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Direxion Daily 7-10 Year Treasury Bear 3X ETF TYO

i

Market dataready · fetched 2026-11-12T15:20:57.175Z

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: 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 data

PriceAlpaca · sip · 2026-11-12T14:42:52.751241509Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:20:55.941935+00:00

Share price$14.94
1D+0.6%
$14.84$14.87$14.90$14.92$14.955:30 AM6:30 AM9:00 AM1:00 PMTYO
Sold putSold call

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

Live interpolated TYO call and put midpoint premiums by absolute delta.Direxion Daily 7-10 Year Treasury Bear 3X ETF$0.00$0.76$1.52$2.27$3.03$13.96$14.43$14.90$15.37$15.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TYO spot · $14.94TYO PRICE$0.08$0.10$0.11$0.13$0.15$0.17$0.25$0.37$0.49$0.61$0.73$0.85$0.97$0.07$0.08$0.09$0.10$0.11$0.13$0.14$0.15$0.63$1.18$1.72$2.27$2.81
PutsExpensive1.57×
CallsFair1.04×
SkewBearish+2.40 pp
Implied moveBullish±$0.39
TiltBearish30.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.7834.3%6.1%14.1933.4%5.5%
25Δ15.6332.1%5.3%14.3030.7%4.8%
30Δ15.4929.9%4.4%14.4228.0%4.1%
35Δ15.3427.6%3.6%14.5325.3%3.4%
40Δ15.2025.4%2.7%14.6522.6%2.7%
45Δ15.0523.2%1.9%14.7619.9%2.1%
50Δ14.9124.6%1.5%14.8717.2%1.4%
55Δ14.7828.1%1.4%14.9914.4%0.7%
60Δ14.6431.6%1.3%15.4925.7%0.6%
65Δ14.5035.1%1.2%16.0438.6%0.6%
70Δ14.3638.6%1.0%16.5851.6%0.5%
75Δ14.2342.1%0.9%17.1364.6%0.5%
80Δ14.0945.7%0.8%17.6877.5%0.5%

20Δ

Calls
Pseudo strike
15.78
IV
34.3%
B/E move
6.1%
Puts
Pseudo strike
14.19
IV
33.4%
B/E move
5.5%

25Δ

Calls
Pseudo strike
15.63
IV
32.1%
B/E move
5.3%
Puts
Pseudo strike
14.30
IV
30.7%
B/E move
4.8%

30Δ

Calls
Pseudo strike
15.49
IV
29.9%
B/E move
4.4%
Puts
Pseudo strike
14.42
IV
28.0%
B/E move
4.1%

35Δ

Calls
Pseudo strike
15.34
IV
27.6%
B/E move
3.6%
Puts
Pseudo strike
14.53
IV
25.3%
B/E move
3.4%

40Δ

Calls
Pseudo strike
15.20
IV
25.4%
B/E move
2.7%
Puts
Pseudo strike
14.65
IV
22.6%
B/E move
2.7%

45Δ

Calls
Pseudo strike
15.05
IV
23.2%
B/E move
1.9%
Puts
Pseudo strike
14.76
IV
19.9%
B/E move
2.1%

50Δ

Calls
Pseudo strike
14.91
IV
24.6%
B/E move
1.5%
Puts
Pseudo strike
14.87
IV
17.2%
B/E move
1.4%

55Δ

Calls
Pseudo strike
14.78
IV
28.1%
B/E move
1.4%
Puts
Pseudo strike
14.99
IV
14.4%
B/E move
0.7%

60Δ

Calls
Pseudo strike
14.64
IV
31.6%
B/E move
1.3%
Puts
Pseudo strike
15.49
IV
25.7%
B/E move
0.6%

65Δ

Calls
Pseudo strike
14.50
IV
35.1%
B/E move
1.2%
Puts
Pseudo strike
16.04
IV
38.6%
B/E move
0.6%

70Δ

Calls
Pseudo strike
14.36
IV
38.6%
B/E move
1.0%
Puts
Pseudo strike
16.58
IV
51.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
14.23
IV
42.1%
B/E move
0.9%
Puts
Pseudo strike
17.13
IV
64.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
14.09
IV
45.7%
B/E move
0.8%
Puts
Pseudo strike
17.68
IV
77.5%
B/E move
0.5%

Options history

IV · four-Friday blend77.13%
Daily EOD
TYO27.9%60.9%93.9%2026-10-20: 81.28%2026-10-22: 52.39%2026-10-23: 89.37%2026-10-27: 79.25%2026-10-28: 32.48%2026-10-29: 77.13%Oct 20Oct 23Oct 29
6 observations2026-10-20 — 2026-10-29
Table
DateIV (%)
81.28%
52.39%
89.37%
79.25%
32.48%
77.13%