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

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Market datapartial · fetched 2026-10-22T18:38:55.427Z

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 · 2026-10-22T18:06:48.036307851Z

FundamentalsAlpha Vantage · unavailable

Share price$14.65
1D-1.8%
$14.62$14.70$14.78$14.86$14.945:30 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$1.60$3.20$4.79$6.39$12.37$13.37$14.37$15.38$16.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TYO spot · $14.65TYO PRICE$0.13$0.17$0.20$0.24$0.28$0.37$0.45$0.54$0.62$0.71$0.80$0.89$1.12$0.13$0.17$0.22$0.28$0.34$0.40$0.45$0.51$0.57$2.26$4.09$5.93$3.92
PutsExpensive1.56×
CallsFair0.96×
SkewBearish+19.22 pp
Implied moveBalanced±$0.91
TiltBearish49.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.8428.6%9.0%13.1238.2%11.4%
25Δ15.6327.6%7.8%14.0425.2%5.3%
30Δ15.4126.6%6.6%14.1725.1%4.8%
35Δ15.2025.5%5.4%14.3125.0%4.3%
40Δ14.9924.6%4.2%14.4424.9%3.7%
45Δ14.8525.0%3.9%14.5824.7%3.2%
50Δ14.7025.5%3.5%14.7224.6%2.6%
55Δ14.5625.9%3.1%14.8524.5%2.1%
60Δ14.4226.4%2.7%14.9924.4%1.6%
65Δ14.2726.8%2.3%16.5756.7%2.3%
70Δ14.1327.3%1.9%18.2792.0%3.2%
75Δ13.9827.7%1.5%19.98127.2%4.1%
80Δ13.7128.1%1.2%18.2383.0%2.4%

20Δ

Calls
Pseudo strike
15.84
IV
28.6%
B/E move
9.0%
Puts
Pseudo strike
13.12
IV
38.2%
B/E move
11.4%

25Δ

Calls
Pseudo strike
15.63
IV
27.6%
B/E move
7.8%
Puts
Pseudo strike
14.04
IV
25.2%
B/E move
5.3%

30Δ

Calls
Pseudo strike
15.41
IV
26.6%
B/E move
6.6%
Puts
Pseudo strike
14.17
IV
25.1%
B/E move
4.8%

35Δ

Calls
Pseudo strike
15.20
IV
25.5%
B/E move
5.4%
Puts
Pseudo strike
14.31
IV
25.0%
B/E move
4.3%

40Δ

Calls
Pseudo strike
14.99
IV
24.6%
B/E move
4.2%
Puts
Pseudo strike
14.44
IV
24.9%
B/E move
3.7%

45Δ

Calls
Pseudo strike
14.85
IV
25.0%
B/E move
3.9%
Puts
Pseudo strike
14.58
IV
24.7%
B/E move
3.2%

50Δ

Calls
Pseudo strike
14.70
IV
25.5%
B/E move
3.5%
Puts
Pseudo strike
14.72
IV
24.6%
B/E move
2.6%

55Δ

Calls
Pseudo strike
14.56
IV
25.9%
B/E move
3.1%
Puts
Pseudo strike
14.85
IV
24.5%
B/E move
2.1%

60Δ

Calls
Pseudo strike
14.42
IV
26.4%
B/E move
2.7%
Puts
Pseudo strike
14.99
IV
24.4%
B/E move
1.6%

65Δ

Calls
Pseudo strike
14.27
IV
26.8%
B/E move
2.3%
Puts
Pseudo strike
16.57
IV
56.7%
B/E move
2.3%

70Δ

Calls
Pseudo strike
14.13
IV
27.3%
B/E move
1.9%
Puts
Pseudo strike
18.27
IV
92.0%
B/E move
3.2%

75Δ

Calls
Pseudo strike
13.98
IV
27.7%
B/E move
1.5%
Puts
Pseudo strike
19.98
IV
127.2%
B/E move
4.1%

80Δ

Calls
Pseudo strike
13.71
IV
28.1%
B/E move
1.2%
Puts
Pseudo strike
18.23
IV
83.0%
B/E move
2.4%

Options history

No recorded observations