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Direxion Daily 20+ Year Treasury Bull 3X ETF TMF

i

Market dataready · fetched 2026-10-21T17:51:36.559Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:50:46.589470982Z

FundamentalsAlpha Vantage · ready

Share price$28.26
1D-0.3%
$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$0.19$0.72$1.25$1.78$2.30$26.17$27.45$28.74$30.02$31.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TMF spot · $28.26TMF PRICE$1.04$0.52$0.40$0.30$0.27$0.52$0.77$1.03$1.28$0.59$1.11$1.63$2.15$0.55$0.45$0.35$0.24$0.24$0.29$0.35$0.40$0.45$0.57$0.71$0.85
PutsExpensive2.51×
CallsExpensive2.84×
SkewBullish-44.66 pp
Implied moveBullish±$1.12
TiltBullish36.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.60518.5%54.4%24.73225.3%14.5%
25Δ31.28176.5%12.5%25.71169.6%10.6%
30Δ30.12120.8%8.0%26.69113.8%6.8%
35Δ29.2274.8%4.4%27.6758.1%3.0%
40Δ28.4641.4%1.6%28.0739.2%1.5%
45Δ28.2658.6%1.8%28.1739.1%1.4%
50Δ28.0575.7%2.0%28.2839.0%1.2%
55Δ27.8592.9%2.2%28.3838.9%1.0%
60Δ27.64110.1%2.3%28.4838.8%0.8%
65Δ27.8742.5%0.7%28.6441.4%0.7%
70Δ27.3461.0%0.7%28.8144.5%0.6%
75Δ26.8279.4%0.7%28.9747.6%0.5%
80Δ26.2997.9%0.7%

20Δ

Calls
Pseudo strike
42.60
IV
518.5%
B/E move
54.4%
Puts
Pseudo strike
24.73
IV
225.3%
B/E move
14.5%

25Δ

Calls
Pseudo strike
31.28
IV
176.5%
B/E move
12.5%
Puts
Pseudo strike
25.71
IV
169.6%
B/E move
10.6%

30Δ

Calls
Pseudo strike
30.12
IV
120.8%
B/E move
8.0%
Puts
Pseudo strike
26.69
IV
113.8%
B/E move
6.8%

35Δ

Calls
Pseudo strike
29.22
IV
74.8%
B/E move
4.4%
Puts
Pseudo strike
27.67
IV
58.1%
B/E move
3.0%

40Δ

Calls
Pseudo strike
28.46
IV
41.4%
B/E move
1.6%
Puts
Pseudo strike
28.07
IV
39.2%
B/E move
1.5%

45Δ

Calls
Pseudo strike
28.26
IV
58.6%
B/E move
1.8%
Puts
Pseudo strike
28.17
IV
39.1%
B/E move
1.4%

50Δ

Calls
Pseudo strike
28.05
IV
75.7%
B/E move
2.0%
Puts
Pseudo strike
28.28
IV
39.0%
B/E move
1.2%

55Δ

Calls
Pseudo strike
27.85
IV
92.9%
B/E move
2.2%
Puts
Pseudo strike
28.38
IV
38.9%
B/E move
1.0%

60Δ

Calls
Pseudo strike
27.64
IV
110.1%
B/E move
2.3%
Puts
Pseudo strike
28.48
IV
38.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
27.87
IV
42.5%
B/E move
0.7%
Puts
Pseudo strike
28.64
IV
41.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
27.34
IV
61.0%
B/E move
0.7%
Puts
Pseudo strike
28.81
IV
44.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
26.82
IV
79.4%
B/E move
0.7%
Puts
Pseudo strike
28.97
IV
47.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
26.29
IV
97.9%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

TMF39.7042.5145.322026-10-19: 40.08%2026-10-20: 44.93%Oct 19Oct 20
Table
DateIV
40.08%
44.93%