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Direxion Shares ETF Trust Direxion Daily NVDA Bull 2X ETF NVDU

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Market dataready · fetched 2026-11-04T09:05:49.766Z

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 · 2026-11-04T09:04:41.656558445Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:05:49.268183+00:00

Share price$118.00
1D
Price history unavailable.

Direxion Shares ETF Trust Direxion Daily NVDA Bull 2X ETF options

Live interpolated NVDU call and put midpoint premiums by absolute delta.Direxion Shares ETF Trust Direxion Daily NVDA Bull 2X ETF$1.67$9.92$18.18$26.43$34.69$82.82$99.79$116.76$133.72$150.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVDU spot · $118.00NVDU PRICE$2.56$3.31$4.23$5.32$6.46$7.62$8.99$10.48$12.14$14.13$16.22$18.53$21.30$3.87$5.03$6.36$7.81$9.36$11.11$12.99$15.14$17.43$20.23$23.44$27.01$32.31
PutsExpensive1.47×
CallsExpensive1.40×
SkewBearish+9.92 pp
Implied moveBearish±$21.98
TiltBearish18.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ144.87102.4%24.9%98.25123.3%20.0%
25Δ138.9799.3%20.6%102.96119.4%17.0%
30Δ134.8199.8%17.8%107.04117.5%14.7%
35Δ131.35102.4%15.8%110.85116.5%12.7%
40Δ127.82103.4%13.8%114.48114.9%10.9%
45Δ124.30102.9%11.8%118.02114.0%9.4%
50Δ121.02103.8%10.2%121.54112.8%8.0%
55Δ117.78104.6%8.7%125.14112.1%6.8%
60Δ114.53105.3%7.3%128.78110.8%5.6%
65Δ111.17107.2%6.2%132.76110.6%4.6%
70Δ107.71107.3%5.0%137.05110.4%3.7%
75Δ104.12107.5%3.9%141.64109.5%2.9%
80Δ100.21108.2%3.0%147.80111.4%2.1%

20Δ

Calls
Pseudo strike
144.87
IV
102.4%
B/E move
24.9%
Puts
Pseudo strike
98.25
IV
123.3%
B/E move
20.0%

25Δ

Calls
Pseudo strike
138.97
IV
99.3%
B/E move
20.6%
Puts
Pseudo strike
102.96
IV
119.4%
B/E move
17.0%

30Δ

Calls
Pseudo strike
134.81
IV
99.8%
B/E move
17.8%
Puts
Pseudo strike
107.04
IV
117.5%
B/E move
14.7%

35Δ

Calls
Pseudo strike
131.35
IV
102.4%
B/E move
15.8%
Puts
Pseudo strike
110.85
IV
116.5%
B/E move
12.7%

40Δ

Calls
Pseudo strike
127.82
IV
103.4%
B/E move
13.8%
Puts
Pseudo strike
114.48
IV
114.9%
B/E move
10.9%

45Δ

Calls
Pseudo strike
124.30
IV
102.9%
B/E move
11.8%
Puts
Pseudo strike
118.02
IV
114.0%
B/E move
9.4%

50Δ

Calls
Pseudo strike
121.02
IV
103.8%
B/E move
10.2%
Puts
Pseudo strike
121.54
IV
112.8%
B/E move
8.0%

55Δ

Calls
Pseudo strike
117.78
IV
104.6%
B/E move
8.7%
Puts
Pseudo strike
125.14
IV
112.1%
B/E move
6.8%

60Δ

Calls
Pseudo strike
114.53
IV
105.3%
B/E move
7.3%
Puts
Pseudo strike
128.78
IV
110.8%
B/E move
5.6%

65Δ

Calls
Pseudo strike
111.17
IV
107.2%
B/E move
6.2%
Puts
Pseudo strike
132.76
IV
110.6%
B/E move
4.6%

70Δ

Calls
Pseudo strike
107.71
IV
107.3%
B/E move
5.0%
Puts
Pseudo strike
137.05
IV
110.4%
B/E move
3.7%

75Δ

Calls
Pseudo strike
104.12
IV
107.5%
B/E move
3.9%
Puts
Pseudo strike
141.64
IV
109.5%
B/E move
2.9%

80Δ

Calls
Pseudo strike
100.21
IV
108.2%
B/E move
3.0%
Puts
Pseudo strike
147.80
IV
111.4%
B/E move
2.1%

Options history

IV · four-Friday blend80.99%
Daily EOD
NVDU75.9%78.6%81.4%2026-10-22: 76.25%2026-10-23: 76.56%2026-10-28: 76.35%2026-10-30: 80.99%Oct 22Oct 23Oct 30
4 observations2026-10-22 — 2026-10-30
Table
DateIV (%)
76.25%
76.56%
76.35%
80.99%