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Direxion Daily 20+ Year Treasury Bull 3X ETF TMF

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Market dataready · fetched 2026-10-21T16:58:18.395Z

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

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:58:11.863107236Z

FundamentalsAlpha Vantage · ready

Share price$28.29
1D-0.2%
$28.05$28.16$28.27$28.37$28.485:30 AM6:30 AM9:00 AM1:00 PMTMF
Sold putSold call

Direxion Daily 20+ Year Treasury Bull 3X ETF options

Live interpolated TMF call and put midpoint premiums by absolute delta.Direxion Daily 20+ Year Treasury Bull 3X ETF$0.00$0.95$1.89$2.84$3.78$26.31$27.21$28.11$29.01$29.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TMF spot · $28.29TMF PRICE$0.15$0.48$0.39$0.28$0.20$0.26$0.31$0.37$0.43$0.48$0.62$0.75$0.88$0.10$0.14$0.17$0.20$0.26$0.31$0.37$0.43$1.83$2.42$1.80$1.02$3.51
PutsExpensive2.39×
CallsExpensive1.41×
SkewBearish+16.65 pp
Implied moveBearish±$0.68
TiltBearish38.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.9773.6%6.5%27.5542.7%3.0%
25Δ30.92158.5%11.0%27.7041.8%2.6%
30Δ30.13118.3%7.9%27.8441.0%2.2%
35Δ29.2371.4%4.3%27.9840.1%1.8%
40Δ28.4833.6%1.4%28.1040.4%1.6%
45Δ28.3934.4%1.2%28.2140.9%1.4%
50Δ28.2935.3%1.1%28.3141.4%1.2%
55Δ28.1936.2%1.0%28.4241.9%1.0%
60Δ28.1037.0%0.8%29.31148.0%2.9%
65Δ28.0037.9%0.7%29.93169.4%2.7%
70Δ27.8440.3%0.6%29.59118.6%1.8%
75Δ27.6842.8%0.5%29.1159.6%0.7%
80Δ27.5245.3%0.4%31.46155.5%1.2%

20Δ

Calls
Pseudo strike
29.97
IV
73.6%
B/E move
6.5%
Puts
Pseudo strike
27.55
IV
42.7%
B/E move
3.0%

25Δ

Calls
Pseudo strike
30.92
IV
158.5%
B/E move
11.0%
Puts
Pseudo strike
27.70
IV
41.8%
B/E move
2.6%

30Δ

Calls
Pseudo strike
30.13
IV
118.3%
B/E move
7.9%
Puts
Pseudo strike
27.84
IV
41.0%
B/E move
2.2%

35Δ

Calls
Pseudo strike
29.23
IV
71.4%
B/E move
4.3%
Puts
Pseudo strike
27.98
IV
40.1%
B/E move
1.8%

40Δ

Calls
Pseudo strike
28.48
IV
33.6%
B/E move
1.4%
Puts
Pseudo strike
28.10
IV
40.4%
B/E move
1.6%

45Δ

Calls
Pseudo strike
28.39
IV
34.4%
B/E move
1.2%
Puts
Pseudo strike
28.21
IV
40.9%
B/E move
1.4%

50Δ

Calls
Pseudo strike
28.29
IV
35.3%
B/E move
1.1%
Puts
Pseudo strike
28.31
IV
41.4%
B/E move
1.2%

55Δ

Calls
Pseudo strike
28.19
IV
36.2%
B/E move
1.0%
Puts
Pseudo strike
28.42
IV
41.9%
B/E move
1.0%

60Δ

Calls
Pseudo strike
28.10
IV
37.0%
B/E move
0.8%
Puts
Pseudo strike
29.31
IV
148.0%
B/E move
2.9%

65Δ

Calls
Pseudo strike
28.00
IV
37.9%
B/E move
0.7%
Puts
Pseudo strike
29.93
IV
169.4%
B/E move
2.7%

70Δ

Calls
Pseudo strike
27.84
IV
40.3%
B/E move
0.6%
Puts
Pseudo strike
29.59
IV
118.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
27.68
IV
42.8%
B/E move
0.5%
Puts
Pseudo strike
29.11
IV
59.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
27.52
IV
45.3%
B/E move
0.4%
Puts
Pseudo strike
31.46
IV
155.5%
B/E move
1.2%

Options history

No recorded observations