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Direxion Daily Utilities Bull 3X ETF UTSL

i

Market dataready · fetched 2026-11-04T03:46:57.730Z

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 · 2026-11-04T01:00:00.109669993Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T03:46:57.337303+00:00

Share price$38.12
1D-1.7%
AH$37.76$38.07$38.37$38.68$38.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUTSL
Sold putSold callAH

Direxion Daily Utilities Bull 3X ETF options

Live interpolated UTSL call and put midpoint premiums by absolute delta.Direxion Daily Utilities Bull 3X ETF$0.58$1.66$2.74$3.82$4.89$32.05$34.82$37.58$40.35$43.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive UTSL spot · $38.12UTSL PRICE$0.73$0.94$1.15$1.37$1.68$1.96$2.24$2.63$2.98$3.34$3.83$4.20$0.70$0.75$0.98$1.32$1.82$2.27$2.67$3.11$3.60$4.09$4.58
Puts——
Calls——
Skew——
Implied moveBullish±$3.77
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.0071.2%12.7%
25Δ42.1760.8%12.5%35.4256.6%9.0%
30Δ41.4061.5%11.1%36.0558.1%8.0%
35Δ40.6462.2%9.6%36.6262.1%7.4%
40Δ39.9063.1%8.3%
45Δ39.2565.0%7.4%
50Δ38.5864.9%6.3%38.4650.6%3.9%
55Δ37.8963.7%5.3%39.0354.8%3.6%
60Δ37.2264.8%4.5%39.6555.2%3.0%
65Δ36.5664.0%3.7%40.2954.8%2.5%
70Δ35.9062.6%2.9%40.9653.6%2.0%
75Δ35.1862.5%2.3%41.6352.4%1.5%
80Δ34.5859.3%1.7%42.3051.2%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.00
IV
71.2%
B/E move
12.7%

25Δ

Calls
Pseudo strike
42.17
IV
60.8%
B/E move
12.5%
Puts
Pseudo strike
35.42
IV
56.6%
B/E move
9.0%

30Δ

Calls
Pseudo strike
41.40
IV
61.5%
B/E move
11.1%
Puts
Pseudo strike
36.05
IV
58.1%
B/E move
8.0%

35Δ

Calls
Pseudo strike
40.64
IV
62.2%
B/E move
9.6%
Puts
Pseudo strike
36.62
IV
62.1%
B/E move
7.4%

40Δ

Calls
Pseudo strike
39.90
IV
63.1%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
39.25
IV
65.0%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
38.58
IV
64.9%
B/E move
6.3%
Puts
Pseudo strike
38.46
IV
50.6%
B/E move
3.9%

55Δ

Calls
Pseudo strike
37.89
IV
63.7%
B/E move
5.3%
Puts
Pseudo strike
39.03
IV
54.8%
B/E move
3.6%

60Δ

Calls
Pseudo strike
37.22
IV
64.8%
B/E move
4.5%
Puts
Pseudo strike
39.65
IV
55.2%
B/E move
3.0%

65Δ

Calls
Pseudo strike
36.56
IV
64.0%
B/E move
3.7%
Puts
Pseudo strike
40.29
IV
54.8%
B/E move
2.5%

70Δ

Calls
Pseudo strike
35.90
IV
62.6%
B/E move
2.9%
Puts
Pseudo strike
40.96
IV
53.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
35.18
IV
62.5%
B/E move
2.3%
Puts
Pseudo strike
41.63
IV
52.4%
B/E move
1.5%

80Δ

Calls
Pseudo strike
34.58
IV
59.3%
B/E move
1.7%
Puts
Pseudo strike
42.30
IV
51.2%
B/E move
1.1%

Options history

IV · four-Friday blend62.56%
Daily EOD
UTSL48.2%66.9%85.6%2026-10-19: 53.08%2026-10-20: 52.30%2026-10-21: 83.07%2026-10-22: 54.74%2026-10-23: 82.22%2026-10-26: 57.95%2026-10-27: 51.17%2026-10-28: 50.80%2026-10-29: 53.54%2026-10-30: 62.56%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
53.08%
52.30%
83.07%
54.74%
82.22%
57.95%
51.17%
50.80%
53.54%
62.56%