IntraAlpha
Create free account Start free

Direxion Daily Junior Gold Miners Index Bull 2X ETF JNUG

i

Market dataready · fetched 2026-10-16T21:48:30.000Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:45:27.392921739Z

FundamentalsAlpha Vantage · ready

Share price$136.00
1D+0.4%
AH$133$135$138$140$1435:30 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$2.25$16.31$30.38$44.44$58.50$84.32$113.67$143.03$172.38$201.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JNUG spot · $136.00JNUG PRICE$3.77$4.65$6.24$7.48$9.06$10.65$12.74$14.74$16.71$19.22$21.76$24.66$28.79$5.00$6.93$8.44$10.10$12.25$14.80$17.34$20.61$24.70$27.05$33.91$39.94$54.45
PutsCheap0.93×
CallsFair1.05×
SkewBearish+1.82 pp
Implied moveBearish±$30.08
TiltBearish20.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ180.1191.1%35.2%112.1490.8%21.2%
25Δ168.1983.8%27.1%116.9094.5%19.1%
30Δ164.0289.4%25.2%122.5590.1%16.1%
35Δ156.9586.7%20.9%127.5686.9%13.6%
40Δ151.7887.6%18.3%132.2486.4%11.8%
45Δ146.3786.6%15.5%136.8587.1%10.3%
50Δ141.7889.0%13.6%141.4786.3%8.7%
55Δ137.0189.1%11.6%146.5087.0%7.4%
60Δ132.2587.7%9.5%152.0589.1%6.4%
65Δ127.5188.1%7.9%156.3184.7%5.0%
70Δ122.9087.3%6.4%164.2490.0%4.2%
75Δ118.0486.5%4.9%171.6090.7%3.2%
80Δ112.4488.8%3.8%187.00101.7%2.5%

20Δ

Calls
Pseudo strike
180.11
IV
91.1%
B/E move
35.2%
Puts
Pseudo strike
112.14
IV
90.8%
B/E move
21.2%

25Δ

Calls
Pseudo strike
168.19
IV
83.8%
B/E move
27.1%
Puts
Pseudo strike
116.90
IV
94.5%
B/E move
19.1%

30Δ

Calls
Pseudo strike
164.02
IV
89.4%
B/E move
25.2%
Puts
Pseudo strike
122.55
IV
90.1%
B/E move
16.1%

35Δ

Calls
Pseudo strike
156.95
IV
86.7%
B/E move
20.9%
Puts
Pseudo strike
127.56
IV
86.9%
B/E move
13.6%

40Δ

Calls
Pseudo strike
151.78
IV
87.6%
B/E move
18.3%
Puts
Pseudo strike
132.24
IV
86.4%
B/E move
11.8%

45Δ

Calls
Pseudo strike
146.37
IV
86.6%
B/E move
15.5%
Puts
Pseudo strike
136.85
IV
87.1%
B/E move
10.3%

50Δ

Calls
Pseudo strike
141.78
IV
89.0%
B/E move
13.6%
Puts
Pseudo strike
141.47
IV
86.3%
B/E move
8.7%

55Δ

Calls
Pseudo strike
137.01
IV
89.1%
B/E move
11.6%
Puts
Pseudo strike
146.50
IV
87.0%
B/E move
7.4%

60Δ

Calls
Pseudo strike
132.25
IV
87.7%
B/E move
9.5%
Puts
Pseudo strike
152.05
IV
89.1%
B/E move
6.4%

65Δ

Calls
Pseudo strike
127.51
IV
88.1%
B/E move
7.9%
Puts
Pseudo strike
156.31
IV
84.7%
B/E move
5.0%

70Δ

Calls
Pseudo strike
122.90
IV
87.3%
B/E move
6.4%
Puts
Pseudo strike
164.24
IV
90.0%
B/E move
4.2%

75Δ

Calls
Pseudo strike
118.04
IV
86.5%
B/E move
4.9%
Puts
Pseudo strike
171.60
IV
90.7%
B/E move
3.2%

80Δ

Calls
Pseudo strike
112.44
IV
88.8%
B/E move
3.8%
Puts
Pseudo strike
187.00
IV
101.7%
B/E move
2.5%