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Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF GUSH

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Market dataready · fetched 2026-11-04T06:39:17.367Z

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 · 2026-11-04T01:00:00.148924381Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T06:39:14.874699+00:00

Share price$45.55
1D+0.8%
AH$45.39$45.76$46.13$46.50$46.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGUSH
Sold putSold callAH

Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF options

Live interpolated GUSH call and put midpoint premiums by absolute delta.Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF$0.63$2.55$4.47$6.39$8.31$35.96$40.93$45.90$50.87$55.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GUSH spot · $45.55GUSH PRICE$0.84$1.11$1.36$1.70$2.02$2.51$3.01$3.33$4.02$4.50$5.58$6.17$6.84$0.95$1.24$1.64$1.98$2.45$2.90$3.29$3.93$4.66$5.23$5.90$6.61$7.76
PutsExpensive1.14×
CallsExpensive1.24×
SkewBullish-7.25 pp
Implied moveBearish±$6.31
TiltBearish6.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.8985.3%20.1%40.0582.4%14.2%
25Δ52.2684.8%17.2%41.3779.3%11.9%
30Δ50.6281.4%14.1%42.2982.4%10.7%
35Δ49.5683.2%12.5%43.3879.9%9.1%
40Δ48.3681.8%10.6%44.3481.3%8.0%
45Δ47.4185.5%9.6%45.3080.8%6.9%
50Δ46.4288.4%8.5%46.2477.7%5.7%
55Δ45.3584.0%6.9%47.2479.0%4.9%
60Δ44.2788.0%6.0%48.3080.5%4.2%
65Δ43.2886.1%4.9%49.2578.0%3.3%
70Δ41.9594.2%4.3%50.2576.3%2.6%
75Δ40.8890.6%3.3%51.2773.9%1.9%
80Δ39.7987.0%2.4%52.6674.4%1.4%

20Δ

Calls
Pseudo strike
53.89
IV
85.3%
B/E move
20.1%
Puts
Pseudo strike
40.05
IV
82.4%
B/E move
14.2%

25Δ

Calls
Pseudo strike
52.26
IV
84.8%
B/E move
17.2%
Puts
Pseudo strike
41.37
IV
79.3%
B/E move
11.9%

30Δ

Calls
Pseudo strike
50.62
IV
81.4%
B/E move
14.1%
Puts
Pseudo strike
42.29
IV
82.4%
B/E move
10.7%

35Δ

Calls
Pseudo strike
49.56
IV
83.2%
B/E move
12.5%
Puts
Pseudo strike
43.38
IV
79.9%
B/E move
9.1%

40Δ

Calls
Pseudo strike
48.36
IV
81.8%
B/E move
10.6%
Puts
Pseudo strike
44.34
IV
81.3%
B/E move
8.0%

45Δ

Calls
Pseudo strike
47.41
IV
85.5%
B/E move
9.6%
Puts
Pseudo strike
45.30
IV
80.8%
B/E move
6.9%

50Δ

Calls
Pseudo strike
46.42
IV
88.4%
B/E move
8.5%
Puts
Pseudo strike
46.24
IV
77.7%
B/E move
5.7%

55Δ

Calls
Pseudo strike
45.35
IV
84.0%
B/E move
6.9%
Puts
Pseudo strike
47.24
IV
79.0%
B/E move
4.9%

60Δ

Calls
Pseudo strike
44.27
IV
88.0%
B/E move
6.0%
Puts
Pseudo strike
48.30
IV
80.5%
B/E move
4.2%

65Δ

Calls
Pseudo strike
43.28
IV
86.1%
B/E move
4.9%
Puts
Pseudo strike
49.25
IV
78.0%
B/E move
3.3%

70Δ

Calls
Pseudo strike
41.95
IV
94.2%
B/E move
4.3%
Puts
Pseudo strike
50.25
IV
76.3%
B/E move
2.6%

75Δ

Calls
Pseudo strike
40.88
IV
90.6%
B/E move
3.3%
Puts
Pseudo strike
51.27
IV
73.9%
B/E move
1.9%

80Δ

Calls
Pseudo strike
39.79
IV
87.0%
B/E move
2.4%
Puts
Pseudo strike
52.66
IV
74.4%
B/E move
1.4%

Options history

IV · four-Friday blend70.79%
Daily EOD
GUSH63.2%67.3%71.3%2026-10-19: 63.80%2026-10-20: 66.07%2026-10-21: 65.69%2026-10-22: 68.57%2026-10-23: 69.54%2026-10-26: 69.62%2026-10-27: 68.10%2026-10-28: 68.83%2026-10-29: 68.05%2026-10-30: 70.79%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
63.80%
66.07%
65.69%
68.57%
69.54%
69.62%
68.10%
68.83%
68.05%
70.79%