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Direxion Daily Healthcare Bull 3X ETF CURE

i

Market dataready · fetched 2026-11-04T04:38:07.306Z

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 · 2026-11-04T01:00:00.149206333Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:38:06.915016+00:00

Share price$165.52
1D-9.9%
AH$148$154$160$165$1715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCURE
Sold putSold callAH

Direxion Daily Healthcare Bull 3X ETF options

Live interpolated CURE call and put midpoint premiums by absolute delta.Direxion Daily Healthcare Bull 3X ETF$1.83$9.33$16.83$24.33$31.83$127.88$147.23$166.58$185.92$205.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CURE spot · $165.52CURE PRICE$2.64$3.34$4.31$5.40$6.53$7.57$8.87$10.27$11.78$13.30$14.82$16.88$19.20$2.86$3.79$4.88$6.21$7.55$8.90$10.88$13.12$15.72$18.00$21.03$25.28$29.66
PutsCheap0.82×
CallsCheap0.74×
SkewBearish+2.85 pp
Implied moveBearish±$19.75
TiltBearish14.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ190.7870.6%16.9%148.2467.0%12.2%
25Δ184.8467.3%13.7%152.1765.6%10.4%
30Δ181.1068.1%12.0%155.4266.2%9.1%
35Δ177.6369.1%10.6%158.4467.5%8.0%
40Δ174.2569.6%9.2%161.4867.7%7.0%
45Δ170.7768.0%7.7%164.5467.0%6.0%
50Δ167.6167.7%6.6%167.7368.7%5.2%
55Δ164.5567.8%5.6%171.0870.9%4.6%
60Δ161.5367.2%4.7%174.7473.0%3.9%
65Δ158.5866.0%3.8%178.2372.1%3.2%
70Δ155.7164.1%3.0%182.3272.5%2.6%
75Δ152.5763.3%2.4%187.4574.9%2.0%
80Δ149.2862.7%1.8%192.7375.3%1.5%

20Δ

Calls
Pseudo strike
190.78
IV
70.6%
B/E move
16.9%
Puts
Pseudo strike
148.24
IV
67.0%
B/E move
12.2%

25Δ

Calls
Pseudo strike
184.84
IV
67.3%
B/E move
13.7%
Puts
Pseudo strike
152.17
IV
65.6%
B/E move
10.4%

30Δ

Calls
Pseudo strike
181.10
IV
68.1%
B/E move
12.0%
Puts
Pseudo strike
155.42
IV
66.2%
B/E move
9.1%

35Δ

Calls
Pseudo strike
177.63
IV
69.1%
B/E move
10.6%
Puts
Pseudo strike
158.44
IV
67.5%
B/E move
8.0%

40Δ

Calls
Pseudo strike
174.25
IV
69.6%
B/E move
9.2%
Puts
Pseudo strike
161.48
IV
67.7%
B/E move
7.0%

45Δ

Calls
Pseudo strike
170.77
IV
68.0%
B/E move
7.7%
Puts
Pseudo strike
164.54
IV
67.0%
B/E move
6.0%

50Δ

Calls
Pseudo strike
167.61
IV
67.7%
B/E move
6.6%
Puts
Pseudo strike
167.73
IV
68.7%
B/E move
5.2%

55Δ

Calls
Pseudo strike
164.55
IV
67.8%
B/E move
5.6%
Puts
Pseudo strike
171.08
IV
70.9%
B/E move
4.6%

60Δ

Calls
Pseudo strike
161.53
IV
67.2%
B/E move
4.7%
Puts
Pseudo strike
174.74
IV
73.0%
B/E move
3.9%

65Δ

Calls
Pseudo strike
158.58
IV
66.0%
B/E move
3.8%
Puts
Pseudo strike
178.23
IV
72.1%
B/E move
3.2%

70Δ

Calls
Pseudo strike
155.71
IV
64.1%
B/E move
3.0%
Puts
Pseudo strike
182.32
IV
72.5%
B/E move
2.6%

75Δ

Calls
Pseudo strike
152.57
IV
63.3%
B/E move
2.4%
Puts
Pseudo strike
187.45
IV
74.9%
B/E move
2.0%

80Δ

Calls
Pseudo strike
149.28
IV
62.7%
B/E move
1.8%
Puts
Pseudo strike
192.73
IV
75.3%
B/E move
1.5%

Options history

IV · four-Friday blend60.68%
Daily EOD
CURE52.0%56.7%61.3%2026-10-19: 53.03%2026-10-20: 52.64%2026-10-21: 54.14%2026-10-22: 56.47%2026-10-23: 57.46%2026-10-26: 58.07%2026-10-27: 58.59%2026-10-28: 56.88%2026-10-29: 57.52%2026-10-30: 60.68%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
53.03%
52.64%
54.14%
56.47%
57.46%
58.07%
58.59%
56.88%
57.52%
60.68%