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Direxion Daily 7-10 Year Treasury Bull 3X ETF TYD

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Market datapartial · fetched 2026-10-22T21:08:31.658Z

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 · 2026-10-22T20:13:54.845724496Z

FundamentalsAlpha Vantage · unavailable

Share price$21.20
1D+1.5%
AH$20.84$20.97$21.10$21.24$21.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTYD
Sold putSold callAH

Direxion Daily 7-10 Year Treasury Bull 3X ETF options

Live interpolated TYD call and put midpoint premiums by absolute delta.Direxion Daily 7-10 Year Treasury Bull 3X ETF$0.22$0.59$0.97$1.34$1.71$18.65$19.87$21.08$22.30$23.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TYD spot · $21.20TYD PRICE$0.26$0.28$0.29$0.34$0.41$0.49$0.57$0.64$0.74$0.90$1.06$1.22$1.38$0.27$0.30$0.33$0.36$0.40$0.49$0.60$0.71$0.81$0.92$1.07$1.33$1.60
PutsCheap0.77×
CallsCheap0.89×
SkewBullish-0.74 pp
Implied moveBearish±$1.16
TiltBearish3.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.2646.3%15.7%19.2741.4%10.4%
25Δ23.3537.6%11.5%19.6936.7%8.5%
30Δ22.4528.8%7.3%20.1132.1%6.7%
35Δ21.9024.5%4.9%20.5227.4%4.9%
40Δ21.7124.3%4.4%20.9422.7%3.1%
45Δ21.5224.1%3.8%21.1522.2%2.5%
50Δ21.3323.9%3.3%21.3322.4%2.2%
55Δ21.1523.7%2.8%21.5122.6%1.9%
60Δ20.9523.6%2.3%21.6922.8%1.5%
65Δ20.7224.1%2.0%21.8722.9%1.2%
70Δ20.5024.6%1.7%22.0823.3%0.9%
75Δ20.2825.0%1.4%22.3924.3%0.7%
80Δ20.0625.5%1.1%22.7125.3%0.4%

20Δ

Calls
Pseudo strike
24.26
IV
46.3%
B/E move
15.7%
Puts
Pseudo strike
19.27
IV
41.4%
B/E move
10.4%

25Δ

Calls
Pseudo strike
23.35
IV
37.6%
B/E move
11.5%
Puts
Pseudo strike
19.69
IV
36.7%
B/E move
8.5%

30Δ

Calls
Pseudo strike
22.45
IV
28.8%
B/E move
7.3%
Puts
Pseudo strike
20.11
IV
32.1%
B/E move
6.7%

35Δ

Calls
Pseudo strike
21.90
IV
24.5%
B/E move
4.9%
Puts
Pseudo strike
20.52
IV
27.4%
B/E move
4.9%

40Δ

Calls
Pseudo strike
21.71
IV
24.3%
B/E move
4.4%
Puts
Pseudo strike
20.94
IV
22.7%
B/E move
3.1%

45Δ

Calls
Pseudo strike
21.52
IV
24.1%
B/E move
3.8%
Puts
Pseudo strike
21.15
IV
22.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
21.33
IV
23.9%
B/E move
3.3%
Puts
Pseudo strike
21.33
IV
22.4%
B/E move
2.2%

55Δ

Calls
Pseudo strike
21.15
IV
23.7%
B/E move
2.8%
Puts
Pseudo strike
21.51
IV
22.6%
B/E move
1.9%

60Δ

Calls
Pseudo strike
20.95
IV
23.6%
B/E move
2.3%
Puts
Pseudo strike
21.69
IV
22.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
20.72
IV
24.1%
B/E move
2.0%
Puts
Pseudo strike
21.87
IV
22.9%
B/E move
1.2%

70Δ

Calls
Pseudo strike
20.50
IV
24.6%
B/E move
1.7%
Puts
Pseudo strike
22.08
IV
23.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
20.28
IV
25.0%
B/E move
1.4%
Puts
Pseudo strike
22.39
IV
24.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
20.06
IV
25.5%
B/E move
1.1%
Puts
Pseudo strike
22.71
IV
25.3%
B/E move
0.4%

Options history

No recorded observations