Direxion Daily 7-10 Year Treasury Bull 3X ETF TYD
i
Market dataready · fetched 2026-11-11T13:50:37.311Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T13:12:24.724962007Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:50:37.011530+00:00
Direxion Daily 7-10 Year Treasury Bull 3X ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.58 | 57.1% | 8.2% | |||
| 25Δ | 26.10 | 165.2% | 27.3% | 20.06 | 49.3% | 6.1% |
| 30Δ | 24.37 | 140.2% | 19.3% | 20.31 | 42.8% | 4.9% |
| 35Δ | 22.97 | 111.1% | 12.7% | 20.56 | 36.3% | 3.8% |
| 40Δ | 22.20 | 93.5% | 9.2% | 20.81 | 29.9% | 2.6% |
| 45Δ | 21.27 | 27.9% | 1.7% | |||
| 50Δ | 22.46 | 41.9% | 1.6% | |||
| 55Δ | 20.98 | 43.2% | 2.5% | 23.66 | 55.9% | 1.4% |
| 60Δ | 20.77 | 43.7% | 2.2% | 24.85 | 69.8% | 1.3% |
| 65Δ | 20.56 | 44.2% | 1.9% | 26.05 | 83.8% | 1.2% |
| 70Δ | 20.35 | 44.7% | 1.5% | 27.24 | 97.8% | 1.1% |
| 75Δ | 20.15 | 45.2% | 1.2% | 28.44 | 111.7% | 0.9% |
| 80Δ | 19.85 | 47.5% | 0.9% | 29.63 | 125.7% | 0.8% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 19.58
- IV
- 57.1%
- B/E move
- 8.2%
25Δ
- Pseudo strike
- 26.10
- IV
- 165.2%
- B/E move
- 27.3%
- Pseudo strike
- 20.06
- IV
- 49.3%
- B/E move
- 6.1%
30Δ
- Pseudo strike
- 24.37
- IV
- 140.2%
- B/E move
- 19.3%
- Pseudo strike
- 20.31
- IV
- 42.8%
- B/E move
- 4.9%
35Δ
- Pseudo strike
- 22.97
- IV
- 111.1%
- B/E move
- 12.7%
- Pseudo strike
- 20.56
- IV
- 36.3%
- B/E move
- 3.8%
40Δ
- Pseudo strike
- 22.20
- IV
- 93.5%
- B/E move
- 9.2%
- Pseudo strike
- 20.81
- IV
- 29.9%
- B/E move
- 2.6%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 21.27
- IV
- 27.9%
- B/E move
- 1.7%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 22.46
- IV
- 41.9%
- B/E move
- 1.6%
55Δ
- Pseudo strike
- 20.98
- IV
- 43.2%
- B/E move
- 2.5%
- Pseudo strike
- 23.66
- IV
- 55.9%
- B/E move
- 1.4%
60Δ
- Pseudo strike
- 20.77
- IV
- 43.7%
- B/E move
- 2.2%
- Pseudo strike
- 24.85
- IV
- 69.8%
- B/E move
- 1.3%
65Δ
- Pseudo strike
- 20.56
- IV
- 44.2%
- B/E move
- 1.9%
- Pseudo strike
- 26.05
- IV
- 83.8%
- B/E move
- 1.2%
70Δ
- Pseudo strike
- 20.35
- IV
- 44.7%
- B/E move
- 1.5%
- Pseudo strike
- 27.24
- IV
- 97.8%
- B/E move
- 1.1%
75Δ
- Pseudo strike
- 20.15
- IV
- 45.2%
- B/E move
- 1.2%
- Pseudo strike
- 28.44
- IV
- 111.7%
- B/E move
- 0.9%
80Δ
- Pseudo strike
- 19.85
- IV
- 47.5%
- B/E move
- 0.9%
- Pseudo strike
- 29.63
- IV
- 125.7%
- B/E move
- 0.8%
Options history
Table
| Date | IV (%) |
|---|---|
| 20.46% | |
| 23.36% | |
| 21.31% | |
| 22.71% | |
| 24.53% | |
| 21.77% | |
| 20.93% | |
| 20.91% | |
| 21.88% | |
| 21.65% |