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Direxion Daily MSCI South Korea Bull 3X ETF KORU

i

Market dataready · fetched 2026-11-07T06:14:18.183Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T01:00:00.148821541Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T06:14:14.671695+00:00

Share price$6.91
1D-3.6%
AH$6.70$6.88$7.05$7.22$7.395:30 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$0.72$1.32$1.92$2.52$3.93$6.18$8.44$10.69$12.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive KORU spot · $6.91KORU PRICE$0.19$0.25$0.32$0.39$0.47$0.57$0.68$0.80$0.97$1.12$1.19$1.88$0.26$0.36$0.47$0.58$0.71$0.86$1.00$1.14$1.50$1.68$1.78$1.96$2.35
PutsExpensive1.13×
Calls——
Skew——
Implied moveBearish±$1.68
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.10207.2%34.5%5.66216.7%21.9%
25Δ8.67205.0%29.0%5.91230.5%19.7%
30Δ8.30207.4%24.7%6.18233.9%17.4%
35Δ7.97212.4%20.9%6.44231.8%15.1%
40Δ7.71216.8%18.5%6.71232.7%13.3%
45Δ7.46221.3%16.2%6.97234.5%11.6%
50Δ7.21226.3%14.2%7.22230.3%9.9%
55Δ6.96232.7%12.3%7.48225.2%8.3%
60Δ6.70246.7%11.0%7.89247.6%7.5%
65Δ6.44250.9%9.4%8.16237.7%6.3%
70Δ6.21225.4%7.0%8.36216.2%4.8%
75Δ8.63202.2%3.5%
80Δ5.39283.1%5.2%9.08205.8%2.6%

20Δ

Calls
Pseudo strike
9.10
IV
207.2%
B/E move
34.5%
Puts
Pseudo strike
5.66
IV
216.7%
B/E move
21.9%

25Δ

Calls
Pseudo strike
8.67
IV
205.0%
B/E move
29.0%
Puts
Pseudo strike
5.91
IV
230.5%
B/E move
19.7%

30Δ

Calls
Pseudo strike
8.30
IV
207.4%
B/E move
24.7%
Puts
Pseudo strike
6.18
IV
233.9%
B/E move
17.4%

35Δ

Calls
Pseudo strike
7.97
IV
212.4%
B/E move
20.9%
Puts
Pseudo strike
6.44
IV
231.8%
B/E move
15.1%

40Δ

Calls
Pseudo strike
7.71
IV
216.8%
B/E move
18.5%
Puts
Pseudo strike
6.71
IV
232.7%
B/E move
13.3%

45Δ

Calls
Pseudo strike
7.46
IV
221.3%
B/E move
16.2%
Puts
Pseudo strike
6.97
IV
234.5%
B/E move
11.6%

50Δ

Calls
Pseudo strike
7.21
IV
226.3%
B/E move
14.2%
Puts
Pseudo strike
7.22
IV
230.3%
B/E move
9.9%

55Δ

Calls
Pseudo strike
6.96
IV
232.7%
B/E move
12.3%
Puts
Pseudo strike
7.48
IV
225.2%
B/E move
8.3%

60Δ

Calls
Pseudo strike
6.70
IV
246.7%
B/E move
11.0%
Puts
Pseudo strike
7.89
IV
247.6%
B/E move
7.5%

65Δ

Calls
Pseudo strike
6.44
IV
250.9%
B/E move
9.4%
Puts
Pseudo strike
8.16
IV
237.7%
B/E move
6.3%

70Δ

Calls
Pseudo strike
6.21
IV
225.4%
B/E move
7.0%
Puts
Pseudo strike
8.36
IV
216.2%
B/E move
4.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.63
IV
202.2%
B/E move
3.5%

80Δ

Calls
Pseudo strike
5.39
IV
283.1%
B/E move
5.2%
Puts
Pseudo strike
9.08
IV
205.8%
B/E move
2.6%

Options history

IV · four-Friday blend159.26%
Daily close
KORU103.1%140.6%178.1%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 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%