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Direxion Shares ETF Trust Direxion Daily ORCL Bull 2X ETF ORCU

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Market dataready · fetched 2026-11-03T19:47:05.938Z

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 · 2026-11-03T19:46:59.436107015Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T19:47:03.674126+00:00

Share price$5.12
1D+6.9%
$4.72$4.90$5.08$5.26$5.445:30 AM6:30 AM9:00 AM1:00 PMORCU
Sold putSold call

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

Live interpolated ORCU call and put midpoint premiums by absolute delta.Direxion Shares ETF Trust Direxion Daily ORCL Bull 2X ETF$0.11$0.42$0.74$1.05$1.37$3.26$4.37$5.49$6.61$7.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ORCU spot · $5.12ORCU PRICE$0.14$0.18$0.23$0.30$0.38$0.47$0.56$0.65$0.74$0.87$1.01$1.14$1.28$0.20$0.26$0.32$0.38$0.44$0.53$0.64$0.74$0.85$0.96$1.06
Puts——
CallsCheap0.90×
Skew——
Implied moveBearish±$1.20
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.73125.0%34.4%4.15134.3%22.7%
25Δ6.43124.3%29.4%4.35130.3%19.9%
30Δ6.14123.6%24.4%4.55126.3%17.2%
35Δ5.90126.2%21.2%4.75122.4%14.4%
40Δ5.72131.6%19.3%4.95118.4%11.7%
45Δ5.53137.0%17.4%5.13116.6%10.1%
50Δ5.35142.4%15.5%5.30115.4%8.8%
55Δ5.16147.8%13.6%5.47114.2%7.6%
60Δ4.98152.7%11.7%5.64113.1%6.4%
65Δ4.75153.4%10.0%5.81111.9%5.1%
70Δ4.53154.0%8.2%5.98110.8%3.9%
75Δ4.30154.6%6.5%
80Δ4.08155.2%4.7%

20Δ

Calls
Pseudo strike
6.73
IV
125.0%
B/E move
34.4%
Puts
Pseudo strike
4.15
IV
134.3%
B/E move
22.7%

25Δ

Calls
Pseudo strike
6.43
IV
124.3%
B/E move
29.4%
Puts
Pseudo strike
4.35
IV
130.3%
B/E move
19.9%

30Δ

Calls
Pseudo strike
6.14
IV
123.6%
B/E move
24.4%
Puts
Pseudo strike
4.55
IV
126.3%
B/E move
17.2%

35Δ

Calls
Pseudo strike
5.90
IV
126.2%
B/E move
21.2%
Puts
Pseudo strike
4.75
IV
122.4%
B/E move
14.4%

40Δ

Calls
Pseudo strike
5.72
IV
131.6%
B/E move
19.3%
Puts
Pseudo strike
4.95
IV
118.4%
B/E move
11.7%

45Δ

Calls
Pseudo strike
5.53
IV
137.0%
B/E move
17.4%
Puts
Pseudo strike
5.13
IV
116.6%
B/E move
10.1%

50Δ

Calls
Pseudo strike
5.35
IV
142.4%
B/E move
15.5%
Puts
Pseudo strike
5.30
IV
115.4%
B/E move
8.8%

55Δ

Calls
Pseudo strike
5.16
IV
147.8%
B/E move
13.6%
Puts
Pseudo strike
5.47
IV
114.2%
B/E move
7.6%

60Δ

Calls
Pseudo strike
4.98
IV
152.7%
B/E move
11.7%
Puts
Pseudo strike
5.64
IV
113.1%
B/E move
6.4%

65Δ

Calls
Pseudo strike
4.75
IV
153.4%
B/E move
10.0%
Puts
Pseudo strike
5.81
IV
111.9%
B/E move
5.1%

70Δ

Calls
Pseudo strike
4.53
IV
154.0%
B/E move
8.2%
Puts
Pseudo strike
5.98
IV
110.8%
B/E move
3.9%

75Δ

Calls
Pseudo strike
4.30
IV
154.6%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.08
IV
155.2%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend117.38%
Daily EOD
ORCU109.9%115.8%121.7%2026-10-19: 112.36%2026-10-20: 112.03%2026-10-21: 114.39%2026-10-22: 119.26%2026-10-23: 118.23%2026-10-26: 114.51%2026-10-27: 120.86%2026-10-28: 118.70%2026-10-29: 110.72%2026-10-30: 117.38%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
112.36%
112.03%
114.39%
119.26%
118.23%
114.51%
120.86%
118.70%
110.72%
117.38%