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Direxion Daily MSCI South Korea Bull 3X ETF KORU

i

Market dataready · fetched 2026-11-04T07:37:21.745Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T01:00:00.104144148Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T07:37:19.687943+00:00

Share price$11.01
1D+0.5%
AH$10.79$10.99$11.18$11.38$11.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKORU
Sold putSold callAH

Direxion Daily MSCI South Korea Bull 3X ETF options

Live interpolated KORU call and put midpoint premiums by absolute delta.Direxion Daily MSCI South Korea Bull 3X ETF$0.13$0.68$1.22$1.77$2.31$8.34$9.64$10.95$12.25$13.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KORU spot · $11.01KORU PRICE$0.19$0.25$0.33$0.41$0.49$0.59$0.69$0.81$0.93$1.05$1.20$1.35$1.53$0.26$0.35$0.45$0.55$0.63$0.70$0.84$1.00$1.19$1.39$1.88$2.02$2.16
PutsExpensive1.89×
CallsExpensive1.62×
SkewBearish+13.79 pp
Implied moveBearish±$1.54
TiltBearish15.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.88201.4%18.8%9.54232.4%15.7%
25Δ12.49198.7%15.8%9.84251.2%13.8%
30Δ12.23203.8%14.1%10.14258.9%12.0%
35Δ11.96210.1%12.4%10.42255.1%10.3%
40Δ11.69223.0%10.6%10.68243.7%8.7%
45Δ11.42232.6%9.1%10.93229.3%7.1%
50Δ11.18235.1%7.9%11.18229.0%6.1%
55Δ10.94236.5%6.7%11.43234.2%5.3%
60Δ10.70234.9%5.6%11.70226.2%4.5%
65Δ10.46233.2%4.5%11.98213.1%3.8%
70Δ10.21230.5%3.6%12.51243.0%3.5%
75Δ9.97226.0%2.8%12.74226.6%2.6%
80Δ9.71207.9%2.1%12.97210.1%1.8%

20Δ

Calls
Pseudo strike
12.88
IV
201.4%
B/E move
18.8%
Puts
Pseudo strike
9.54
IV
232.4%
B/E move
15.7%

25Δ

Calls
Pseudo strike
12.49
IV
198.7%
B/E move
15.8%
Puts
Pseudo strike
9.84
IV
251.2%
B/E move
13.8%

30Δ

Calls
Pseudo strike
12.23
IV
203.8%
B/E move
14.1%
Puts
Pseudo strike
10.14
IV
258.9%
B/E move
12.0%

35Δ

Calls
Pseudo strike
11.96
IV
210.1%
B/E move
12.4%
Puts
Pseudo strike
10.42
IV
255.1%
B/E move
10.3%

40Δ

Calls
Pseudo strike
11.69
IV
223.0%
B/E move
10.6%
Puts
Pseudo strike
10.68
IV
243.7%
B/E move
8.7%

45Δ

Calls
Pseudo strike
11.42
IV
232.6%
B/E move
9.1%
Puts
Pseudo strike
10.93
IV
229.3%
B/E move
7.1%

50Δ

Calls
Pseudo strike
11.18
IV
235.1%
B/E move
7.9%
Puts
Pseudo strike
11.18
IV
229.0%
B/E move
6.1%

55Δ

Calls
Pseudo strike
10.94
IV
236.5%
B/E move
6.7%
Puts
Pseudo strike
11.43
IV
234.2%
B/E move
5.3%

60Δ

Calls
Pseudo strike
10.70
IV
234.9%
B/E move
5.6%
Puts
Pseudo strike
11.70
IV
226.2%
B/E move
4.5%

65Δ

Calls
Pseudo strike
10.46
IV
233.2%
B/E move
4.5%
Puts
Pseudo strike
11.98
IV
213.1%
B/E move
3.8%

70Δ

Calls
Pseudo strike
10.21
IV
230.5%
B/E move
3.6%
Puts
Pseudo strike
12.51
IV
243.0%
B/E move
3.5%

75Δ

Calls
Pseudo strike
9.97
IV
226.0%
B/E move
2.8%
Puts
Pseudo strike
12.74
IV
226.6%
B/E move
2.6%

80Δ

Calls
Pseudo strike
9.71
IV
207.9%
B/E move
2.1%
Puts
Pseudo strike
12.97
IV
210.1%
B/E move
1.8%

Options history

IV · four-Friday blend159.26%
Daily close
KORU100.5%157.4%214.3%2026-08-06: 206.49%2026-08-07: 179.85%2026-08-10: 170.16%2026-08-11: 159.43%2026-08-12: 159.63%2026-08-13: 158.71%2026-08-14: 147.10%2026-08-17: 159.82%2026-08-18: 163.19%2026-08-19: 156.05%2026-08-20: 158.73%2026-08-21: 142.86%2026-08-24: 158.94%2026-08-25: 151.50%2026-08-26: 149.18%2026-08-27: 138.81%2026-08-28: 126.11%2026-08-31: 123.44%2026-09-01: 127.44%2026-09-02: 120.31%2026-09-03: 119.40%2026-09-04: 129.44%2026-09-08: 147.97%2026-09-09: 145.28%2026-09-10: 153.16%2026-09-11: 131.47%2026-09-14: 145.06%2026-09-15: 144.91%2026-09-16: 141.93%2026-09-17: 129.56%2026-09-18: 126.94%2026-09-21: 138.13%2026-09-22: 136.37%2026-09-23: 126.56%2026-09-24: 131.21%2026-09-25: 131.89%2026-09-28: 131.16%2026-09-29: 135.02%2026-09-30: 135.16%2026-10-01: 129.46%2026-10-02: 120.84%2026-10-05: 121.94%2026-10-06: 108.32%2026-10-07: 113.80%2026-10-08: 122.61%2026-10-09: 113.91%2026-10-12: 126.18%2026-10-13: 143.13%2026-10-14: 149.20%2026-10-15: 169.82%2026-10-16: 154.20%2026-10-19: 155.05%2026-10-20: 149.81%2026-10-21: 152.96%2026-10-22: 172.91%2026-10-23: 155.29%2026-10-26: 157.74%2026-10-27: 158.36%2026-10-28: 159.67%2026-10-29: 165.05%2026-10-30: 159.26%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
206.49%
179.85%
170.16%
159.43%
159.63%
158.71%
147.10%
159.82%
163.19%
156.05%
158.73%
142.86%
158.94%
151.50%
149.18%
138.81%
126.11%
123.44%
127.44%
120.31%
119.40%
129.44%
147.97%
145.28%
153.16%
131.47%
145.06%
144.91%
141.93%
129.56%
126.94%
138.13%
136.37%
126.56%
131.21%
131.89%
131.16%
135.02%
135.16%
129.46%
120.84%
121.94%
108.32%
113.80%
122.61%
113.91%
126.18%
143.13%
149.20%
169.82%
154.20%
155.05%
149.81%
152.96%
172.91%
155.29%
157.74%
158.36%
159.67%
165.05%
159.26%