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Direxion Daily Homebuilders & Supplies Bull 3X ETF NAIL

i

Market dataready · fetched 2026-10-21T16:59:59.104Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T16:57:34.141718745Z

FundamentalsAlpha Vantage · ready

Share price$27.78
1D-1.6%
$27.16$27.49$27.83$28.16$28.495:30 AM6:30 AM9:00 AM1:00 PMNAIL
Sold putSold call

Direxion Daily Homebuilders & Supplies Bull 3X ETF options

Live interpolated NAIL call and put midpoint premiums by absolute delta.Direxion Daily Homebuilders & Supplies Bull 3X ETF$0.23$0.93$1.64$2.34$3.04$24.49$26.18$27.87$29.57$31.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NAIL spot · $27.78NAIL PRICE$0.33$0.36$0.47$0.59$0.70$0.81$0.96$1.22$1.38$1.58$1.92$2.05$2.84$0.31$0.40$0.51$0.63$0.73$0.86$1.04$1.26$1.50$1.69$2.12$2.39$2.78
PutsExpensive1.45×
CallsExpensive1.28×
SkewBullish-8.79 pp
Implied moveBearish±$2.00
TiltBearish3.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.93153.3%12.5%25.78126.8%8.3%
25Δ29.69123.5%8.2%26.21124.8%7.1%
30Δ29.30125.2%7.2%26.60123.2%6.1%
35Δ28.95128.0%6.3%26.94123.0%5.3%
40Δ28.58126.0%5.4%27.27118.5%4.5%
45Δ28.23121.9%4.5%27.59115.7%3.8%
50Δ27.89123.1%3.9%27.90119.1%3.3%
55Δ27.57135.5%3.6%28.23123.4%2.9%
60Δ27.24132.9%3.0%28.58126.4%2.5%
65Δ26.88131.6%2.4%28.91123.8%2.0%
70Δ26.45141.1%2.1%29.41133.3%1.8%
75Δ26.17130.4%1.6%29.79130.0%1.4%
80Δ25.33159.1%1.4%30.28129.1%1.0%

20Δ

Calls
Pseudo strike
30.93
IV
153.3%
B/E move
12.5%
Puts
Pseudo strike
25.78
IV
126.8%
B/E move
8.3%

25Δ

Calls
Pseudo strike
29.69
IV
123.5%
B/E move
8.2%
Puts
Pseudo strike
26.21
IV
124.8%
B/E move
7.1%

30Δ

Calls
Pseudo strike
29.30
IV
125.2%
B/E move
7.2%
Puts
Pseudo strike
26.60
IV
123.2%
B/E move
6.1%

35Δ

Calls
Pseudo strike
28.95
IV
128.0%
B/E move
6.3%
Puts
Pseudo strike
26.94
IV
123.0%
B/E move
5.3%

40Δ

Calls
Pseudo strike
28.58
IV
126.0%
B/E move
5.4%
Puts
Pseudo strike
27.27
IV
118.5%
B/E move
4.5%

45Δ

Calls
Pseudo strike
28.23
IV
121.9%
B/E move
4.5%
Puts
Pseudo strike
27.59
IV
115.7%
B/E move
3.8%

50Δ

Calls
Pseudo strike
27.89
IV
123.1%
B/E move
3.9%
Puts
Pseudo strike
27.90
IV
119.1%
B/E move
3.3%

55Δ

Calls
Pseudo strike
27.57
IV
135.5%
B/E move
3.6%
Puts
Pseudo strike
28.23
IV
123.4%
B/E move
2.9%

60Δ

Calls
Pseudo strike
27.24
IV
132.9%
B/E move
3.0%
Puts
Pseudo strike
28.58
IV
126.4%
B/E move
2.5%

65Δ

Calls
Pseudo strike
26.88
IV
131.6%
B/E move
2.4%
Puts
Pseudo strike
28.91
IV
123.8%
B/E move
2.0%

70Δ

Calls
Pseudo strike
26.45
IV
141.1%
B/E move
2.1%
Puts
Pseudo strike
29.41
IV
133.3%
B/E move
1.8%

75Δ

Calls
Pseudo strike
26.17
IV
130.4%
B/E move
1.6%
Puts
Pseudo strike
29.79
IV
130.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
25.33
IV
159.1%
B/E move
1.4%
Puts
Pseudo strike
30.28
IV
129.1%
B/E move
1.0%

Options history

NAIL109.47111.62113.782026-10-19: 113.48%2026-10-20: 109.77%Oct 19Oct 20
Table
DateIV
113.48%
109.77%