.4482.0%11.0%
25Δ42.6972.6%10.6%37.2052.7%6.3%
30Δ41.7261.5%8.2%37.6055.0%5.7%
35Δ40.7450.3%5.8%38.0057.3%5.2%
40Δ39.9242.0%3.8%38.4456.6%4.5%
45Δ39.5943.2%3.4%38.8955.9%3.8%
50Δ39.2644.4%3.0%39.3456.0%3.3%
55Δ38.9345.3%2.6%39.7856.4%2.8%
60Δ38.5745.2%2.2%40.3558.0%2.4%
65Δ38.2145.1%1.9%41.0560.9%2.0%
70Δ37.8046.0%1.5%41.7563.8%1.7%
75Δ37.3048.2%1.3%42.4566.8%1.4%
80Δ36.8847.8%1.0%43.5474.4%1.1%

20Δ

Calls
Pseudo strike
44.21
IV
85.3%
B/E move
14.4%
Puts
Pseudo strike
35.44
IV
82.0%
B/E move
11.0%

25Δ

Calls
Pseudo strike
42.69
IV
72.6%
B/E move
10.6%
Puts
Pseudo strike
37.20
IV
52.7%
B/E move
6.3%

30Δ

Calls
Pseudo strike
41.72
IV
61.5%
B/E move
8.2%
Puts
Pseudo strike
37.60
IV
55.0%
B/E move
5.7%

35Δ

Calls
Pseudo strike
40.74
IV
50.3%
B/E move
5.8%
Puts
Pseudo strike
38.00
IV
57.3%
B/E move
5.2%

40Δ

Calls
Pseudo strike
39.92
IV
42.0%
B/E move
3.8%
Puts
Pseudo strike
38.44
IV
56.6%
B/E move
4.5%

45Δ

Calls
Pseudo strike
39.59
IV
43.2%
B/E move
3.4%
Puts
Pseudo strike
38.89
IV
55.9%
B/E move
3.8%

50Δ

Calls
Pseudo strike
39.26
IV
44.4%
B/E move
3.0%
Puts
Pseudo strike
39.34
IV
56.0%
B/E move
3.3%

55Δ

Calls
Pseudo strike
38.93
IV
45.3%
B/E move
2.6%
Puts
Pseudo strike
39.78
IV
56.4%
B/E move
2.8%

60Δ

Calls
Pseudo strike
38.57
IV
45.2%
B/E move
2.2%
Puts
Pseudo strike
40.35
IV
58.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
38.21
IV
45.1%
B/E move
1.9%
Puts
Pseudo strike
41.05
IV
60.9%
B/E move
2.0%

70Δ

Calls
Pseudo strike
37.80
IV
46.0%
B/E move
1.5%
Puts
Pseudo strike
41.75
IV
63.8%
B/E move
1.7%

75Δ

Calls
Pseudo strike
37.30
IV
48.2%
B/E move
1.3%
Puts
Pseudo strike
42.45
IV
66.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
36.88
IV
47.8%
B/E move
1.0%
Puts
Pseudo strike
43.54
IV
74.4%
B/E move
1.1%

Options history

IV · four-Friday blend62.56%
Daily EOD
UTSL48.2%66.9%85.6%2026-10-19: 53.08%2026-10-20: 52.30%2026-10-21: 83.07%2026-10-22: 54.74%2026-10-23: 82.22%2026-10-26: 57.95%2026-10-27: 51.17%2026-10-28: 50.80%2026-10-29: 53.54%2026-10-30: 62.56%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
53.08%
52.30%
83.07%
54.74%
82.22%
57.95%
51.17%
50.80%
53.54%
62.56%