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Direxion Daily Utilities Bull 3X ETF UTSL

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Market datapartial · fetched 2026-10-24T00:18:33.623Z

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 · 2026-10-24T00:00:00.148177123Z

FundamentalsAlpha Vantage · unavailable

Share price$36.10
1D-1.2%
AH$35.62$35.86$36.09$36.33$36.575:30 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$0.51$1.91$3.30$4.70$6.10$26.67$30.90$35.13$39.36$43.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UTSL spot · $36.10UTSL PRICE$0.66$0.80$0.91$1.08$1.30$1.58$1.77$1.96$2.44$2.90$3.34$3.73$4.51$0.74$0.89$1.08$1.30$1.56$1.87$2.19$2.55$2.96$3.39$3.90$4.65$5.69
PutsCheap0.91×
CallsCheap0.88×
SkewBullish-0.33 pp
Implied moveBearish±$3.97
TiltBearish9.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.8364.8%20.5%31.8661.2%13.8%
25Δ41.0558.3%15.9%33.0555.0%10.9%
30Δ39.4751.8%11.9%33.9052.4%9.1%
35Δ38.5349.2%9.7%34.6250.9%7.7%
40Δ37.8349.1%8.4%35.2950.3%6.6%
45Δ37.2150.4%7.4%35.9350.4%5.6%
50Δ36.5748.3%6.2%36.5650.1%4.8%
55Δ35.9245.6%4.9%37.2049.8%4.0%
60Δ35.2849.2%4.5%37.8649.8%3.3%
65Δ34.6251.3%3.9%38.5249.2%2.7%
70Δ33.9351.9%3.2%39.2448.9%2.1%
75Δ33.2850.2%2.5%40.1750.0%1.6%
80Δ32.3253.1%2.0%41.3851.0%1.2%

20Δ

Calls
Pseudo strike
42.83
IV
64.8%
B/E move
20.5%
Puts
Pseudo strike
31.86
IV
61.2%
B/E move
13.8%

25Δ

Calls
Pseudo strike
41.05
IV
58.3%
B/E move
15.9%
Puts
Pseudo strike
33.05
IV
55.0%
B/E move
10.9%

30Δ

Calls
Pseudo strike
39.47
IV
51.8%
B/E move
11.9%
Puts
Pseudo strike
33.90
IV
52.4%
B/E move
9.1%

35Δ

Calls
Pseudo strike
38.53
IV
49.2%
B/E move
9.7%
Puts
Pseudo strike
34.62
IV
50.9%
B/E move
7.7%

40Δ

Calls
Pseudo strike
37.83
IV
49.1%
B/E move
8.4%
Puts
Pseudo strike
35.29
IV
50.3%
B/E move
6.6%

45Δ

Calls
Pseudo strike
37.21
IV
50.4%
B/E move
7.4%
Puts
Pseudo strike
35.93
IV
50.4%
B/E move
5.6%

50Δ

Calls
Pseudo strike
36.57
IV
48.3%
B/E move
6.2%
Puts
Pseudo strike
36.56
IV
50.1%
B/E move
4.8%

55Δ

Calls
Pseudo strike
35.92
IV
45.6%
B/E move
4.9%
Puts
Pseudo strike
37.20
IV
49.8%
B/E move
4.0%

60Δ

Calls
Pseudo strike
35.28
IV
49.2%
B/E move
4.5%
Puts
Pseudo strike
37.86
IV
49.8%
B/E move
3.3%

65Δ

Calls
Pseudo strike
34.62
IV
51.3%
B/E move
3.9%
Puts
Pseudo strike
38.52
IV
49.2%
B/E move
2.7%

70Δ

Calls
Pseudo strike
33.93
IV
51.9%
B/E move
3.2%
Puts
Pseudo strike
39.24
IV
48.9%
B/E move
2.1%

75Δ

Calls
Pseudo strike
33.28
IV
50.2%
B/E move
2.5%
Puts
Pseudo strike
40.17
IV
50.0%
B/E move
1.6%

80Δ

Calls
Pseudo strike
32.32
IV
53.1%
B/E move
2.0%
Puts
Pseudo strike
41.38
IV
51.0%
B/E move
1.2%

Options history

No recorded observations