IntraAlpha
Create free account Start free

Direxion Daily Homebuilders & Supplies Bull 3X ETF NAIL

i

Market dataready · fetched 2026-10-21T17:52:58.878Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:52:55.89010428Z

FundamentalsAlpha Vantage · ready

Share price$27.84
1D-1.4%
$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$0.53$2.87$5.21$7.55$9.89$18.04$22.98$27.92$32.86$37.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NAIL spot · $27.84NAIL PRICE$0.78$0.99$1.28$1.60$1.98$2.28$2.66$3.05$3.75$4.00$4.88$5.53$6.44$1.07$1.42$1.85$2.33$2.48$3.34$3.85$4.48$5.11$5.89$6.69$7.86$9.22
PutsFair1.04×
CallsExpensive1.16×
SkewBullish-1.89 pp
Implied moveBearish±$6.51
TiltBearish17.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.9799.3%35.6%22.76103.0%22.1%
25Δ34.7894.3%28.5%23.93102.3%19.2%
30Δ33.5696.6%25.1%24.99103.0%16.9%
35Δ32.4298.6%22.2%26.03104.2%14.9%
40Δ31.40102.0%19.9%27.0692.6%11.7%
45Δ30.1498.8%16.4%28.10102.3%11.1%
50Δ29.0898.8%14.0%29.1099.8%9.3%
55Δ28.0597.8%11.7%30.1499.1%7.9%
60Δ27.09105.9%10.7%31.1697.0%6.5%
65Δ26.0997.4%8.1%32.2796.2%5.3%
70Δ24.95105.8%7.1%33.3994.3%4.1%
75Δ23.86104.9%5.5%34.8294.8%3.2%
80Δ22.60107.6%4.3%36.4394.6%2.3%

20Δ

Calls
Pseudo strike
36.97
IV
99.3%
B/E move
35.6%
Puts
Pseudo strike
22.76
IV
103.0%
B/E move
22.1%

25Δ

Calls
Pseudo strike
34.78
IV
94.3%
B/E move
28.5%
Puts
Pseudo strike
23.93
IV
102.3%
B/E move
19.2%

30Δ

Calls
Pseudo strike
33.56
IV
96.6%
B/E move
25.1%
Puts
Pseudo strike
24.99
IV
103.0%
B/E move
16.9%

35Δ

Calls
Pseudo strike
32.42
IV
98.6%
B/E move
22.2%
Puts
Pseudo strike
26.03
IV
104.2%
B/E move
14.9%

40Δ

Calls
Pseudo strike
31.40
IV
102.0%
B/E move
19.9%
Puts
Pseudo strike
27.06
IV
92.6%
B/E move
11.7%

45Δ

Calls
Pseudo strike
30.14
IV
98.8%
B/E move
16.4%
Puts
Pseudo strike
28.10
IV
102.3%
B/E move
11.1%

50Δ

Calls
Pseudo strike
29.08
IV
98.8%
B/E move
14.0%
Puts
Pseudo strike
29.10
IV
99.8%
B/E move
9.3%

55Δ

Calls
Pseudo strike
28.05
IV
97.8%
B/E move
11.7%
Puts
Pseudo strike
30.14
IV
99.1%
B/E move
7.9%

60Δ

Calls
Pseudo strike
27.09
IV
105.9%
B/E move
10.7%
Puts
Pseudo strike
31.16
IV
97.0%
B/E move
6.5%

65Δ

Calls
Pseudo strike
26.09
IV
97.4%
B/E move
8.1%
Puts
Pseudo strike
32.27
IV
96.2%
B/E move
5.3%

70Δ

Calls
Pseudo strike
24.95
IV
105.8%
B/E move
7.1%
Puts
Pseudo strike
33.39
IV
94.3%
B/E move
4.1%

75Δ

Calls
Pseudo strike
23.86
IV
104.9%
B/E move
5.5%
Puts
Pseudo strike
34.82
IV
94.8%
B/E move
3.2%

80Δ

Calls
Pseudo strike
22.60
IV
107.6%
B/E move
4.3%
Puts
Pseudo strike
36.43
IV
94.6%
B/E move
2.3%

Options history

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