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

i

Market dataready · fetched 2026-11-04T03:34:27.582Z

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 · 2026-11-04T01:00:00.185490819Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T03:34:27.104807+00:00

Share price$21.34
1D-0.4%
AH$21.29$21.33$21.37$21.41$21.455:30 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$0.09$0.42$0.76$1.09$1.42$19.77$20.57$21.36$22.16$22.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TYD spot · $21.34TYD PRICE$0.13$0.17$0.20$0.26$0.32$0.38$0.44$0.50$0.56$0.62$0.75$0.89$1.02$0.13$0.17$0.21$0.25$0.33$0.42$0.50$0.58$0.66$0.74$0.82$1.07$1.33
PutsCheap0.86×
CallsCheap0.80×
SkewBearish+0.74 pp
Implied moveBearish±$0.94
TiltBearish7.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.4824.5%5.9%20.4223.6%5.0%
25Δ22.2324.1%5.0%20.6123.2%4.2%
30Δ21.9923.8%4.0%20.8122.9%3.5%
35Δ21.8523.6%3.6%21.0122.6%2.8%
40Δ21.7123.4%3.3%21.1522.8%2.5%
45Δ21.5723.2%2.9%21.2923.0%2.2%
50Δ21.4323.0%2.5%21.4323.2%1.9%
55Δ21.2922.8%2.1%21.5723.4%1.6%
60Δ21.1522.7%1.7%21.7123.6%1.3%
65Δ21.0122.5%1.4%21.8623.8%1.1%
70Δ20.8322.1%1.2%22.0024.0%0.8%
75Δ20.6621.7%1.0%22.2825.4%0.6%
80Δ20.4921.3%0.8%22.5726.7%0.4%

20Δ

Calls
Pseudo strike
22.48
IV
24.5%
B/E move
5.9%
Puts
Pseudo strike
20.42
IV
23.6%
B/E move
5.0%

25Δ

Calls
Pseudo strike
22.23
IV
24.1%
B/E move
5.0%
Puts
Pseudo strike
20.61
IV
23.2%
B/E move
4.2%

30Δ

Calls
Pseudo strike
21.99
IV
23.8%
B/E move
4.0%
Puts
Pseudo strike
20.81
IV
22.9%
B/E move
3.5%

35Δ

Calls
Pseudo strike
21.85
IV
23.6%
B/E move
3.6%
Puts
Pseudo strike
21.01
IV
22.6%
B/E move
2.8%

40Δ

Calls
Pseudo strike
21.71
IV
23.4%
B/E move
3.3%
Puts
Pseudo strike
21.15
IV
22.8%
B/E move
2.5%

45Δ

Calls
Pseudo strike
21.57
IV
23.2%
B/E move
2.9%
Puts
Pseudo strike
21.29
IV
23.0%
B/E move
2.2%

50Δ

Calls
Pseudo strike
21.43
IV
23.0%
B/E move
2.5%
Puts
Pseudo strike
21.43
IV
23.2%
B/E move
1.9%

55Δ

Calls
Pseudo strike
21.29
IV
22.8%
B/E move
2.1%
Puts
Pseudo strike
21.57
IV
23.4%
B/E move
1.6%

60Δ

Calls
Pseudo strike
21.15
IV
22.7%
B/E move
1.7%
Puts
Pseudo strike
21.71
IV
23.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
21.01
IV
22.5%
B/E move
1.4%
Puts
Pseudo strike
21.86
IV
23.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
20.83
IV
22.1%
B/E move
1.2%
Puts
Pseudo strike
22.00
IV
24.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
20.66
IV
21.7%
B/E move
1.0%
Puts
Pseudo strike
22.28
IV
25.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
20.49
IV
21.3%
B/E move
0.8%
Puts
Pseudo strike
22.57
IV
26.7%
B/E move
0.4%

Options history

IV · four-Friday blend21.65%
Daily EOD
TYD20.1%22.5%24.9%2026-10-19: 20.46%2026-10-20: 23.36%2026-10-21: 21.31%2026-10-22: 22.71%2026-10-23: 24.53%2026-10-26: 21.77%2026-10-27: 20.93%2026-10-28: 20.91%2026-10-29: 21.88%2026-10-30: 21.65%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.46%
23.36%
21.31%
22.71%
24.53%
21.77%
20.93%
20.91%
21.88%
21.65%