IntraAlpha
Create free account Start free

DIREXION DAILY GOLD BULL 2X ETF UGLD

i

Market dataready · fetched 2026-11-04T04:20:57.939Z

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 · 2026-11-04T01:00:00.147922285Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:20:57.587600+00:00

Share price$17.39
1D-1.6%
AH$17.30$17.40$17.51$17.61$17.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUGLD
Sold putSold callAH

DIREXION DAILY GOLD BULL 2X ETF options

Live interpolated UGLD call and put midpoint premiums by absolute delta.DIREXION DAILY GOLD BULL 2X ETF$0.21$0.97$1.73$2.50$3.26$14.78$16.26$17.74$19.21$20.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UGLD spot · $17.39UGLD PRICE$0.29$0.52$0.75$0.98$1.21$1.44$1.67$1.90$2.12$2.35$2.58$2.81$3.04$0.33$0.43$0.53$0.64$0.74$0.84$0.95$1.05$1.15$1.25$1.36$1.46$1.56
PutsFair1.02×
CallsExpensive1.71×
SkewBullish-18.57 pp
Implied moveBullish±$2.61
TiltBullish27.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.9368.3%16.3%15.2970.3%14.0%
25Δ19.5169.1%15.2%15.5767.7%12.9%
30Δ19.0970.0%14.1%15.8565.2%11.9%
35Δ18.6870.9%13.0%16.1462.6%10.9%
40Δ18.2671.7%11.9%16.4260.0%9.8%
45Δ17.8472.6%10.9%16.7157.5%8.8%
50Δ17.4373.5%9.8%16.9954.9%7.7%
55Δ17.0174.3%8.7%17.2752.3%6.7%
60Δ16.5975.2%7.6%17.5649.8%5.7%
65Δ16.1776.1%6.5%17.8447.2%4.6%
70Δ15.7676.9%5.5%18.1244.6%3.6%
75Δ15.3477.8%4.4%18.4142.0%2.5%
80Δ14.9278.7%3.3%18.6939.5%1.5%

20Δ

Calls
Pseudo strike
19.93
IV
68.3%
B/E move
16.3%
Puts
Pseudo strike
15.29
IV
70.3%
B/E move
14.0%

25Δ

Calls
Pseudo strike
19.51
IV
69.1%
B/E move
15.2%
Puts
Pseudo strike
15.57
IV
67.7%
B/E move
12.9%

30Δ

Calls
Pseudo strike
19.09
IV
70.0%
B/E move
14.1%
Puts
Pseudo strike
15.85
IV
65.2%
B/E move
11.9%

35Δ

Calls
Pseudo strike
18.68
IV
70.9%
B/E move
13.0%
Puts
Pseudo strike
16.14
IV
62.6%
B/E move
10.9%

40Δ

Calls
Pseudo strike
18.26
IV
71.7%
B/E move
11.9%
Puts
Pseudo strike
16.42
IV
60.0%
B/E move
9.8%

45Δ

Calls
Pseudo strike
17.84
IV
72.6%
B/E move
10.9%
Puts
Pseudo strike
16.71
IV
57.5%
B/E move
8.8%

50Δ

Calls
Pseudo strike
17.43
IV
73.5%
B/E move
9.8%
Puts
Pseudo strike
16.99
IV
54.9%
B/E move
7.7%

55Δ

Calls
Pseudo strike
17.01
IV
74.3%
B/E move
8.7%
Puts
Pseudo strike
17.27
IV
52.3%
B/E move
6.7%

60Δ

Calls
Pseudo strike
16.59
IV
75.2%
B/E move
7.6%
Puts
Pseudo strike
17.56
IV
49.8%
B/E move
5.7%

65Δ

Calls
Pseudo strike
16.17
IV
76.1%
B/E move
6.5%
Puts
Pseudo strike
17.84
IV
47.2%
B/E move
4.6%

70Δ

Calls
Pseudo strike
15.76
IV
76.9%
B/E move
5.5%
Puts
Pseudo strike
18.12
IV
44.6%
B/E move
3.6%

75Δ

Calls
Pseudo strike
15.34
IV
77.8%
B/E move
4.4%
Puts
Pseudo strike
18.41
IV
42.0%
B/E move
2.5%

80Δ

Calls
Pseudo strike
14.92
IV
78.7%
B/E move
3.3%
Puts
Pseudo strike
18.69
IV
39.5%
B/E move
1.5%

Options history

IV · four-Friday blend47.16%
Daily EOD
UGLD38.3%43.0%47.8%2026-10-19: 40.64%2026-10-20: 40.36%2026-10-21: 38.91%2026-10-22: 41.93%2026-10-23: 42.57%2026-10-26: 41.34%2026-10-27: 42.73%2026-10-28: 42.26%2026-10-29: 41.59%2026-10-30: 47.16%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
40.64%
40.36%
38.91%
41.93%
42.57%
41.34%
42.73%
42.26%
41.59%
47.16%