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Direxion Daily Industrials Bull 3X ETF DUSL

i

Market datapartial · fetched 2026-11-05T18:31:59.642Z

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 · 2026-11-05T18:22:39.119569368Z

FundamentalsAlpha Vantage · unavailable

Share price$67.14
1D-10.9%
$66$69$71$74$765:30 AM6:30 AM9:00 AM1:00 PMDUSL
Sold putSold call

Direxion Daily Industrials Bull 3X ETF options

Live interpolated DUSL call and put midpoint premiums by absolute delta.Direxion Daily Industrials Bull 3X ETF$1.06$3.98$6.90$9.83$12.75$53.97$61.21$68.46$75.71$82.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DUSL spot · $67.14DUSL PRICE$1.38$1.78$2.27$2.72$3.12$3.52$4.28$5.30$6.32$7.34$8.36$9.37$11.90$1.76$2.29$2.82$3.35$3.87$4.40$6.80$7.69$8.59$9.85$11.13
Puts——
CallsExpensive1.66×
Skew——
Implied moveBalanced±$8.68
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.4499.3%23.4%
25Δ78.1995.5%19.1%61.1675.2%11.5%
30Δ76.0096.2%16.6%62.5074.5%10.3%
35Δ73.9193.9%14.1%63.8573.8%9.1%
40Δ71.8989.2%11.7%65.1973.2%7.9%
45Δ69.8884.4%9.3%66.5372.5%6.7%
50Δ68.1685.7%7.9%67.8771.8%5.5%
55Δ66.6891.7%7.2%
60Δ65.1997.8%6.5%71.1181.6%4.2%
65Δ63.5098.1%5.5%72.5579.8%3.4%
70Δ61.7797.5%4.4%73.9878.0%2.6%
75Δ60.0496.9%3.4%75.6576.8%2.0%
80Δ57.12107.4%2.8%77.3274.7%1.4%

20Δ

Calls
Pseudo strike
81.44
IV
99.3%
B/E move
23.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
78.19
IV
95.5%
B/E move
19.1%
Puts
Pseudo strike
61.16
IV
75.2%
B/E move
11.5%

30Δ

Calls
Pseudo strike
76.00
IV
96.2%
B/E move
16.6%
Puts
Pseudo strike
62.50
IV
74.5%
B/E move
10.3%

35Δ

Calls
Pseudo strike
73.91
IV
93.9%
B/E move
14.1%
Puts
Pseudo strike
63.85
IV
73.8%
B/E move
9.1%

40Δ

Calls
Pseudo strike
71.89
IV
89.2%
B/E move
11.7%
Puts
Pseudo strike
65.19
IV
73.2%
B/E move
7.9%

45Δ

Calls
Pseudo strike
69.88
IV
84.4%
B/E move
9.3%
Puts
Pseudo strike
66.53
IV
72.5%
B/E move
6.7%

50Δ

Calls
Pseudo strike
68.16
IV
85.7%
B/E move
7.9%
Puts
Pseudo strike
67.87
IV
71.8%
B/E move
5.5%

55Δ

Calls
Pseudo strike
66.68
IV
91.7%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
65.19
IV
97.8%
B/E move
6.5%
Puts
Pseudo strike
71.11
IV
81.6%
B/E move
4.2%

65Δ

Calls
Pseudo strike
63.50
IV
98.1%
B/E move
5.5%
Puts
Pseudo strike
72.55
IV
79.8%
B/E move
3.4%

70Δ

Calls
Pseudo strike
61.77
IV
97.5%
B/E move
4.4%
Puts
Pseudo strike
73.98
IV
78.0%
B/E move
2.6%

75Δ

Calls
Pseudo strike
60.04
IV
96.9%
B/E move
3.4%
Puts
Pseudo strike
75.65
IV
76.8%
B/E move
2.0%

80Δ

Calls
Pseudo strike
57.12
IV
107.4%
B/E move
2.8%
Puts
Pseudo strike
77.32
IV
74.7%
B/E move
1.4%

Options history

IV · four-Friday blend62.39%
Daily EOD
DUSL54.5%60.0%65.4%2026-10-20: 55.29%2026-10-21: 57.31%2026-10-22: 59.10%2026-10-23: 64.66%2026-10-26: 58.40%2026-10-27: 57.44%2026-10-28: 58.57%2026-10-29: 55.38%2026-10-30: 62.39%Oct 20Oct 26Oct 30
9 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
55.29%
57.31%
59.10%
64.66%
58.40%
57.44%
58.57%
55.38%
62.39%