TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares
$7.74
-0.62% ($2.93)
Market Cap: $1.99B
Open Interest: 235.6K
Option Volume: 8.8K
Dividend
1.82% ($0.14)
6/21/2023 (12d) !
1.82% ($0.14)
6/21/2023 (12d) !
Implied Volatility
48.3%
IV Min 1y:
45.8%
IV Max 1y:
89.9%
IV Rank 1y
6
6
IV Percentile 1y
2
2
IV ZScore 1y
-1.90
-1.90
Historical Volatility 30d
34.82%
34.82%
IV/HV
1.39
1.39
Put/Call Ratio
0.16
0.16
Direxion Daily 20+ Year Treasury Bull 3X Shares has an Implied Volatility (IV) of 48.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TMF is 6 and the Implied Volatility Percentile (IVP) is 2. The current Implied Volatility Index for TMF is -1.9 standard deviations away from its 1 year mean of 64.6%.
Data as of 6/8/2023