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Direxion Daily Industrials Bull 3X ETF DUSL

i

Market datapartial · fetched 2026-11-07T05:04:53.543Z

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 · 2026-11-07T01:00:00.079634816Z

FundamentalsAlpha Vantage · unavailable

Share price$66.94
1D+1.1%
AH$66.12$66.58$67.04$67.50$67.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDUSL
Sold putSold callAH

Direxion Daily Industrials Bull 3X ETF options

Live interpolated DUSL call and put midpoint premiums by absolute delta.Direxion Daily Industrials Bull 3X ETF$1.03$3.61$6.19$8.77$11.35$53.26$60.70$68.15$75.59$83.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DUSL spot · $66.94DUSL PRICE$1.31$1.51$1.79$2.17$2.67$3.19$3.83$4.49$5.14$6.26$7.46$8.66$10.61$1.59$1.90$2.36$2.83$3.33$3.98$4.62$5.28$6.03$6.99$7.86$8.86$10.59
PutsExpensive1.33×
CallsExpensive1.47×
SkewBullish-3.17 pp
Implied moveBearish±$8.46
TiltBearish5.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.2699.1%21.9%57.70102.0%16.2%
25Δ75.9084.6%15.6%60.4989.6%12.5%
30Δ73.4779.6%12.4%62.0887.6%10.8%
35Δ71.7778.7%10.4%63.6785.6%9.1%
40Δ70.4880.6%9.3%65.2183.8%7.6%
45Δ69.1581.3%8.1%66.5282.9%6.6%
50Δ67.8482.1%7.1%67.8382.0%5.6%
55Δ66.5282.9%6.1%69.1481.0%4.6%
60Δ65.2183.7%5.1%70.4379.6%3.8%
65Δ63.6287.0%4.4%71.8579.7%3.1%
70Δ61.9790.9%3.7%73.1777.6%2.4%
75Δ60.3294.7%3.1%74.5875.7%1.8%
80Δ57.97100.5%2.4%76.6277.3%1.4%

20Δ

Calls
Pseudo strike
80.26
IV
99.1%
B/E move
21.9%
Puts
Pseudo strike
57.70
IV
102.0%
B/E move
16.2%

25Δ

Calls
Pseudo strike
75.90
IV
84.6%
B/E move
15.6%
Puts
Pseudo strike
60.49
IV
89.6%
B/E move
12.5%

30Δ

Calls
Pseudo strike
73.47
IV
79.6%
B/E move
12.4%
Puts
Pseudo strike
62.08
IV
87.6%
B/E move
10.8%

35Δ

Calls
Pseudo strike
71.77
IV
78.7%
B/E move
10.4%
Puts
Pseudo strike
63.67
IV
85.6%
B/E move
9.1%

40Δ

Calls
Pseudo strike
70.48
IV
80.6%
B/E move
9.3%
Puts
Pseudo strike
65.21
IV
83.8%
B/E move
7.6%

45Δ

Calls
Pseudo strike
69.15
IV
81.3%
B/E move
8.1%
Puts
Pseudo strike
66.52
IV
82.9%
B/E move
6.6%

50Δ

Calls
Pseudo strike
67.84
IV
82.1%
B/E move
7.1%
Puts
Pseudo strike
67.83
IV
82.0%
B/E move
5.6%

55Δ

Calls
Pseudo strike
66.52
IV
82.9%
B/E move
6.1%
Puts
Pseudo strike
69.14
IV
81.0%
B/E move
4.6%

60Δ

Calls
Pseudo strike
65.21
IV
83.7%
B/E move
5.1%
Puts
Pseudo strike
70.43
IV
79.6%
B/E move
3.8%

65Δ

Calls
Pseudo strike
63.62
IV
87.0%
B/E move
4.4%
Puts
Pseudo strike
71.85
IV
79.7%
B/E move
3.1%

70Δ

Calls
Pseudo strike
61.97
IV
90.9%
B/E move
3.7%
Puts
Pseudo strike
73.17
IV
77.6%
B/E move
2.4%

75Δ

Calls
Pseudo strike
60.32
IV
94.7%
B/E move
3.1%
Puts
Pseudo strike
74.58
IV
75.7%
B/E move
1.8%

80Δ

Calls
Pseudo strike
57.97
IV
100.5%
B/E move
2.4%
Puts
Pseudo strike
76.62
IV
77.3%
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%