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Direxion Daily 20+ Year Treasury Bear 3X ETF TMV

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Market datapartial · fetched 2026-10-23T00:19:22.340Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T00:00:00.142144956Z

FundamentalsAlpha Vantage · unavailable

Share price$42.83
1D-3.1%
AH$42.44$42.88$43.33$43.78$44.225:30 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$0.42$1.72$3.02$4.33$5.63$35.42$40.06$44.70$49.34$53.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TMV spot · $42.83TMV PRICE$0.56$0.71$0.92$1.09$1.31$1.56$1.85$2.16$2.47$3.42$3.64$3.89$5.25$0.59$0.84$1.09$1.35$1.61$1.96$2.26$2.50$3.08$3.72$4.37$4.91$5.13
PutsCheap0.93×
CallsFair0.96×
SkewNeutral-0.08 pp
Implied moveBearish±$4.11
TiltBearish7.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.0844.2%13.6%39.3240.4%9.6%
25Δ46.8641.9%11.1%39.8743.4%8.9%
30Δ46.1042.7%9.8%40.5544.2%7.9%
35Δ45.2240.7%8.1%41.2644.1%6.8%
40Δ44.5140.3%7.0%41.9643.5%5.8%
45Δ43.8740.6%6.1%42.6344.0%5.0%
50Δ43.2541.2%5.3%43.2743.3%4.2%
55Δ42.6341.3%4.6%43.8941.3%3.4%
60Δ42.0041.1%3.8%44.6643.2%2.9%
65Δ41.0850.1%3.9%45.5045.0%2.5%
70Δ40.5046.5%3.1%46.3645.6%2.0%
75Δ39.8942.8%2.2%47.1244.6%1.4%
80Δ38.4350.7%2.0%47.5740.4%0.9%

20Δ

Calls
Pseudo strike
48.08
IV
44.2%
B/E move
13.6%
Puts
Pseudo strike
39.32
IV
40.4%
B/E move
9.6%

25Δ

Calls
Pseudo strike
46.86
IV
41.9%
B/E move
11.1%
Puts
Pseudo strike
39.87
IV
43.4%
B/E move
8.9%

30Δ

Calls
Pseudo strike
46.10
IV
42.7%
B/E move
9.8%
Puts
Pseudo strike
40.55
IV
44.2%
B/E move
7.9%

35Δ

Calls
Pseudo strike
45.22
IV
40.7%
B/E move
8.1%
Puts
Pseudo strike
41.26
IV
44.1%
B/E move
6.8%

40Δ

Calls
Pseudo strike
44.51
IV
40.3%
B/E move
7.0%
Puts
Pseudo strike
41.96
IV
43.5%
B/E move
5.8%

45Δ

Calls
Pseudo strike
43.87
IV
40.6%
B/E move
6.1%
Puts
Pseudo strike
42.63
IV
44.0%
B/E move
5.0%

50Δ

Calls
Pseudo strike
43.25
IV
41.2%
B/E move
5.3%
Puts
Pseudo strike
43.27
IV
43.3%
B/E move
4.2%

55Δ

Calls
Pseudo strike
42.63
IV
41.3%
B/E move
4.6%
Puts
Pseudo strike
43.89
IV
41.3%
B/E move
3.4%

60Δ

Calls
Pseudo strike
42.00
IV
41.1%
B/E move
3.8%
Puts
Pseudo strike
44.66
IV
43.2%
B/E move
2.9%

65Δ

Calls
Pseudo strike
41.08
IV
50.1%
B/E move
3.9%
Puts
Pseudo strike
45.50
IV
45.0%
B/E move
2.5%

70Δ

Calls
Pseudo strike
40.50
IV
46.5%
B/E move
3.1%
Puts
Pseudo strike
46.36
IV
45.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
39.89
IV
42.8%
B/E move
2.2%
Puts
Pseudo strike
47.12
IV
44.6%
B/E move
1.4%

80Δ

Calls
Pseudo strike
38.43
IV
50.7%
B/E move
2.0%
Puts
Pseudo strike
47.57
IV
40.4%
B/E move
0.9%

Options history

No recorded observations