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Direxion Shares ETF Trust Direxion AMZU 37.09 1.47 4.13%

AMZU Historical Options Analysis

Explore AMZU (Direxion Shares ETF Trust Direxion) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

AMZU / Comparative study

3 signals / 508 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.90
13.23
Mean
34.51
Window
-32.0%
ATM IV z -0.46
0.6
Mean
0.67
Window
+25.0%
IV Percentile z -1.05
27.91
Mean
55.6
Window
-17.5%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.94 0.92
ATM IV 0.94 1.00 0.90
IV Percent... 0.92 0.90 1.00
Source observations

Data inspector

1-50 of 508
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 37.09 13.23 0.6 27.91
2026-09-18 35.62 11.47 0.58 22.78
2026-09-17 34.91 11.69 0.58 24.32
2026-09-16 33.52 14.13 0.61 29.34
2026-09-15 34.19 15.24 0.62 35.52
2026-09-14 35.66 14.48 0.61 31.4
2026-09-11 36.57 11.28 0.58 23.17
2026-09-10 35.25 15.24 0.62 35.91
2026-09-09 35.42 16.06 0.62 38.61
2026-09-08 36.72 14.87 0.61 35.14
2026-09-07 37.15 16.7 0.63 41.09
2026-09-04 37.15 11.7 0.58 27.41
2026-09-03 37.29 11.3 0.58 25.48
2026-09-02 36.22 10.46 0.57 21.24
2026-09-01 36.22 10.09 0.57 19.38
2026-08-31 37.66 8.83 0.56 15.56
2026-08-28 39.58 8.94 0.54 10.85
2026-08-27 36.7 9.14 0.54 12.02
2026-08-26 37.9 11.36 0.56 16.67
2026-08-25 38.12 10.78 0.55 15.5
2026-08-24 38.43 11.88 0.56 17.51
2026-08-21 37.46 11.06 0.56 17.05
2026-08-20 37.95 10.46 0.55 15.89
2026-08-19 39.63 12.06 0.57 18.6
2026-08-18 37.81 9.24 0.54 14.73
2026-08-17 38.35 9.94 0.55 14.79
2026-08-14 38.77 7.86 0.53 12.02
2026-08-13 39.52 11.98 0.57 18.6
2026-08-12 40.19 13.32 0.58 24.81
2026-08-11 41.7 12.85 0.57 22.87
2026-08-10 43.54 16.59 0.61 33.07
2026-08-07 42.43 17.85 0.62 38.37
2026-08-06 41.77 19.89 0.64 47.29
2026-08-05 41.9 19.64 0.64 44.96
2026-08-04 43.43 20.52 0.65 50
2026-08-03 45.56 19.74 0.64 45.91
2026-07-31 41.72 25.11 0.69 61.63
2026-07-30 32.16 44.28 0.88 85.27
2026-07-29 29.69 47.21 0.91 87.98
2026-07-28 30.84 44.4 0.88 86.05
2026-07-27 30.97 42.26 0.86 85.21
2026-07-24 31.17 38.99 0.83 79.07
2026-07-23 31.62 43.82 0.87 85.66
2026-07-22 34.78 41.52 0.85 83.33
2026-07-21 35.58 41.56 0.85 83.72
2026-07-20 36.32 40.95 0.85 83.66
2026-07-17 35.5 39.23 0.83 81.01
2026-07-16 36.32 45.78 0.89 87.21
2026-07-15 37.81 40.6 0.84 84.11
2026-07-14 35.7 38.62 0.82 80.62