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Direxion Daily Gold Miners Index Bull 2X ETF NUGT

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Market dataready · fetched 2026-10-16T01:05:07.939Z

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

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$2.02$15.91$29.80$43.69$57.57$89.94$118.49$147.04$175.59$204.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NUGT spot · $143.33NUGT PRICE$3.52$4.51$6.07$7.65$8.86$10.62$11.71$13.14$15.14$18.43$20.10$22.70$26.31$4.70$6.02$8.29$10.33$13.13$15.94$18.00$21.22$24.54$29.78$35.92$43.14$53.57
PutsCheap0.91×
CallsFair1.00×
SkewBearish+9.44 pp
Implied moveBearish±$29.72
TiltBearish25.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ182.5178.4%29.8%119.6882.2%19.8%
25Δ173.4175.1%24.1%125.6778.3%16.5%
30Δ169.5580.3%22.5%129.7983.5%15.2%
35Δ164.4782.7%20.1%134.5983.6%13.3%
40Δ158.0779.2%16.5%139.3986.6%11.9%
45Δ153.4180.3%14.4%144.3687.5%10.4%
50Δ148.0375.1%11.4%148.9684.1%8.6%
55Δ143.5172.2%9.3%154.0784.2%7.3%
60Δ139.3572.2%7.8%159.1983.6%6.1%
65Δ134.9377.8%7.0%165.7986.6%5.1%
70Δ130.9573.6%5.4%173.2889.1%4.2%
75Δ126.6272.4%4.2%181.8391.1%3.2%
80Δ121.6373.4%3.2%193.4695.1%2.4%

20Δ

Calls
Pseudo strike
182.51
IV
78.4%
B/E move
29.8%
Puts
Pseudo strike
119.68
IV
82.2%
B/E move
19.8%

25Δ

Calls
Pseudo strike
173.41
IV
75.1%
B/E move
24.1%
Puts
Pseudo strike
125.67
IV
78.3%
B/E move
16.5%

30Δ

Calls
Pseudo strike
169.55
IV
80.3%
B/E move
22.5%
Puts
Pseudo strike
129.79
IV
83.5%
B/E move
15.2%

35Δ

Calls
Pseudo strike
164.47
IV
82.7%
B/E move
20.1%
Puts
Pseudo strike
134.59
IV
83.6%
B/E move
13.3%

40Δ

Calls
Pseudo strike
158.07
IV
79.2%
B/E move
16.5%
Puts
Pseudo strike
139.39
IV
86.6%
B/E move
11.9%

45Δ

Calls
Pseudo strike
153.41
IV
80.3%
B/E move
14.4%
Puts
Pseudo strike
144.36
IV
87.5%
B/E move
10.4%

50Δ

Calls
Pseudo strike
148.03
IV
75.1%
B/E move
11.4%
Puts
Pseudo strike
148.96
IV
84.1%
B/E move
8.6%

55Δ

Calls
Pseudo strike
143.51
IV
72.2%
B/E move
9.3%
Puts
Pseudo strike
154.07
IV
84.2%
B/E move
7.3%

60Δ

Calls
Pseudo strike
139.35
IV
72.2%
B/E move
7.8%
Puts
Pseudo strike
159.19
IV
83.6%
B/E move
6.1%

65Δ

Calls
Pseudo strike
134.93
IV
77.8%
B/E move
7.0%
Puts
Pseudo strike
165.79
IV
86.6%
B/E move
5.1%

70Δ

Calls
Pseudo strike
130.95
IV
73.6%
B/E move
5.4%
Puts
Pseudo strike
173.28
IV
89.1%
B/E move
4.2%

75Δ

Calls
Pseudo strike
126.62
IV
72.4%
B/E move
4.2%
Puts
Pseudo strike
181.83
IV
91.1%
B/E move
3.2%

80Δ

Calls
Pseudo strike
121.63
IV
73.4%
B/E move
3.2%
Puts
Pseudo strike
193.46
IV
95.1%
B/E move
2.4%