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Direxion Daily Gold Miners Index Bull 2X ETF NUGT

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Market dataready · fetched 2026-10-16T22:41:39.096Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:30:00.004192316Z

FundamentalsAlpha Vantage · ready

Share price$145.66
1D+1.5%
AH$141$143$146$148$1515:30 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$0.85$7.39$13.92$20.46$26.99$124.20$134.56$144.91$155.26$165.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NUGT spot · $145.66NUGT PRICE$1.56$2.11$2.66$3.08$3.94$4.59$6.25$6.09$6.51$7.52$8.89$10.96$13.12$1.90$2.47$3.15$4.15$5.22$5.83$7.07$8.99$10.59$12.33$14.73$18.16$25.11
PutsFair1.01×
CallsCheap0.89×
SkewBearish+16.43 pp
Implied moveBearish±$13.32
TiltBearish21.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ159.4072.3%10.5%133.5980.1%9.6%
25Δ156.9573.6%9.2%136.3777.5%8.1%
30Δ154.5073.0%7.9%138.5977.4%7.0%
35Δ151.8468.2%6.4%140.4881.7%6.4%
40Δ150.2772.4%5.9%142.4884.6%5.8%
45Δ148.3171.1%5.0%144.6379.6%4.7%
50Δ146.7583.4%5.0%146.7181.7%4.1%
55Δ144.6869.0%3.5%149.1388.3%3.8%
60Δ143.1263.7%2.7%151.5689.4%3.2%
65Δ141.4463.8%2.3%154.1189.8%2.7%
70Δ139.5666.0%1.9%157.1992.5%2.2%
75Δ137.0471.0%1.6%161.1897.8%1.8%
80Δ134.4073.1%1.3%168.51113.8%1.5%

20Δ

Calls
Pseudo strike
159.40
IV
72.3%
B/E move
10.5%
Puts
Pseudo strike
133.59
IV
80.1%
B/E move
9.6%

25Δ

Calls
Pseudo strike
156.95
IV
73.6%
B/E move
9.2%
Puts
Pseudo strike
136.37
IV
77.5%
B/E move
8.1%

30Δ

Calls
Pseudo strike
154.50
IV
73.0%
B/E move
7.9%
Puts
Pseudo strike
138.59
IV
77.4%
B/E move
7.0%

35Δ

Calls
Pseudo strike
151.84
IV
68.2%
B/E move
6.4%
Puts
Pseudo strike
140.48
IV
81.7%
B/E move
6.4%

40Δ

Calls
Pseudo strike
150.27
IV
72.4%
B/E move
5.9%
Puts
Pseudo strike
142.48
IV
84.6%
B/E move
5.8%

45Δ

Calls
Pseudo strike
148.31
IV
71.1%
B/E move
5.0%
Puts
Pseudo strike
144.63
IV
79.6%
B/E move
4.7%

50Δ

Calls
Pseudo strike
146.75
IV
83.4%
B/E move
5.0%
Puts
Pseudo strike
146.71
IV
81.7%
B/E move
4.1%

55Δ

Calls
Pseudo strike
144.68
IV
69.0%
B/E move
3.5%
Puts
Pseudo strike
149.13
IV
88.3%
B/E move
3.8%

60Δ

Calls
Pseudo strike
143.12
IV
63.7%
B/E move
2.7%
Puts
Pseudo strike
151.56
IV
89.4%
B/E move
3.2%

65Δ

Calls
Pseudo strike
141.44
IV
63.8%
B/E move
2.3%
Puts
Pseudo strike
154.11
IV
89.8%
B/E move
2.7%

70Δ

Calls
Pseudo strike
139.56
IV
66.0%
B/E move
1.9%
Puts
Pseudo strike
157.19
IV
92.5%
B/E move
2.2%

75Δ

Calls
Pseudo strike
137.04
IV
71.0%
B/E move
1.6%
Puts
Pseudo strike
161.18
IV
97.8%
B/E move
1.8%

80Δ

Calls
Pseudo strike
134.40
IV
73.1%
B/E move
1.3%
Puts
Pseudo strike
168.51
IV
113.8%
B/E move
1.5%