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Direxion Daily 20+ Year Treasury Bear 3X ETF TMV

i

Market dataready · fetched 2026-11-03T22:04:11.623Z

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 · 2026-11-03T21:35:45.97524606Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T22:04:10.966094+00:00

Share price$43.66
1D+2.1%
AH$42.50$42.82$43.13$43.45$43.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTMV
Sold putSold callAH

Direxion Daily 20+ Year Treasury Bear 3X ETF options

Live interpolated TMV call and put midpoint premiums by absolute delta.Direxion Daily 20+ Year Treasury Bear 3X ETF$0.21$2.57$4.92$7.28$9.64$37.20$39.92$42.64$45.36$48.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TMV spot · $43.66TMV PRICE$0.53$0.47$0.61$0.76$0.90$1.02$1.19$1.40$1.62$1.97$2.34$2.59$2.83$0.51$0.70$0.93$1.17$1.44$1.87$2.36$2.62$3.16$3.85$4.70$6.69$8.96
PutsExpensive1.59×
CallsExpensive1.07×
SkewBearish+21.66 pp
Implied moveBearish±$3.54
TiltBearish36.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.5453.4%12.4%40.4246.0%8.6%
25Δ46.1334.4%6.7%41.0647.0%7.6%
30Δ45.6234.6%5.9%41.6348.4%6.8%
35Δ45.1835.4%5.2%42.2249.4%6.0%
40Δ44.7334.9%4.5%42.8150.0%5.2%
45Δ44.2833.4%3.8%43.4353.7%4.8%
50Δ43.8432.7%3.1%44.0857.9%4.4%
55Δ43.4533.0%2.7%44.7155.3%3.6%
60Δ43.0633.4%2.3%45.4856.7%3.1%
65Δ42.5834.9%2.0%46.3559.6%2.6%
70Δ42.0836.6%1.7%47.4062.7%2.2%
75Δ41.6835.2%1.4%49.4775.3%2.0%
80Δ41.2933.2%1.0%51.8984.8%1.7%

20Δ

Calls
Pseudo strike
48.54
IV
53.4%
B/E move
12.4%
Puts
Pseudo strike
40.42
IV
46.0%
B/E move
8.6%

25Δ

Calls
Pseudo strike
46.13
IV
34.4%
B/E move
6.7%
Puts
Pseudo strike
41.06
IV
47.0%
B/E move
7.6%

30Δ

Calls
Pseudo strike
45.62
IV
34.6%
B/E move
5.9%
Puts
Pseudo strike
41.63
IV
48.4%
B/E move
6.8%

35Δ

Calls
Pseudo strike
45.18
IV
35.4%
B/E move
5.2%
Puts
Pseudo strike
42.22
IV
49.4%
B/E move
6.0%

40Δ

Calls
Pseudo strike
44.73
IV
34.9%
B/E move
4.5%
Puts
Pseudo strike
42.81
IV
50.0%
B/E move
5.2%

45Δ

Calls
Pseudo strike
44.28
IV
33.4%
B/E move
3.8%
Puts
Pseudo strike
43.43
IV
53.7%
B/E move
4.8%

50Δ

Calls
Pseudo strike
43.84
IV
32.7%
B/E move
3.1%
Puts
Pseudo strike
44.08
IV
57.9%
B/E move
4.4%

55Δ

Calls
Pseudo strike
43.45
IV
33.0%
B/E move
2.7%
Puts
Pseudo strike
44.71
IV
55.3%
B/E move
3.6%

60Δ

Calls
Pseudo strike
43.06
IV
33.4%
B/E move
2.3%
Puts
Pseudo strike
45.48
IV
56.7%
B/E move
3.1%

65Δ

Calls
Pseudo strike
42.58
IV
34.9%
B/E move
2.0%
Puts
Pseudo strike
46.35
IV
59.6%
B/E move
2.6%

70Δ

Calls
Pseudo strike
42.08
IV
36.6%
B/E move
1.7%
Puts
Pseudo strike
47.40
IV
62.7%
B/E move
2.2%

75Δ

Calls
Pseudo strike
41.68
IV
35.2%
B/E move
1.4%
Puts
Pseudo strike
49.47
IV
75.3%
B/E move
2.0%

80Δ

Calls
Pseudo strike
41.29
IV
33.2%
B/E move
1.0%
Puts
Pseudo strike
51.89
IV
84.8%
B/E move
1.7%

Options history

IV · four-Friday blend40.31%
Daily EOD
TMV38.7%41.4%44.2%2026-10-19: 41.85%2026-10-20: 41.89%2026-10-21: 40.82%2026-10-22: 41.36%2026-10-23: 43.80%2026-10-26: 41.31%2026-10-27: 40.40%2026-10-28: 39.63%2026-10-29: 39.06%2026-10-30: 40.31%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.85%
41.89%
40.82%
41.36%
43.80%
41.31%
40.40%
39.63%
39.06%
40.31%