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DIREXION DAILY SILVER BULL 2X ETF USLV

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Market dataready · fetched 2026-11-07T08:06:42.095Z

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 · 2026-11-07T01:00:00.018227354Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T08:06:41.582341+00:00

Share price$9.70
1D+1.5%
AH$9.49$9.57$9.66$9.74$9.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSLV
Sold putSold callAH

DIREXION DAILY SILVER BULL 2X ETF options

Live interpolated USLV call and put midpoint premiums by absolute delta.DIREXION DAILY SILVER BULL 2X ETF$0.17$0.67$1.18$1.69$2.20$6.56$8.07$9.59$11.10$12.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive USLV spot · $9.70USLV PRICE$0.22$0.27$0.33$0.37$0.42$0.47$0.57$0.68$0.79$0.90$1.00$0.27$0.31$0.35$0.45$0.55$0.66$0.76$0.88$1.03$1.18$1.34$1.49$2.05
PutsCheap0.68×
Calls——
Skew——
Implied moveBearish±$1.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.10118.7%27.1%8.19118.6%18.3%
25Δ11.51110.6%21.4%8.60105.1%14.5%
30Δ10.98104.0%16.6%9.0091.8%10.8%
35Δ10.6797.0%13.8%9.2291.6%9.6%
40Δ10.3589.9%11.1%9.4391.4%8.5%
45Δ10.0482.9%8.3%9.6491.2%7.3%
50Δ9.8382.7%7.2%9.8691.0%6.2%
55Δ9.6383.5%6.3%10.0890.5%5.2%
60Δ9.4384.2%5.4%10.3089.5%4.4%
65Δ9.2385.0%4.4%10.5388.4%3.6%
70Δ9.0485.7%3.5%10.7687.4%2.9%
75Δ10.9986.4%2.1%
80Δ11.5991.5%1.6%

20Δ

Calls
Pseudo strike
12.10
IV
118.7%
B/E move
27.1%
Puts
Pseudo strike
8.19
IV
118.6%
B/E move
18.3%

25Δ

Calls
Pseudo strike
11.51
IV
110.6%
B/E move
21.4%
Puts
Pseudo strike
8.60
IV
105.1%
B/E move
14.5%

30Δ

Calls
Pseudo strike
10.98
IV
104.0%
B/E move
16.6%
Puts
Pseudo strike
9.00
IV
91.8%
B/E move
10.8%

35Δ

Calls
Pseudo strike
10.67
IV
97.0%
B/E move
13.8%
Puts
Pseudo strike
9.22
IV
91.6%
B/E move
9.6%

40Δ

Calls
Pseudo strike
10.35
IV
89.9%
B/E move
11.1%
Puts
Pseudo strike
9.43
IV
91.4%
B/E move
8.5%

45Δ

Calls
Pseudo strike
10.04
IV
82.9%
B/E move
8.3%
Puts
Pseudo strike
9.64
IV
91.2%
B/E move
7.3%

50Δ

Calls
Pseudo strike
9.83
IV
82.7%
B/E move
7.2%
Puts
Pseudo strike
9.86
IV
91.0%
B/E move
6.2%

55Δ

Calls
Pseudo strike
9.63
IV
83.5%
B/E move
6.3%
Puts
Pseudo strike
10.08
IV
90.5%
B/E move
5.2%

60Δ

Calls
Pseudo strike
9.43
IV
84.2%
B/E move
5.4%
Puts
Pseudo strike
10.30
IV
89.5%
B/E move
4.4%

65Δ

Calls
Pseudo strike
9.23
IV
85.0%
B/E move
4.4%
Puts
Pseudo strike
10.53
IV
88.4%
B/E move
3.6%

70Δ

Calls
Pseudo strike
9.04
IV
85.7%
B/E move
3.5%
Puts
Pseudo strike
10.76
IV
87.4%
B/E move
2.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.99
IV
86.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.59
IV
91.5%
B/E move
1.6%

Options history

IV · four-Friday blend82.70%
Daily EOD
USLV67.1%75.5%83.9%2026-10-19: 70.50%2026-10-20: 69.26%2026-10-21: 68.24%2026-10-22: 75.67%2026-10-23: 76.12%2026-10-26: 75.04%2026-10-27: 73.33%2026-10-28: 75.11%2026-10-29: 76.97%2026-10-30: 82.70%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
70.50%
69.26%
68.24%
75.67%
76.12%
75.04%
73.33%
75.11%
76.97%
82.70%