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Direxion Daily 20+ Year Treasury Bear 3X ETF TMV

i

Market datapartial · fetched 2026-11-12T01:32:49.418Z

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

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 · 2026-11-12T01:00:00.117267878Z

FundamentalsAlpha Vantage · unavailable

Share price$43.76
1D-0.1%
AH$43.70$43.92$44.15$44.37$44.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTMV
Sold putSold callAH

Direxion Daily 20+ Year Treasury Bear 3X ETF options

Live interpolated TMV call and put midpoint premiums by absolute delta.Direxion Daily 20+ Year Treasury Bear 3X ETF$0.18$1.02$1.85$2.68$3.51$40.53$42.11$43.70$45.28$46.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TMV spot · $43.76TMV PRICE$0.27$0.34$0.42$0.54$0.68$0.82$0.96$1.12$1.27$1.44$1.71$1.97$3.27$0.31$0.38$0.44$0.52$0.66$0.79$0.93$1.07$1.22$1.37$1.51$1.83$2.21
PutsCheap0.84×
CallsFair0.99×
SkewBullish-4.04 pp
Implied moveBalanced±$1.89
TiltBullish5.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.0536.6%5.9%41.6539.0%5.5%
25Δ45.5434.5%4.9%42.1936.2%4.5%
30Δ45.0632.6%3.9%42.6333.4%3.6%
35Δ44.7533.3%3.5%43.0431.0%2.8%
40Δ44.4634.5%3.2%43.3131.5%2.5%
45Δ44.1735.6%2.8%43.5932.0%2.2%
50Δ43.8836.1%2.5%43.8632.4%1.9%
55Δ43.5735.6%2.1%44.1332.2%1.6%
60Δ43.2635.2%1.8%44.4031.3%1.3%
65Δ42.9434.9%1.4%44.6630.5%1.1%
70Δ42.5835.4%1.2%44.9329.6%0.8%
75Δ42.2135.9%1.0%45.3330.3%0.6%
80Δ40.9653.4%1.1%45.7731.7%0.4%

20Δ

Calls
Pseudo strike
46.05
IV
36.6%
B/E move
5.9%
Puts
Pseudo strike
41.65
IV
39.0%
B/E move
5.5%

25Δ

Calls
Pseudo strike
45.54
IV
34.5%
B/E move
4.9%
Puts
Pseudo strike
42.19
IV
36.2%
B/E move
4.5%

30Δ

Calls
Pseudo strike
45.06
IV
32.6%
B/E move
3.9%
Puts
Pseudo strike
42.63
IV
33.4%
B/E move
3.6%

35Δ

Calls
Pseudo strike
44.75
IV
33.3%
B/E move
3.5%
Puts
Pseudo strike
43.04
IV
31.0%
B/E move
2.8%

40Δ

Calls
Pseudo strike
44.46
IV
34.5%
B/E move
3.2%
Puts
Pseudo strike
43.31
IV
31.5%
B/E move
2.5%

45Δ

Calls
Pseudo strike
44.17
IV
35.6%
B/E move
2.8%
Puts
Pseudo strike
43.59
IV
32.0%
B/E move
2.2%

50Δ

Calls
Pseudo strike
43.88
IV
36.1%
B/E move
2.5%
Puts
Pseudo strike
43.86
IV
32.4%
B/E move
1.9%

55Δ

Calls
Pseudo strike
43.57
IV
35.6%
B/E move
2.1%
Puts
Pseudo strike
44.13
IV
32.2%
B/E move
1.6%

60Δ

Calls
Pseudo strike
43.26
IV
35.2%
B/E move
1.8%
Puts
Pseudo strike
44.40
IV
31.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
42.94
IV
34.9%
B/E move
1.4%
Puts
Pseudo strike
44.66
IV
30.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
42.58
IV
35.4%
B/E move
1.2%
Puts
Pseudo strike
44.93
IV
29.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
42.21
IV
35.9%
B/E move
1.0%
Puts
Pseudo strike
45.33
IV
30.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
40.96
IV
53.4%
B/E move
1.1%
Puts
Pseudo strike
45.77
IV
31.7%
B/E move
0.4%

Options history

IV · four-Friday blend40.31%
Daily EOD
TMV38.7%41.4%44.2%2026-10-19: 41.85%2026-10-20: 41.89%2026-10-21: 40.82%2026-10-22: 41.36%2026-10-23: 43.80%2026-10-26: 41.31%2026-10-27: 40.40%2026-10-28: 39.63%2026-10-29: 39.06%2026-10-30: 40.31%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.85%
41.89%
40.82%
41.36%
43.80%
41.31%
40.40%
39.63%
39.06%
40.31%