Expand TMF Menu
TMF MENU

TMF Stock Posts


30-day Implied Volatility (IV30) Falls to Lowest Level in 12 months

TMF Direxion Daily 20 Year Plus Treasury Bull 3X36.72+1.36 (+3.9%)

The IV30 fell to 19.2, the lowest level since Jun 25, 2025 when it traded at 22.7. Stock Option traders are pricing in an average daily move of ±1.2%. The 52-Week historical volatility is 27.2 with an average daily move of ±1.7%. View Implied Vol
30-Day Downside Put Protection Falls to Lowest Level in 12 months

TMF Direxion Daily 20 Year Plus Treasury Bull 3X36.74+1.38 (+3.9%)

The cost to protect downside risk fell to 2.1%, the lowest level since Jun 25, 2025 when it was at 2.5%. The 52-Week average is 3.5% and the 52-Week range is 2.1% - 5.1%.

TMF 35.42-0.94 (-2.6%)Direxion Daily 20 Year Plus Treasury Bull 3X

  • ATM straddle for 26-Jun-26 expiration returned a positive 50.8% from the previous business day
  • The upside wing (25 delta calls) declined -68.2%
  • Downside put (25 delta puts) gained 200.0%
  • The option volume for 26-Jun-26 expiration is 2,330
30-Day Downside Put Protection Falls to Lowest Level in 12 months

TMF Direxion Daily 20 Year Plus Treasury Bull 3X35.70-0.66 (-1.8%)

The cost to protect downside risk fell to 2.4%, the lowest level since Jun 24, 2025 when it was at 2.5%. The 52-Week average is 3.5% and the 52-Week range is 2.4% - 5.1%.
30-Day Downside Put Protection Falls to Lowest Level in 12 months

TMF Direxion Daily 20 Year Plus Treasury Bull 3X35.76-0.60 (-1.7%)

The cost to protect downside risk fell to 2.4%, the lowest level since Jun 23, 2025 when it was at 2.5%. The 52-Week average is 3.5% and the 52-Week range is 2.4% - 5.1%.
30-day Implied Volatility (IV30) Falls to Lowest Level in 12 months

TMF Direxion Daily 20 Year Plus Treasury Bull 3X36.29+0.43 (+1.2%)

The IV30 fell to 22.9, the lowest level since Jun 19, 2025 when it traded at 23.1. Stock Option traders are pricing in an average daily move of ±1.4%. The 52-Week historical volatility is 27.3 with an average daily move of ±1.7%. View Implied Vol
Load Earlier Posts
Market Data Delayed 15 Minutes