Share price$20.88
1D+0.0%
Sold putSold call
Direxion Daily 7-10 Year Treasury Bull 3X ETF TYD
i
Market dataready · fetched 2026-10-22T12:57:05.763Z
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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T12:36:09.815789641Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T12:57:03.672938+00:00
Direxion Daily 7-10 Year Treasury Bull 3X ETF options
PutsExpensive1.16×
CallsCheap0.71×
SkewBearish+19.37 pp
Implied move——
TiltBearish84.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.39 | 24.1% | 7.9% | 19.14 | 40.1% | 9.7% |
| 25Δ | 21.93 | 22.3% | 6.0% | 19.80 | 30.7% | 6.5% |
| 30Δ | 21.74 | 21.7% | 5.3% | 20.15 | 27.8% | 5.1% |
| 35Δ | 21.55 | 21.0% | 4.6% | 20.36 | 27.7% | 4.5% |
| 40Δ | 21.35 | 20.4% | 3.9% | 20.58 | 27.7% | 3.9% |
| 45Δ | 21.16 | 19.7% | 3.2% | 20.79 | 27.6% | 3.3% |
| 50Δ | 21.03 | 28.1% | 2.7% | |||
| 55Δ | 21.84 | 42.8% | 3.0% | |||
| 60Δ | 22.66 | 57.5% | 3.3% | |||
| 65Δ | 23.47 | 72.2% | 3.6% | |||
| 70Δ | 22.23 | 35.7% | 1.5% | |||
| 75Δ | 23.06 | 46.0% | 1.5% | |||
| 80Δ | 25.06 | 67.8% | 1.6% | |||
20Δ
- Pseudo strike
- 22.39
- IV
- 24.1%
- B/E move
- 7.9%
- Pseudo strike
- 19.14
- IV
- 40.1%
- B/E move
- 9.7%
25Δ
- Pseudo strike
- 21.93
- IV
- 22.3%
- B/E move
- 6.0%
- Pseudo strike
- 19.80
- IV
- 30.7%
- B/E move
- 6.5%
30Δ
- Pseudo strike
- 21.74
- IV
- 21.7%
- B/E move
- 5.3%
- Pseudo strike
- 20.15
- IV
- 27.8%
- B/E move
- 5.1%
35Δ
- Pseudo strike
- 21.55
- IV
- 21.0%
- B/E move
- 4.6%
- Pseudo strike
- 20.36
- IV
- 27.7%
- B/E move
- 4.5%
40Δ
- Pseudo strike
- 21.35
- IV
- 20.4%
- B/E move
- 3.9%
- Pseudo strike
- 20.58
- IV
- 27.7%
- B/E move
- 3.9%
45Δ
- Pseudo strike
- 21.16
- IV
- 19.7%
- B/E move
- 3.2%
- Pseudo strike
- 20.79
- IV
- 27.6%
- B/E move
- 3.3%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 21.03
- IV
- 28.1%
- B/E move
- 2.7%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 21.84
- IV
- 42.8%
- B/E move
- 3.0%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 22.66
- IV
- 57.5%
- B/E move
- 3.3%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 23.47
- IV
- 72.2%
- B/E move
- 3.6%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 22.23
- IV
- 35.7%
- B/E move
- 1.5%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 23.06
- IV
- 46.0%
- B/E move
- 1.5%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 25.06
- IV
- 67.8%
- B/E move
- 1.6%
Options history
No recorded observations