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

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Market datapartial · fetched 2026-10-22T23:27:06.521Z

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 · 2026-10-22T22:30:00.003881985Z

FundamentalsAlpha Vantage · unavailable

Share price$14.74
1D-1.2%
AH$14.62$14.70$14.78$14.86$14.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTYO
Sold putSold callAH

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$1.35$2.71$4.06$5.42$12.23$13.72$15.22$16.71$18.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TYO spot · $14.74TYO PRICE$0.43$0.68$0.68$0.71$0.78$0.85$0.92$1.02$1.12$1.21$1.31$1.41$1.51$0.13$0.18$0.23$0.29$0.34$0.40$0.45$0.50$1.56$3.21$4.87$5.03$2.37
PutsExpensive1.59×
CallsExpensive2.51×
SkewBullish-22.96 pp
Implied moveBullish±$1.37
TiltBearish21.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.9491.6%31.4%13.8428.0%7.0%
25Δ20.42131.0%43.1%14.0826.7%5.7%
30Δ17.7998.4%25.3%14.2226.4%5.1%
35Δ16.7383.0%18.3%14.3726.0%4.5%
40Δ16.1676.0%14.9%14.5125.7%3.9%
45Δ15.5968.9%11.5%14.6625.3%3.3%
50Δ15.0261.9%8.2%14.8025.0%2.6%
55Δ14.7858.1%7.2%14.9524.7%2.0%
60Δ14.5554.5%6.3%15.9545.1%2.3%
65Δ14.3250.9%5.4%17.4878.1%3.2%
70Δ14.0947.2%4.5%19.00111.1%4.1%
75Δ13.8643.6%3.6%19.20112.0%3.8%
80Δ13.6340.0%2.7%16.9052.6%1.4%

20Δ

Calls
Pseudo strike
18.94
IV
91.6%
B/E move
31.4%
Puts
Pseudo strike
13.84
IV
28.0%
B/E move
7.0%

25Δ

Calls
Pseudo strike
20.42
IV
131.0%
B/E move
43.1%
Puts
Pseudo strike
14.08
IV
26.7%
B/E move
5.7%

30Δ

Calls
Pseudo strike
17.79
IV
98.4%
B/E move
25.3%
Puts
Pseudo strike
14.22
IV
26.4%
B/E move
5.1%

35Δ

Calls
Pseudo strike
16.73
IV
83.0%
B/E move
18.3%
Puts
Pseudo strike
14.37
IV
26.0%
B/E move
4.5%

40Δ

Calls
Pseudo strike
16.16
IV
76.0%
B/E move
14.9%
Puts
Pseudo strike
14.51
IV
25.7%
B/E move
3.9%

45Δ

Calls
Pseudo strike
15.59
IV
68.9%
B/E move
11.5%
Puts
Pseudo strike
14.66
IV
25.3%
B/E move
3.3%

50Δ

Calls
Pseudo strike
15.02
IV
61.9%
B/E move
8.2%
Puts
Pseudo strike
14.80
IV
25.0%
B/E move
2.6%

55Δ

Calls
Pseudo strike
14.78
IV
58.1%
B/E move
7.2%
Puts
Pseudo strike
14.95
IV
24.7%
B/E move
2.0%

60Δ

Calls
Pseudo strike
14.55
IV
54.5%
B/E move
6.3%
Puts
Pseudo strike
15.95
IV
45.1%
B/E move
2.3%

65Δ

Calls
Pseudo strike
14.32
IV
50.9%
B/E move
5.4%
Puts
Pseudo strike
17.48
IV
78.1%
B/E move
3.2%

70Δ

Calls
Pseudo strike
14.09
IV
47.2%
B/E move
4.5%
Puts
Pseudo strike
19.00
IV
111.1%
B/E move
4.1%

75Δ

Calls
Pseudo strike
13.86
IV
43.6%
B/E move
3.6%
Puts
Pseudo strike
19.20
IV
112.0%
B/E move
3.8%

80Δ

Calls
Pseudo strike
13.63
IV
40.0%
B/E move
2.7%
Puts
Pseudo strike
16.90
IV
52.6%
B/E move
1.4%

Options history

No recorded observations