MUU Volatility Skew

The at-the-money implied volatility for Direxion Daily MU Bull 2X ETF (MUU) options expiring Dec 24, 2026 (42 DTE) is 127.4%.

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Implied Volatility Stats

Showing results for 2026-12-24(w), calls & puts

Expiration Date Avg IV
2026-12-24(w) calls 127.36%
2026-12-24(w) puts 128.64%

MUU Volatility Skew FAQ

What is volatility skew?

Volatility skew is the difference in implied volatility between options at different strike prices. A steeper skew means traders are paying more for options on one side, usually downside puts used as protection.

What is MUU's one-year implied volatility range?

Over the past year, MUU 30-day implied volatility ranged from 91.5% on Oct 9, 2026 to 314.5% on Jul 17, 2026.

How has MUU implied volatility changed recently?

MUU 30-day implied volatility went from 102.7% on Oct 14, 2026 to 134.6% on Nov 11, 2026. See the MUU implied volatility history for a longer view.

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