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Direxion Daily Homebuilders & Supplies Bull 3X ETF NAIL

i

Market dataready · fetched 2026-11-10T22:21:24.254Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:08:16.700643228Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:21:23.576026+00:00

Share price$35.64
1D-6.5%
AH$35$36$37$38$395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNAIL
Sold putSold callAH

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$0.42$1.37$2.32$3.27$4.22$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICENAIL PRICE$0.59$1.23$1.40$1.62$2.97$2.93$3.94$0.52$0.55$0.73$0.91$1.62$2.00$2.92$3.05$3.08
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.40135.2%10.6%
25Δ38.78127.0%10.5%33.55107.3%7.4%
30Δ33.97112.9%6.8%
35Δ34.45112.7%5.9%
40Δ
45Δ36.36120.0%5.5%35.37137.0%5.3%
50Δ35.85115.7%4.5%
55Δ35.38114.9%3.8%36.39123.1%3.5%
60Δ
65Δ34.04164.3%3.8%
70Δ37.90116.4%1.9%
75Δ33.34119.7%1.8%38.19106.9%1.4%
80Δ32.28142.7%1.6%38.3993.6%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.40
IV
135.2%
B/E move
10.6%

25Δ

Calls
Pseudo strike
38.78
IV
127.0%
B/E move
10.5%
Puts
Pseudo strike
33.55
IV
107.3%
B/E move
7.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.97
IV
112.9%
B/E move
6.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.45
IV
112.7%
B/E move
5.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
36.36
IV
120.0%
B/E move
5.5%
Puts
Pseudo strike
35.37
IV
137.0%
B/E move
5.3%

50Δ

Calls
Pseudo strike
35.85
IV
115.7%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
35.38
IV
114.9%
B/E move
3.8%
Puts
Pseudo strike
36.39
IV
123.1%
B/E move
3.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
34.04
IV
164.3%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.90
IV
116.4%
B/E move
1.9%

75Δ

Calls
Pseudo strike
33.34
IV
119.7%
B/E move
1.8%
Puts
Pseudo strike
38.19
IV
106.9%
B/E move
1.4%

80Δ

Calls
Pseudo strike
32.28
IV
142.7%
B/E move
1.6%
Puts
Pseudo strike
38.39
IV
93.6%
B/E move
0.9%

Options history

IV · four-Friday blend100.35%
Daily close
NAIL74.7%96.7%118.8%2026-08-12: 89.31%2026-08-13: 99.31%2026-08-14: 78.01%2026-08-17: 85.81%2026-08-18: 87.40%2026-08-19: 92.00%2026-08-20: 90.21%2026-08-21: 82.60%2026-08-24: 91.66%2026-08-25: 93.58%2026-08-26: 81.04%2026-08-27: 90.48%2026-08-28: 78.09%2026-08-31: 77.71%2026-09-01: 90.22%2026-09-02: 89.65%2026-09-03: 87.57%2026-09-04: 84.04%2026-09-08: 99.84%2026-09-09: 99.81%2026-09-10: 112.71%2026-09-11: 93.24%2026-09-14: 99.22%2026-09-15: 103.45%2026-09-16: 107.97%2026-09-17: 102.49%2026-09-18: 88.85%2026-09-21: 91.55%2026-09-22: 91.21%2026-09-23: 96.47%2026-09-24: 94.44%2026-09-25: 84.69%2026-09-28: 100.02%2026-09-29: 93.88%2026-09-30: 97.09%2026-10-01: 92.19%2026-10-02: 95.17%2026-10-05: 96.81%2026-10-06: 94.83%2026-10-07: 96.48%2026-10-08: 102.60%2026-10-09: 94.97%2026-10-12: 103.20%2026-10-13: 101.71%2026-10-14: 107.59%2026-10-15: 110.86%2026-10-16: 93.28%2026-10-19: 112.51%2026-10-20: 108.54%2026-10-21: 110.34%2026-10-22: 112.59%2026-10-23: 111.10%2026-10-26: 111.45%2026-10-27: 115.76%2026-10-28: 110.20%2026-10-29: 114.84%2026-10-30: 100.35%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
89.31%
99.31%
78.01%
85.81%
87.40%
92.00%
90.21%
82.60%
91.66%
93.58%
81.04%
90.48%
78.09%
77.71%
90.22%
89.65%
87.57%
84.04%
99.84%
99.81%
112.71%
93.24%
99.22%
103.45%
107.97%
102.49%
88.85%
91.55%
91.21%
96.47%
94.44%
84.69%
100.02%
93.88%
97.09%
92.19%
95.17%
96.81%
94.83%
96.48%
102.60%
94.97%
103.20%
101.71%
107.59%
110.86%
93.28%
112.51%
108.54%
110.34%
112.59%
111.10%
111.45%
115.76%
110.20%
114.84%
100.35%