IntraAlpha
Create free account Start free

Direxion Daily Gold Miners Index Bull 2X ETF NUGT

i

Market dataready · fetched 2026-11-07T05:55:22.353Z

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 · 2026-11-07T01:00:00.123374949Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T05:55:21.719876+00:00

Share price$142.24
1D+5.8%
AH$129$133$136$140$1435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNUGT
Sold putSold callAH

Direxion Daily Gold Miners Index Bull 2X ETF options

Live interpolated NUGT call and put midpoint premiums by absolute delta.Direxion Daily Gold Miners Index Bull 2X ETF$1.65$6.31$10.96$15.62$20.28$-0.14$0.18$0.50$0.82$1.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICENUGT PRICE$2.15$3.17$5.13$6.81$11.21$3.30$8.80$8.22$11.59$15.99$18.94
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ153.7682.9%9.6%130.52112.3%10.6%
30Δ
35Δ148.6677.9%6.7%
40Δ
45Δ145.3188.5%5.8%141.31128.4%6.8%
50Δ143.59103.6%4.8%
55Δ141.2286.1%4.1%146.99122.9%4.8%
60Δ
65Δ153.39125.3%3.4%
70Δ157.19127.8%2.8%
75Δ
80Δ132.6169.4%1.1%

20Δ

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

25Δ

Calls
Pseudo strike
153.76
IV
82.9%
B/E move
9.6%
Puts
Pseudo strike
130.52
IV
112.3%
B/E move
10.6%

30Δ

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

35Δ

Calls
Pseudo strike
148.66
IV
77.9%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

40Δ

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

45Δ

Calls
Pseudo strike
145.31
IV
88.5%
B/E move
5.8%
Puts
Pseudo strike
141.31
IV
128.4%
B/E move
6.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
143.59
IV
103.6%
B/E move
4.8%

55Δ

Calls
Pseudo strike
141.22
IV
86.1%
B/E move
4.1%
Puts
Pseudo strike
146.99
IV
122.9%
B/E move
4.8%

60Δ

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

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
153.39
IV
125.3%
B/E move
3.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
157.19
IV
127.8%
B/E move
2.8%

75Δ

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

80Δ

Calls
Pseudo strike
132.61
IV
69.4%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend92.24%
Daily close
NUGT75.3%94.0%112.7%2026-08-10: 90.62%2026-08-11: 92.87%2026-08-12: 86.86%2026-08-13: 85.14%2026-08-14: 80.01%2026-08-17: 84.50%2026-08-18: 85.56%2026-08-19: 98.89%2026-08-20: 101.95%2026-08-21: 99.06%2026-08-24: 110.14%2026-08-25: 101.59%2026-08-26: 99.45%2026-08-27: 99.02%2026-08-28: 89.98%2026-08-31: 88.37%2026-09-01: 90.71%2026-09-02: 90.32%2026-09-03: 95.55%2026-09-04: 84.21%2026-09-08: 97.45%2026-09-09: 100.66%2026-09-10: 106.54%2026-09-11: 86.11%2026-09-14: 92.29%2026-09-15: 97.58%2026-09-16: 106.44%2026-09-17: 87.62%2026-09-18: 83.61%2026-09-21: 86.24%2026-09-22: 85.79%2026-09-23: 83.52%2026-09-24: 83.62%2026-09-25: 79.64%2026-09-28: 88.77%2026-09-29: 84.97%2026-09-30: 83.99%2026-10-01: 80.74%2026-10-02: 77.87%2026-10-05: 83.83%2026-10-06: 80.18%2026-10-07: 78.36%2026-10-08: 79.93%2026-10-09: 80.94%2026-10-12: 78.14%2026-10-13: 80.65%2026-10-14: 86.06%2026-10-15: 87.39%2026-10-16: 82.30%2026-10-19: 84.37%2026-10-20: 84.12%2026-10-21: 88.75%2026-10-22: 94.63%2026-10-23: 88.68%2026-10-26: 90.06%2026-10-27: 86.35%2026-10-28: 97.70%2026-10-29: 93.36%2026-10-30: 92.24%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
90.62%
92.87%
86.86%
85.14%
80.01%
84.50%
85.56%
98.89%
101.95%
99.06%
110.14%
101.59%
99.45%
99.02%
89.98%
88.37%
90.71%
90.32%
95.55%
84.21%
97.45%
100.66%
106.54%
86.11%
92.29%
97.58%
106.44%
87.62%
83.61%
86.24%
85.79%
83.52%
83.62%
79.64%
88.77%
84.97%
83.99%
80.74%
77.87%
83.83%
80.18%
78.36%
79.93%
80.94%
78.14%
80.65%
86.06%
87.39%
82.30%
84.37%
84.12%
88.75%
94.63%
88.68%
90.06%
86.35%
97.70%
93.36%
92.24%