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Direxion Daily 20+ Year Treasury Bear 3X ETF TMV

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Market datapartial · fetched 2026-10-22T22:56:04.536Z

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 · 2026-10-22T22:53:14.088664677Z

FundamentalsAlpha Vantage · unavailable

Share price$42.73
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$0.43$1.82$3.21$4.59$5.98$35.32$39.99$44.66$49.33$54.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TMV spot · $42.73TMV PRICE$0.59$0.72$0.94$1.10$1.33$1.59$1.90$2.21$2.64$3.51$3.67$4.27$5.58$0.58$0.82$1.07$1.32$1.58$1.90$2.22$2.45$2.92$3.56$4.18$4.81$5.45
PutsCheap0.91×
CallsFair1.00×
SkewBullish-2.60 pp
Implied moveBearish±$4.11
TiltBearish4.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.2446.2%14.3%39.2939.6%9.4%
25Δ46.8242.6%11.3%39.8342.5%8.7%
30Δ46.0543.4%10.0%40.4943.5%7.8%
35Δ45.1441.3%8.2%41.1943.4%6.7%
40Δ44.4541.2%7.1%41.8742.7%5.7%
45Δ43.8041.6%6.2%42.5343.0%4.9%
50Δ43.1742.3%5.5%43.1642.7%4.2%
55Δ42.5342.4%4.7%43.7640.6%3.3%
60Δ41.8444.0%4.1%44.4741.2%2.8%
65Δ40.9552.0%4.1%45.2843.3%2.4%
70Δ40.3847.1%3.1%46.1044.0%1.9%
75Δ39.4947.5%2.4%46.9443.8%1.4%
80Δ38.0554.4%2.1%47.7742.1%1.0%

20Δ

Calls
Pseudo strike
48.24
IV
46.2%
B/E move
14.3%
Puts
Pseudo strike
39.29
IV
39.6%
B/E move
9.4%

25Δ

Calls
Pseudo strike
46.82
IV
42.6%
B/E move
11.3%
Puts
Pseudo strike
39.83
IV
42.5%
B/E move
8.7%

30Δ

Calls
Pseudo strike
46.05
IV
43.4%
B/E move
10.0%
Puts
Pseudo strike
40.49
IV
43.5%
B/E move
7.8%

35Δ

Calls
Pseudo strike
45.14
IV
41.3%
B/E move
8.2%
Puts
Pseudo strike
41.19
IV
43.4%
B/E move
6.7%

40Δ

Calls
Pseudo strike
44.45
IV
41.2%
B/E move
7.1%
Puts
Pseudo strike
41.87
IV
42.7%
B/E move
5.7%

45Δ

Calls
Pseudo strike
43.80
IV
41.6%
B/E move
6.2%
Puts
Pseudo strike
42.53
IV
43.0%
B/E move
4.9%

50Δ

Calls
Pseudo strike
43.17
IV
42.3%
B/E move
5.5%
Puts
Pseudo strike
43.16
IV
42.7%
B/E move
4.2%

55Δ

Calls
Pseudo strike
42.53
IV
42.4%
B/E move
4.7%
Puts
Pseudo strike
43.76
IV
40.6%
B/E move
3.3%

60Δ

Calls
Pseudo strike
41.84
IV
44.0%
B/E move
4.1%
Puts
Pseudo strike
44.47
IV
41.2%
B/E move
2.8%

65Δ

Calls
Pseudo strike
40.95
IV
52.0%
B/E move
4.1%
Puts
Pseudo strike
45.28
IV
43.3%
B/E move
2.4%

70Δ

Calls
Pseudo strike
40.38
IV
47.1%
B/E move
3.1%
Puts
Pseudo strike
46.10
IV
44.0%
B/E move
1.9%

75Δ

Calls
Pseudo strike
39.49
IV
47.5%
B/E move
2.4%
Puts
Pseudo strike
46.94
IV
43.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
38.05
IV
54.4%
B/E move
2.1%
Puts
Pseudo strike
47.77
IV
42.1%
B/E move
1.0%

Options history

No recorded observations