The at-the-money implied volatility for Direxion Daily MU Bull 2X ETF (MUU) options expiring Jun 17, 2027 (217 DTE) is 109.4%.
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Implied Volatility Stats
Showing results for 2027-06-17(w), calls & puts
| Expiration Date | Avg IV |
|---|---|
| 2027-06-17(w) calls | 105.34% |
| 2027-06-17(w) puts | 115.83% |
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.
Related Charts
IV History
Track implied volatility changes over time