IntraAlpha
Create free account Start free

Direxion Daily Gold Miners Index Bull 2X ETF NUGT

i

Market dataready · fetched 2026-10-16T01:54:11.819Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.114216759Z

FundamentalsAlpha Vantage · ready

Share price$143.33
1D+6.1%
AH$134$137$139$142$1445:30 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$0.21$4.69$9.16$13.63$18.10$132.40$137.21$142.03$146.85$151.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NUGT spot · $143.33NUGT PRICE$0.70$0.97$1.50$1.57$2.94$2.53$2.91$2.97$3.08$3.29$6.34$6.57$6.79$1.00$1.28$1.63$2.41$3.75$3.01$3.45$3.66$5.85$7.51$9.14$10.61$16.82
PutsExpensive2.73×
CallsExpensive1.17×
SkewBearish+39.90 pp
Implied moveBearish±$6.36
TiltBearish24.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ148.9484.7%4.4%136.44116.1%5.5%
25Δ148.0688.4%4.0%138.08110.7%4.6%
30Δ147.72106.0%4.1%139.27111.0%4.0%
35Δ146.1891.1%3.1%140.30125.3%3.8%
40Δ146.47143.0%4.2%140.89164.1%4.3%
45Δ144.49102.0%2.6%142.52113.9%2.7%
50Δ143.58100.9%2.2%143.58110.9%2.2%
55Δ142.7088.0%1.6%144.47101.8%1.8%
60Δ141.9878.4%1.2%146.35138.2%2.0%
65Δ141.3972.6%0.9%148.28152.1%1.8%
70Δ138.87124.3%1.3%150.30159.5%1.5%
75Δ138.18111.9%1.0%152.24160.4%1.2%
80Δ137.4999.6%0.7%158.47245.6%1.2%

20Δ

Calls
Pseudo strike
148.94
IV
84.7%
B/E move
4.4%
Puts
Pseudo strike
136.44
IV
116.1%
B/E move
5.5%

25Δ

Calls
Pseudo strike
148.06
IV
88.4%
B/E move
4.0%
Puts
Pseudo strike
138.08
IV
110.7%
B/E move
4.6%

30Δ

Calls
Pseudo strike
147.72
IV
106.0%
B/E move
4.1%
Puts
Pseudo strike
139.27
IV
111.0%
B/E move
4.0%

35Δ

Calls
Pseudo strike
146.18
IV
91.1%
B/E move
3.1%
Puts
Pseudo strike
140.30
IV
125.3%
B/E move
3.8%

40Δ

Calls
Pseudo strike
146.47
IV
143.0%
B/E move
4.2%
Puts
Pseudo strike
140.89
IV
164.1%
B/E move
4.3%

45Δ

Calls
Pseudo strike
144.49
IV
102.0%
B/E move
2.6%
Puts
Pseudo strike
142.52
IV
113.9%
B/E move
2.7%

50Δ

Calls
Pseudo strike
143.58
IV
100.9%
B/E move
2.2%
Puts
Pseudo strike
143.58
IV
110.9%
B/E move
2.2%

55Δ

Calls
Pseudo strike
142.70
IV
88.0%
B/E move
1.6%
Puts
Pseudo strike
144.47
IV
101.8%
B/E move
1.8%

60Δ

Calls
Pseudo strike
141.98
IV
78.4%
B/E move
1.2%
Puts
Pseudo strike
146.35
IV
138.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
141.39
IV
72.6%
B/E move
0.9%
Puts
Pseudo strike
148.28
IV
152.1%
B/E move
1.8%

70Δ

Calls
Pseudo strike
138.87
IV
124.3%
B/E move
1.3%
Puts
Pseudo strike
150.30
IV
159.5%
B/E move
1.5%

75Δ

Calls
Pseudo strike
138.18
IV
111.9%
B/E move
1.0%
Puts
Pseudo strike
152.24
IV
160.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
137.49
IV
99.6%
B/E move
0.7%
Puts
Pseudo strike
158.47
IV
245.6%
B/E move
1.2%