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Direxion Daily Junior Gold Miners Index Bull 2X ETF JNUG

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Market dataready · fetched 2026-10-20T06:07:48.698Z

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

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-20T00:00:00.168474289Z

FundamentalsAlpha Vantage · ready

Share price$133.15
1D-1.3%
AH$132.44$133.34$134.24$135.14$136.045:30 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$2.69$11.94$21.20$30.46$39.72$85.85$114.78$143.71$172.64$201.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JNUG spot · $133.15JNUG PRICE$3.69$4.73$5.92$6.75$8.38$10.51$12.40$13.36$16.58$19.17$22.18$25.99$28.78$4.45$6.06$7.39$8.87$10.81$13.39$16.34$18.72$21.03$24.21$27.79$32.12$37.05
PutsCheap0.93×
CallsExpensive1.19×
SkewBullish-7.65 pp
Implied moveBearish±$28.75
TiltBearish12.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ176.1896.6%35.1%110.9289.7%20.0%
25Δ166.6593.3%28.7%115.6691.1%17.7%
30Δ159.2191.5%24.0%120.7586.9%14.9%
35Δ151.3684.1%18.7%125.2684.1%12.6%
40Δ146.8386.1%16.6%129.3784.1%11.0%
45Δ143.2192.5%15.4%133.6486.4%9.7%
50Δ138.9194.6%13.6%138.1788.6%8.5%
55Δ133.4485.9%10.3%142.3887.0%7.1%
60Δ129.4094.7%9.6%146.5284.1%5.8%
65Δ124.7396.0%8.1%151.1483.5%4.7%
70Δ119.8297.6%6.6%156.0582.6%3.7%
75Δ114.40101.0%5.4%161.5682.1%2.8%
80Δ109.5897.0%3.9%167.6081.1%2.0%

20Δ

Calls
Pseudo strike
176.18
IV
96.6%
B/E move
35.1%
Puts
Pseudo strike
110.92
IV
89.7%
B/E move
20.0%

25Δ

Calls
Pseudo strike
166.65
IV
93.3%
B/E move
28.7%
Puts
Pseudo strike
115.66
IV
91.1%
B/E move
17.7%

30Δ

Calls
Pseudo strike
159.21
IV
91.5%
B/E move
24.0%
Puts
Pseudo strike
120.75
IV
86.9%
B/E move
14.9%

35Δ

Calls
Pseudo strike
151.36
IV
84.1%
B/E move
18.7%
Puts
Pseudo strike
125.26
IV
84.1%
B/E move
12.6%

40Δ

Calls
Pseudo strike
146.83
IV
86.1%
B/E move
16.6%
Puts
Pseudo strike
129.37
IV
84.1%
B/E move
11.0%

45Δ

Calls
Pseudo strike
143.21
IV
92.5%
B/E move
15.4%
Puts
Pseudo strike
133.64
IV
86.4%
B/E move
9.7%

50Δ

Calls
Pseudo strike
138.91
IV
94.6%
B/E move
13.6%
Puts
Pseudo strike
138.17
IV
88.6%
B/E move
8.5%

55Δ

Calls
Pseudo strike
133.44
IV
85.9%
B/E move
10.3%
Puts
Pseudo strike
142.38
IV
87.0%
B/E move
7.1%

60Δ

Calls
Pseudo strike
129.40
IV
94.7%
B/E move
9.6%
Puts
Pseudo strike
146.52
IV
84.1%
B/E move
5.8%

65Δ

Calls
Pseudo strike
124.73
IV
96.0%
B/E move
8.1%
Puts
Pseudo strike
151.14
IV
83.5%
B/E move
4.7%

70Δ

Calls
Pseudo strike
119.82
IV
97.6%
B/E move
6.6%
Puts
Pseudo strike
156.05
IV
82.6%
B/E move
3.7%

75Δ

Calls
Pseudo strike
114.40
IV
101.0%
B/E move
5.4%
Puts
Pseudo strike
161.56
IV
82.1%
B/E move
2.8%

80Δ

Calls
Pseudo strike
109.58
IV
97.0%
B/E move
3.9%
Puts
Pseudo strike
167.60
IV
81.1%
B/E move
2.0%

Options history

JNUG90.0890.1790.262026-10-19T19:55:01.090000+00:00: 90.17%Oct 19Oct 19
Table
ObservationIVSkewImplied move
90.17%-2.13 pp21.60%