IntraAlpha
Create free account Start free

Direxion Daily 20+ Year Treasury Bull 3X ETF TMF

i

Market dataready · fetched 2026-11-10T22:17:27.882Z

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 · 2026-11-10T22:12:26.610775137Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:17:27.351368+00:00

Share price$28.96
1D-3.0%
AH$28.63$28.96$29.30$29.64$29.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTMF
Sold putSold callAH

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$0.14$0.71$1.28$1.86$2.43$27.77$28.55$29.32$30.10$30.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TMF spot · $28.96TMF PRICE$0.24$0.29$0.34$0.40$0.59$0.78$1.83$2.09$2.26$0.20$0.25$0.31$0.36$0.42$0.50$0.58$0.66$0.78$1.15$1.53
Puts——
Calls——
Skew——
Implied moveBalanced±$0.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ28.4538.8%2.4%
35Δ29.3938.8%2.3%28.5938.7%2.1%
40Δ29.2638.6%2.0%28.7238.8%1.9%
45Δ29.1238.4%1.7%28.8639.0%1.6%
50Δ28.9839.1%1.5%28.9939.1%1.4%
55Δ28.7947.2%1.5%29.1238.9%1.2%
60Δ28.6155.3%1.5%29.2538.7%1.0%
65Δ29.3938.5%0.8%
70Δ27.69104.0%1.9%29.5539.6%0.6%
75Δ27.32103.4%1.6%29.9548.1%0.6%
80Δ27.0495.7%1.2%30.3456.6%0.5%

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.45
IV
38.8%
B/E move
2.4%

35Δ

Calls
Pseudo strike
29.39
IV
38.8%
B/E move
2.3%
Puts
Pseudo strike
28.59
IV
38.7%
B/E move
2.1%

40Δ

Calls
Pseudo strike
29.26
IV
38.6%
B/E move
2.0%
Puts
Pseudo strike
28.72
IV
38.8%
B/E move
1.9%

45Δ

Calls
Pseudo strike
29.12
IV
38.4%
B/E move
1.7%
Puts
Pseudo strike
28.86
IV
39.0%
B/E move
1.6%

50Δ

Calls
Pseudo strike
28.98
IV
39.1%
B/E move
1.5%
Puts
Pseudo strike
28.99
IV
39.1%
B/E move
1.4%

55Δ

Calls
Pseudo strike
28.79
IV
47.2%
B/E move
1.5%
Puts
Pseudo strike
29.12
IV
38.9%
B/E move
1.2%

60Δ

Calls
Pseudo strike
28.61
IV
55.3%
B/E move
1.5%
Puts
Pseudo strike
29.25
IV
38.7%
B/E move
1.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.39
IV
38.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
27.69
IV
104.0%
B/E move
1.9%
Puts
Pseudo strike
29.55
IV
39.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
27.32
IV
103.4%
B/E move
1.6%
Puts
Pseudo strike
29.95
IV
48.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
27.04
IV
95.7%
B/E move
1.2%
Puts
Pseudo strike
30.34
IV
56.6%
B/E move
0.5%

Options history

IV · four-Friday blend38.41%
Daily close
TMF25.9%40.3%54.7%2026-08-12: 29.98%2026-08-13: 28.01%2026-08-14: 29.53%2026-08-17: 32.74%2026-08-18: 30.93%2026-08-19: 31.83%2026-08-20: 32.93%2026-08-21: 30.55%2026-08-24: 32.51%2026-08-25: 32.51%2026-08-26: 32.41%2026-08-27: 38.87%2026-08-28: 28.09%2026-08-31: 32.37%2026-09-01: 32.30%2026-09-02: 33.78%2026-09-03: 33.19%2026-09-04: 27.91%2026-09-08: 32.89%2026-09-09: 33.96%2026-09-10: 49.35%2026-09-11: 33.58%2026-09-14: 38.19%2026-09-15: 42.39%2026-09-16: 40.00%2026-09-17: 31.84%2026-09-18: 31.61%2026-09-21: 33.17%2026-09-22: 33.87%2026-09-23: 38.68%2026-09-24: 51.71%2026-09-25: 43.17%2026-09-28: 47.76%2026-09-29: 52.61%2026-09-30: 51.59%2026-10-01: 50.83%2026-10-02: 45.42%2026-10-05: 45.66%2026-10-06: 41.66%2026-10-07: 40.00%2026-10-08: 45.92%2026-10-09: 36.89%2026-10-12: 38.10%2026-10-13: 39.96%2026-10-14: 43.50%2026-10-15: 42.48%2026-10-16: 39.50%2026-10-19: 40.11%2026-10-20: 44.76%2026-10-21: 45.09%2026-10-22: 52.74%2026-10-23: 39.48%2026-10-26: 42.11%2026-10-27: 39.32%2026-10-28: 46.21%2026-10-29: 39.88%2026-10-30: 38.41%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
29.98%
28.01%
29.53%
32.74%
30.93%
31.83%
32.93%
30.55%
32.51%
32.51%
32.41%
38.87%
28.09%
32.37%
32.30%
33.78%
33.19%
27.91%
32.89%
33.96%
49.35%
33.58%
38.19%
42.39%
40.00%
31.84%
31.61%
33.17%
33.87%
38.68%
51.71%
43.17%
47.76%
52.61%
51.59%
50.83%
45.42%
45.66%
41.66%
40.00%
45.92%
36.89%
38.10%
39.96%
43.50%
42.48%
39.50%
40.11%
44.76%
45.09%
52.74%
39.48%
42.11%
39.32%
46.21%
39.88%
38.41%