Share price$27.81
1D-1.5%
Sold putSold call
Direxion Daily Homebuilders & Supplies Bull 3X ETF NAIL
i
Market dataready · fetched 2026-10-21T17:48:05.666Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T17:46:03.074038972Z
FundamentalsAlpha Vantage · ready
Direxion Daily Homebuilders & Supplies Bull 3X ETF options
PutsExpensive1.51×
CallsExpensive1.30×
SkewBullish-5.05 pp
Implied moveBearish±$2.03
TiltBearish5.2% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.99 | 154.6% | 12.6% | 25.82 | 125.9% | 8.2% |
| 25Δ | 29.70 | 122.3% | 8.1% | 26.23 | 125.9% | 7.2% |
| 30Δ | 29.30 | 122.6% | 7.0% | 26.62 | 122.9% | 6.1% |
| 35Δ | 28.94 | 123.7% | 6.1% | 27.00 | 117.8% | 5.1% |
| 40Δ | 28.59 | 124.0% | 5.3% | 27.31 | 116.9% | 4.4% |
| 45Δ | 28.25 | 120.6% | 4.5% | 27.62 | 118.5% | 3.8% |
| 50Δ | 27.92 | 120.2% | 3.8% | 27.94 | 124.0% | 3.4% |
| 55Δ | 27.60 | 132.3% | 3.5% | 28.28 | 127.4% | 3.0% |
| 60Δ | 27.28 | 131.3% | 3.0% | 28.62 | 128.3% | 2.6% |
| 65Δ | 26.94 | 127.3% | 2.4% | 28.96 | 126.0% | 2.1% |
| 70Δ | 26.49 | 139.6% | 2.1% | 29.50 | 138.4% | 1.8% |
| 75Δ | 26.21 | 128.7% | 1.6% | 29.86 | 132.3% | 1.4% |
| 80Δ | 25.38 | 157.9% | 1.4% | 30.45 | 135.3% | 1.0% |
20Δ
- Pseudo strike
- 30.99
- IV
- 154.6%
- B/E move
- 12.6%
- Pseudo strike
- 25.82
- IV
- 125.9%
- B/E move
- 8.2%
25Δ
- Pseudo strike
- 29.70
- IV
- 122.3%
- B/E move
- 8.1%
- Pseudo strike
- 26.23
- IV
- 125.9%
- B/E move
- 7.2%
30Δ
- Pseudo strike
- 29.30
- IV
- 122.6%
- B/E move
- 7.0%
- Pseudo strike
- 26.62
- IV
- 122.9%
- B/E move
- 6.1%
35Δ
- Pseudo strike
- 28.94
- IV
- 123.7%
- B/E move
- 6.1%
- Pseudo strike
- 27.00
- IV
- 117.8%
- B/E move
- 5.1%
40Δ
- Pseudo strike
- 28.59
- IV
- 124.0%
- B/E move
- 5.3%
- Pseudo strike
- 27.31
- IV
- 116.9%
- B/E move
- 4.4%
45Δ
- Pseudo strike
- 28.25
- IV
- 120.6%
- B/E move
- 4.5%
- Pseudo strike
- 27.62
- IV
- 118.5%
- B/E move
- 3.8%
50Δ
- Pseudo strike
- 27.92
- IV
- 120.2%
- B/E move
- 3.8%
- Pseudo strike
- 27.94
- IV
- 124.0%
- B/E move
- 3.4%
55Δ
- Pseudo strike
- 27.60
- IV
- 132.3%
- B/E move
- 3.5%
- Pseudo strike
- 28.28
- IV
- 127.4%
- B/E move
- 3.0%
60Δ
- Pseudo strike
- 27.28
- IV
- 131.3%
- B/E move
- 3.0%
- Pseudo strike
- 28.62
- IV
- 128.3%
- B/E move
- 2.6%
65Δ
- Pseudo strike
- 26.94
- IV
- 127.3%
- B/E move
- 2.4%
- Pseudo strike
- 28.96
- IV
- 126.0%
- B/E move
- 2.1%
70Δ
- Pseudo strike
- 26.49
- IV
- 139.6%
- B/E move
- 2.1%
- Pseudo strike
- 29.50
- IV
- 138.4%
- B/E move
- 1.8%
75Δ
- Pseudo strike
- 26.21
- IV
- 128.7%
- B/E move
- 1.6%
- Pseudo strike
- 29.86
- IV
- 132.3%
- B/E move
- 1.4%
80Δ
- Pseudo strike
- 25.38
- IV
- 157.9%
- B/E move
- 1.4%
- Pseudo strike
- 30.45
- IV
- 135.3%
- B/E move
- 1.0%
Options history
Table
| Date | IV |
|---|---|
| 113.48% | |
| 109.77% |