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Direxion Daily NYSE FANG+ Bull 2X ETF FNGG

i

Market dataready · fetched 2026-11-03T22:32:13.424Z

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 · 2026-11-03T21:10:00.003405417Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T22:32:13.262743+00:00

Share price$229.75
1D+1.4%
AH$225$226$228$229$2305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFNGG
Sold putSold callAH

Direxion Daily NYSE FANG+ Bull 2X ETF options

Live interpolated FNGG call and put midpoint premiums by absolute delta.Direxion Daily NYSE FANG+ Bull 2X ETF$1.97$9.21$16.46$23.71$30.96$191.09$212.95$234.82$256.68$278.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNGG spot · $229.75FNGG PRICE$2.75$3.70$4.83$6.09$7.47$9.03$10.82$12.84$15.11$17.61$20.68$24.34$28.87$4.24$5.51$6.76$8.14$9.60$11.23$12.98$14.83$16.81$19.20$21.83$24.78$28.43
PutsExpensive1.16×
CallsExpensive1.70×
SkewBearish+1.68 pp
Implied moveBearish±$23.80
TiltBearish5.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ254.7652.3%12.1%204.6571.1%12.8%
25Δ250.2352.9%10.5%210.4769.0%10.8%
30Δ246.4054.1%9.3%215.7166.3%9.1%
35Δ242.7355.3%8.3%220.2764.4%7.7%
40Δ239.1556.4%7.3%224.4462.7%6.5%
45Δ235.6157.6%6.5%228.3461.4%5.5%
50Δ232.0158.9%5.7%232.1060.2%4.6%
55Δ228.3260.2%5.0%235.7859.0%3.8%
60Δ224.5061.8%4.3%239.3857.6%3.1%
65Δ220.4662.8%3.6%243.1656.8%2.5%
70Δ216.0264.4%3.0%247.0555.9%2.0%
75Δ211.0966.3%2.5%251.1454.9%1.5%
80Δ205.3568.8%1.9%255.8054.2%1.0%

20Δ

Calls
Pseudo strike
254.76
IV
52.3%
B/E move
12.1%
Puts
Pseudo strike
204.65
IV
71.1%
B/E move
12.8%

25Δ

Calls
Pseudo strike
250.23
IV
52.9%
B/E move
10.5%
Puts
Pseudo strike
210.47
IV
69.0%
B/E move
10.8%

30Δ

Calls
Pseudo strike
246.40
IV
54.1%
B/E move
9.3%
Puts
Pseudo strike
215.71
IV
66.3%
B/E move
9.1%

35Δ

Calls
Pseudo strike
242.73
IV
55.3%
B/E move
8.3%
Puts
Pseudo strike
220.27
IV
64.4%
B/E move
7.7%

40Δ

Calls
Pseudo strike
239.15
IV
56.4%
B/E move
7.3%
Puts
Pseudo strike
224.44
IV
62.7%
B/E move
6.5%

45Δ

Calls
Pseudo strike
235.61
IV
57.6%
B/E move
6.5%
Puts
Pseudo strike
228.34
IV
61.4%
B/E move
5.5%

50Δ

Calls
Pseudo strike
232.01
IV
58.9%
B/E move
5.7%
Puts
Pseudo strike
232.10
IV
60.2%
B/E move
4.6%

55Δ

Calls
Pseudo strike
228.32
IV
60.2%
B/E move
5.0%
Puts
Pseudo strike
235.78
IV
59.0%
B/E move
3.8%

60Δ

Calls
Pseudo strike
224.50
IV
61.8%
B/E move
4.3%
Puts
Pseudo strike
239.38
IV
57.6%
B/E move
3.1%

65Δ

Calls
Pseudo strike
220.46
IV
62.8%
B/E move
3.6%
Puts
Pseudo strike
243.16
IV
56.8%
B/E move
2.5%

70Δ

Calls
Pseudo strike
216.02
IV
64.4%
B/E move
3.0%
Puts
Pseudo strike
247.05
IV
55.9%
B/E move
2.0%

75Δ

Calls
Pseudo strike
211.09
IV
66.3%
B/E move
2.5%
Puts
Pseudo strike
251.14
IV
54.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
205.35
IV
68.8%
B/E move
1.9%
Puts
Pseudo strike
255.80
IV
54.2%
B/E move
1.0%

Options history

IV · four-Friday blend46.31%
Daily close
FNGG34.5%40.8%47.2%2026-08-05: 43.54%2026-08-06: 41.66%2026-08-07: 40.25%2026-08-10: 38.83%2026-08-11: 39.23%2026-08-12: 39.06%2026-08-13: 37.70%2026-08-14: 36.31%2026-08-17: 37.65%2026-08-18: 38.84%2026-08-19: 38.36%2026-08-20: 40.67%2026-08-21: 39.81%2026-08-24: 40.07%2026-08-25: 39.03%2026-08-26: 38.74%2026-08-27: 36.96%2026-08-28: 36.53%2026-08-31: 36.44%2026-09-01: 37.53%2026-09-02: 36.75%2026-09-03: 35.76%2026-09-04: 35.63%2026-09-08: 38.08%2026-09-09: 39.29%2026-09-10: 40.22%2026-09-11: 36.43%2026-09-14: 39.02%2026-09-15: 40.09%2026-09-16: 40.32%2026-09-17: 35.82%2026-09-18: 35.87%2026-09-21: 36.73%2026-09-22: 36.80%2026-09-23: 39.24%2026-09-24: 40.05%2026-09-25: 39.11%2026-09-28: 40.36%2026-09-29: 39.96%2026-09-30: 40.18%2026-10-01: 40.47%2026-10-02: 38.76%2026-10-05: 38.28%2026-10-06: 37.10%2026-10-07: 36.42%2026-10-08: 37.26%2026-10-09: 35.35%2026-10-12: 36.68%2026-10-13: 37.32%2026-10-14: 40.68%2026-10-15: 39.83%2026-10-16: 40.14%2026-10-19: 39.64%2026-10-20: 40.44%2026-10-21: 40.24%2026-10-22: 44.66%2026-10-23: 45.16%2026-10-26: 42.59%2026-10-27: 41.35%2026-10-28: 39.85%2026-10-29: 40.27%2026-10-30: 46.31%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
43.54%
41.66%
40.25%
38.83%
39.23%
39.06%
37.70%
36.31%
37.65%
38.84%
38.36%
40.67%
39.81%
40.07%
39.03%
38.74%
36.96%
36.53%
36.44%
37.53%
36.75%
35.76%
35.63%
38.08%
39.29%
40.22%
36.43%
39.02%
40.09%
40.32%
35.82%
35.87%
36.73%
36.80%
39.24%
40.05%
39.11%
40.36%
39.96%
40.18%
40.47%
38.76%
38.28%
37.10%
36.42%
37.26%
35.35%
36.68%
37.32%
40.68%
39.83%
40.14%
39.64%
40.44%
40.24%
44.66%
45.16%
42.59%
41.35%
39.85%
40.27%
46.31%