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Direxion Daily Junior Gold Miners Index Bull 2X ETF JNUG

i

Market dataready · fetched 2026-11-07T10:19:15.963Z

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 · 2026-11-07T01:00:00.101592865Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T10:19:14.176541+00:00

Share price$127.86
1D+7.5%
AH$113$117$121$125$1295:30 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$2.49$10.26$18.03$25.80$33.57$90.37$109.41$128.45$147.50$166.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive JNUG spot · $127.86JNUG PRICE$3.33$4.39$5.50$6.18$7.28$8.78$10.03$11.52$13.87$15.36$16.53$18.14$3.86$5.48$7.23$8.56$10.43$11.27$12.47$15.80$17.63$19.89$31.33
Puts——
Calls——
Skew——
Implied moveBearish±$21.25
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ107.93125.1%18.6%
25Δ147.2697.3%17.8%111.66132.1%17.0%
30Δ145.02105.7%16.9%115.60136.5%15.2%
35Δ141.33107.3%14.8%120.02130.6%12.8%
40Δ136.88100.1%11.9%123.99130.3%11.2%
45Δ133.2598.0%9.9%127.48120.2%9.1%
50Δ130.42102.1%8.9%131.02112.1%7.3%
55Δ127.35100.5%7.5%135.18120.4%6.6%
60Δ124.2099.9%6.1%138.58115.8%5.4%
65Δ120.88105.7%5.4%142.19112.7%4.3%
70Δ118.00102.2%4.3%
75Δ115.2895.3%3.1%155.28128.5%3.1%
80Δ112.5989.9%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
107.93
IV
125.1%
B/E move
18.6%

25Δ

Calls
Pseudo strike
147.26
IV
97.3%
B/E move
17.8%
Puts
Pseudo strike
111.66
IV
132.1%
B/E move
17.0%

30Δ

Calls
Pseudo strike
145.02
IV
105.7%
B/E move
16.9%
Puts
Pseudo strike
115.60
IV
136.5%
B/E move
15.2%

35Δ

Calls
Pseudo strike
141.33
IV
107.3%
B/E move
14.8%
Puts
Pseudo strike
120.02
IV
130.6%
B/E move
12.8%

40Δ

Calls
Pseudo strike
136.88
IV
100.1%
B/E move
11.9%
Puts
Pseudo strike
123.99
IV
130.3%
B/E move
11.2%

45Δ

Calls
Pseudo strike
133.25
IV
98.0%
B/E move
9.9%
Puts
Pseudo strike
127.48
IV
120.2%
B/E move
9.1%

50Δ

Calls
Pseudo strike
130.42
IV
102.1%
B/E move
8.9%
Puts
Pseudo strike
131.02
IV
112.1%
B/E move
7.3%

55Δ

Calls
Pseudo strike
127.35
IV
100.5%
B/E move
7.5%
Puts
Pseudo strike
135.18
IV
120.4%
B/E move
6.6%

60Δ

Calls
Pseudo strike
124.20
IV
99.9%
B/E move
6.1%
Puts
Pseudo strike
138.58
IV
115.8%
B/E move
5.4%

65Δ

Calls
Pseudo strike
120.88
IV
105.7%
B/E move
5.4%
Puts
Pseudo strike
142.19
IV
112.7%
B/E move
4.3%

70Δ

Calls
Pseudo strike
118.00
IV
102.2%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
115.28
IV
95.3%
B/E move
3.1%
Puts
Pseudo strike
155.28
IV
128.5%
B/E move
3.1%

80Δ

Calls
Pseudo strike
112.59
IV
89.9%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend97.62%
Daily close
JNUG81.8%95.8%109.8%2026-08-10: 97.81%2026-08-11: 98.03%2026-08-12: 96.31%2026-08-13: 95.45%2026-08-14: 92.92%2026-08-17: 97.44%2026-08-18: 97.29%2026-08-19: 107.83%2026-08-21: 105.10%2026-08-24: 106.19%2026-08-25: 103.22%2026-08-26: 102.90%2026-08-27: 100.62%2026-08-28: 99.38%2026-08-31: 97.48%2026-09-01: 98.05%2026-09-02: 98.29%2026-09-03: 98.53%2026-09-04: 97.14%2026-09-08: 100.10%2026-09-09: 101.66%2026-09-10: 100.07%2026-09-11: 96.68%2026-09-14: 101.00%2026-09-15: 105.64%2026-09-16: 106.54%2026-09-21: 92.13%2026-09-23: 94.04%2026-09-24: 92.82%2026-09-25: 92.63%2026-09-28: 92.06%2026-09-29: 90.19%2026-09-30: 90.35%2026-10-01: 89.05%2026-10-02: 89.09%2026-10-05: 88.34%2026-10-06: 86.04%2026-10-07: 85.83%2026-10-08: 86.99%2026-10-09: 83.69%2026-10-12: 88.54%2026-10-13: 85.31%2026-10-14: 97.64%2026-10-15: 87.44%2026-10-16: 88.76%2026-10-19: 88.41%2026-10-20: 87.40%2026-10-21: 88.70%2026-10-22: 90.16%2026-10-23: 91.15%2026-10-26: 92.12%2026-10-27: 93.54%2026-10-28: 91.92%2026-10-29: 91.72%2026-10-30: 97.62%Aug 10Sep 23Oct 30
55 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
97.81%
98.03%
96.31%
95.45%
92.92%
97.44%
97.29%
107.83%
105.10%
106.19%
103.22%
102.90%
100.62%
99.38%
97.48%
98.05%
98.29%
98.53%
97.14%
100.10%
101.66%
100.07%
96.68%
101.00%
105.64%
106.54%
92.13%
94.04%
92.82%
92.63%
92.06%
90.19%
90.35%
89.05%
89.09%
88.34%
86.04%
85.83%
86.99%
83.69%
88.54%
85.31%
97.64%
87.44%
88.76%
88.41%
87.40%
88.70%
90.16%
91.15%
92.12%
93.54%
91.92%
91.72%
97.62%