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Direxion Daily Junior Gold Miners Index Bull 2X ETF JNUG

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Market dataready · fetched 2026-10-15T20:04:57.607Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:30.519006127Z

FundamentalsAlpha Vantage · ready

Share price$136.20
1D+7.6%
AH$125$128$131$134$1375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJNUG
Sold putSold callAH

Direxion Daily Junior Gold Miners Index Bull 2X ETF options

Live interpolated JNUG call and put midpoint premiums by absolute delta.Direxion Daily Junior Gold Miners Index Bull 2X ETF$0.41$5.58$10.76$15.94$21.12$121.50$128.40$135.30$142.20$149.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $136.20OPTION PRICELive JNUG spot · $136.20JNUG PRICE$0.97$1.14$1.32$1.60$1.89$2.18$2.47$2.77$3.14$3.84$4.55$5.26$5.97$1.23$1.25$1.55$1.86$2.16$2.59$3.12$3.65$4.18$4.71$6.62$12.43$19.63
PutsExpensive2.00×
CallsCheap0.65×
SkewBearish+34.91 pp
Implied moveBearish±$5.59
TiltBearish27.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ145.12130.2%7.3%126.35173.5%8.1%
25Δ142.73115.6%5.6%130.94112.2%4.8%
30Δ140.35101.0%4.0%132.12109.0%4.1%
35Δ139.2596.5%3.4%133.30105.9%3.5%
40Δ138.3693.6%3.0%134.47102.7%2.9%
45Δ137.4890.8%2.5%135.51101.1%2.4%
50Δ136.6087.9%2.1%136.44100.7%2.1%
55Δ135.7185.1%1.7%137.37100.4%1.8%
60Δ134.8182.9%1.3%138.30100.1%1.5%
65Δ133.8683.8%1.1%139.2399.8%1.2%
70Δ132.9084.7%0.9%141.32119.9%1.1%
75Δ131.9585.5%0.7%146.66195.2%1.4%
80Δ130.9986.4%0.6%153.93257.3%1.4%

20Δ

Calls
Pseudo strike
145.12
IV
130.2%
B/E move
7.3%
Puts
Pseudo strike
126.35
IV
173.5%
B/E move
8.1%

25Δ

Calls
Pseudo strike
142.73
IV
115.6%
B/E move
5.6%
Puts
Pseudo strike
130.94
IV
112.2%
B/E move
4.8%

30Δ

Calls
Pseudo strike
140.35
IV
101.0%
B/E move
4.0%
Puts
Pseudo strike
132.12
IV
109.0%
B/E move
4.1%

35Δ

Calls
Pseudo strike
139.25
IV
96.5%
B/E move
3.4%
Puts
Pseudo strike
133.30
IV
105.9%
B/E move
3.5%

40Δ

Calls
Pseudo strike
138.36
IV
93.6%
B/E move
3.0%
Puts
Pseudo strike
134.47
IV
102.7%
B/E move
2.9%

45Δ

Calls
Pseudo strike
137.48
IV
90.8%
B/E move
2.5%
Puts
Pseudo strike
135.51
IV
101.1%
B/E move
2.4%

50Δ

Calls
Pseudo strike
136.60
IV
87.9%
B/E move
2.1%
Puts
Pseudo strike
136.44
IV
100.7%
B/E move
2.1%

55Δ

Calls
Pseudo strike
135.71
IV
85.1%
B/E move
1.7%
Puts
Pseudo strike
137.37
IV
100.4%
B/E move
1.8%

60Δ

Calls
Pseudo strike
134.81
IV
82.9%
B/E move
1.3%
Puts
Pseudo strike
138.30
IV
100.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
133.86
IV
83.8%
B/E move
1.1%
Puts
Pseudo strike
139.23
IV
99.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
132.90
IV
84.7%
B/E move
0.9%
Puts
Pseudo strike
141.32
IV
119.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
131.95
IV
85.5%
B/E move
0.7%
Puts
Pseudo strike
146.66
IV
195.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
130.99
IV
86.4%
B/E move
0.6%
Puts
Pseudo strike
153.93
IV
257.3%
B/E move
1.4%