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Direxion Shares ETF Trust Direxion Daily AAPL Bull 2X ETF AAPU

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Market dataready · fetched 2026-11-05T15:12:43.754Z

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 · 2026-11-05T15:12:25.070565555Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T15:12:43.236802+00:00

Share price$47.78
1D-3.3%
$47.50$48.02$48.54$49.06$49.575:30 AM6:30 AM9:00 AM1:00 PMAAPU
Sold putSold call

Direxion Shares ETF Trust Direxion Daily AAPL Bull 2X ETF options

Live interpolated AAPU call and put midpoint premiums by absolute delta.Direxion Shares ETF Trust Direxion Daily AAPL Bull 2X ETF$0.42$1.65$2.87$4.10$5.33$38.91$43.28$47.64$52.01$56.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AAPU spot · $47.78AAPU PRICE$0.55$0.74$0.92$1.12$1.38$1.66$1.96$2.30$2.67$3.11$3.61$4.14$4.98$0.63$0.83$1.06$1.30$1.51$1.85$2.22$2.54$2.83$3.11$3.56$4.16$4.84
PutsCheap0.70×
CallsCheap0.77×
SkewBullish-3.17 pp
Implied moveBearish±$4.18
TiltBearish2.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.7453.4%11.5%43.8155.3%9.6%
25Δ51.8253.7%10.0%44.6954.2%8.2%
30Δ50.9152.7%8.5%45.4653.9%7.1%
35Δ50.1251.9%7.2%46.1653.5%6.1%
40Δ49.4652.8%6.4%46.8651.3%5.1%
45Δ48.8153.7%5.6%47.5052.3%4.5%
50Δ48.1554.1%4.9%48.1453.5%3.9%
55Δ47.4854.4%4.2%48.7752.3%3.2%
60Δ46.8154.9%3.6%49.3650.5%2.6%
65Δ46.1155.8%3.0%49.9348.2%2.0%
70Δ45.3656.5%2.5%50.5847.5%1.6%
75Δ44.5856.5%2.0%51.3647.9%1.2%
80Δ43.5559.2%1.6%52.2048.0%0.9%

20Δ

Calls
Pseudo strike
52.74
IV
53.4%
B/E move
11.5%
Puts
Pseudo strike
43.81
IV
55.3%
B/E move
9.6%

25Δ

Calls
Pseudo strike
51.82
IV
53.7%
B/E move
10.0%
Puts
Pseudo strike
44.69
IV
54.2%
B/E move
8.2%

30Δ

Calls
Pseudo strike
50.91
IV
52.7%
B/E move
8.5%
Puts
Pseudo strike
45.46
IV
53.9%
B/E move
7.1%

35Δ

Calls
Pseudo strike
50.12
IV
51.9%
B/E move
7.2%
Puts
Pseudo strike
46.16
IV
53.5%
B/E move
6.1%

40Δ

Calls
Pseudo strike
49.46
IV
52.8%
B/E move
6.4%
Puts
Pseudo strike
46.86
IV
51.3%
B/E move
5.1%

45Δ

Calls
Pseudo strike
48.81
IV
53.7%
B/E move
5.6%
Puts
Pseudo strike
47.50
IV
52.3%
B/E move
4.5%

50Δ

Calls
Pseudo strike
48.15
IV
54.1%
B/E move
4.9%
Puts
Pseudo strike
48.14
IV
53.5%
B/E move
3.9%

55Δ

Calls
Pseudo strike
47.48
IV
54.4%
B/E move
4.2%
Puts
Pseudo strike
48.77
IV
52.3%
B/E move
3.2%

60Δ

Calls
Pseudo strike
46.81
IV
54.9%
B/E move
3.6%
Puts
Pseudo strike
49.36
IV
50.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
46.11
IV
55.8%
B/E move
3.0%
Puts
Pseudo strike
49.93
IV
48.2%
B/E move
2.0%

70Δ

Calls
Pseudo strike
45.36
IV
56.5%
B/E move
2.5%
Puts
Pseudo strike
50.58
IV
47.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
44.58
IV
56.5%
B/E move
2.0%
Puts
Pseudo strike
51.36
IV
47.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
43.55
IV
59.2%
B/E move
1.6%
Puts
Pseudo strike
52.20
IV
48.0%
B/E move
0.9%

Options history

IV · four-Friday blend54.26%
Daily close
AAPU43.7%49.4%55.0%2026-08-07: 50.24%2026-08-10: 50.01%2026-08-11: 47.75%2026-08-12: 46.67%2026-08-13: 47.68%2026-08-14: 44.48%2026-08-17: 49.17%2026-08-18: 49.92%2026-08-19: 50.72%2026-08-20: 52.11%2026-08-21: 50.45%2026-08-24: 50.40%2026-08-25: 49.64%2026-08-26: 50.14%2026-08-27: 49.71%2026-08-28: 49.01%2026-08-31: 49.64%2026-09-01: 50.88%2026-09-02: 49.55%2026-09-03: 50.32%2026-09-04: 50.34%2026-09-08: 53.77%2026-09-09: 53.04%2026-09-10: 52.78%2026-09-11: 48.88%2026-09-14: 51.50%2026-09-15: 51.69%2026-09-16: 51.80%2026-09-17: 49.15%2026-09-18: 48.49%2026-09-21: 48.31%2026-09-22: 48.24%2026-09-23: 48.41%2026-09-24: 47.93%2026-09-25: 46.23%2026-09-28: 47.41%2026-09-29: 48.01%2026-09-30: 48.74%2026-10-01: 48.92%2026-10-02: 47.58%2026-10-05: 48.19%2026-10-06: 48.18%2026-10-07: 48.20%2026-10-08: 46.76%2026-10-09: 48.61%2026-10-12: 48.12%2026-10-13: 48.91%2026-10-14: 50.27%2026-10-15: 51.42%2026-10-16: 49.70%2026-10-19: 48.41%2026-10-20: 48.20%2026-10-21: 48.66%2026-10-22: 49.56%2026-10-23: 49.69%2026-10-26: 49.96%2026-10-27: 49.49%2026-10-28: 48.83%2026-10-29: 50.16%2026-10-30: 54.26%Aug 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
50.24%
50.01%
47.75%
46.67%
47.68%
44.48%
49.17%
49.92%
50.72%
52.11%
50.45%
50.40%
49.64%
50.14%
49.71%
49.01%
49.64%
50.88%
49.55%
50.32%
50.34%
53.77%
53.04%
52.78%
48.88%
51.50%
51.69%
51.80%
49.15%
48.49%
48.31%
48.24%
48.41%
47.93%
46.23%
47.41%
48.01%
48.74%
48.92%
47.58%
48.19%
48.18%
48.20%
46.76%
48.61%
48.12%
48.91%
50.27%
51.42%
49.70%
48.41%
48.20%
48.66%
49.56%
49.69%
49.96%
49.49%
48.83%
50.16%
54.26%