IntraAlpha
Create free account Start free

Direxion Daily 20+ Year Treasury Bear 3X ETF TMV

i

Market datapartial · fetched 2026-10-22T23:46:05.071Z

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 · 2026-10-22T23:36:03.399409424Z

FundamentalsAlpha Vantage · unavailable

Share price$42.63
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$0.40$1.88$3.36$4.84$6.32$35.22$39.92$44.62$49.31$54.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TMV spot · $42.63TMV PRICE$0.61$0.73$0.95$1.11$1.36$1.63$1.94$2.26$2.80$3.54$3.71$4.61$5.89$0.56$0.81$1.05$1.29$1.54$1.85$2.17$2.40$2.77$3.39$3.99$4.59$5.18
PutsCheap0.89×
CallsFair1.03×
SkewBullish-5.34 pp
Implied moveBearish±$4.11
TiltBalanced0.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.3948.2%14.9%39.2538.9%9.2%
25Δ46.7943.3%11.5%39.7941.6%8.5%
30Δ46.0144.2%10.1%40.4342.7%7.6%
35Δ45.0741.9%8.3%41.1242.7%6.6%
40Δ44.3842.1%7.3%41.7942.0%5.6%
45Δ43.7342.7%6.4%42.4342.0%4.8%
50Δ43.0843.4%5.6%43.0642.0%4.1%
55Δ42.4343.6%4.8%43.6339.9%3.3%
60Δ41.6846.9%4.3%44.2739.3%2.6%
65Δ40.8552.7%4.1%45.0541.6%2.3%
70Δ40.2447.7%3.1%45.8542.2%1.8%
75Δ39.1552.0%2.6%46.6541.9%1.3%
80Δ37.6958.2%2.2%47.4240.4%0.9%

20Δ

Calls
Pseudo strike
48.39
IV
48.2%
B/E move
14.9%
Puts
Pseudo strike
39.25
IV
38.9%
B/E move
9.2%

25Δ

Calls
Pseudo strike
46.79
IV
43.3%
B/E move
11.5%
Puts
Pseudo strike
39.79
IV
41.6%
B/E move
8.5%

30Δ

Calls
Pseudo strike
46.01
IV
44.2%
B/E move
10.1%
Puts
Pseudo strike
40.43
IV
42.7%
B/E move
7.6%

35Δ

Calls
Pseudo strike
45.07
IV
41.9%
B/E move
8.3%
Puts
Pseudo strike
41.12
IV
42.7%
B/E move
6.6%

40Δ

Calls
Pseudo strike
44.38
IV
42.1%
B/E move
7.3%
Puts
Pseudo strike
41.79
IV
42.0%
B/E move
5.6%

45Δ

Calls
Pseudo strike
43.73
IV
42.7%
B/E move
6.4%
Puts
Pseudo strike
42.43
IV
42.0%
B/E move
4.8%

50Δ

Calls
Pseudo strike
43.08
IV
43.4%
B/E move
5.6%
Puts
Pseudo strike
43.06
IV
42.0%
B/E move
4.1%

55Δ

Calls
Pseudo strike
42.43
IV
43.6%
B/E move
4.8%
Puts
Pseudo strike
43.63
IV
39.9%
B/E move
3.3%

60Δ

Calls
Pseudo strike
41.68
IV
46.9%
B/E move
4.3%
Puts
Pseudo strike
44.27
IV
39.3%
B/E move
2.6%

65Δ

Calls
Pseudo strike
40.85
IV
52.7%
B/E move
4.1%
Puts
Pseudo strike
45.05
IV
41.6%
B/E move
2.3%

70Δ

Calls
Pseudo strike
40.24
IV
47.7%
B/E move
3.1%
Puts
Pseudo strike
45.85
IV
42.2%
B/E move
1.8%

75Δ

Calls
Pseudo strike
39.15
IV
52.0%
B/E move
2.6%
Puts
Pseudo strike
46.65
IV
41.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
37.69
IV
58.2%
B/E move
2.2%
Puts
Pseudo strike
47.42
IV
40.4%
B/E move
0.9%

Options history

No recorded observations