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TYDDirexion Daily 7-10 Year Treasury Bull 3X ETF

Options Analysis Report
AUM $29M|ARCX
● 2026-08-31$22.53
BEARISH
Analysis: 2026-08-28 EOD data
1Y -11.3%YTD -11.2%7D -0.7%
279
30D
±4.4%
6%

TYD Options Overview

bearish flow with unusual activity. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

5.3VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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TYD Gamma Walls

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Value

Is IV priced right?

7.0
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks6/9 checks passed
≤35%

IV Rank 50.0% — elevated vs history

<1.05x

IV/HV 1.00x — IV ≤ HV

Sector Relative≤50%

Sector percentile 50% — below sector median

<1.1x

Front/Back 0.93x — contango

<1.25x

Put/Call IV 1.00x — normal

<80%

ATM IV 0.0% — normal range

<80%

Effective IV 39.6% (ATM 0.0% + spread 19.8% + bias) — excellent value

<3.0%

Total drag 34.28% (spread 19.82% + slippage 14.46%) — high friction

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 19.82%) — spread drag

Sentiment

Bullish or bearish?

4.5
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: +3%, Raw: +3%)
|net sentiment| ≥25%

Conviction-weighted: +3% (neutral) — Raw: +3%

≥15%

|OI skew| 26.5% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew -95.0%, OI skew +26.5% — divergent (opposite)

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +8%, ATM: +100%, OTM: +2% — strong bullish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 99% — very bearish vs sector

Activity

Unusual activity?

5.7
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks3/8 checks passed
≥1.5x

Volume 2.7x avg — hot

≥15%

Vol/OI 26.9% — high turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +2.0% (5d) — stable

Sector Relative≥60%

Sector activity percentile 94% — very active vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 37% — patient

≥30

Conviction +3 (bullish) — mixed

Liquidity

Can I trade efficiently?

3.1
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks1/8 checks passed
≤5.0%

Spread 19.8% — wide

≥10,000

OI 1,037 — thin

≥500

Volume 279/day — thin

≤$0.50

$0.99 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 0% — much tighter than sector

≥100 contracts

Depth 73.7 contracts (bid:53.0 ask:20.7) — thin

<1.0%

Avg slippage 14.46% — poor

Timing

Is now a good time?

6.3
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks4/9 checks passed
|slope| ≥5%

Slope -7.2% — contango

<30 or >70

IV percentile 50% — neutral

≥10pts kink

IV kink -1.0pts — no clear event

<0.5 or >2.0

θ/ν ratio 1.00 — favors mixed

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +3% @ 51% consistency — unclear

≥40 composite score

Score 30 (ITM 20% + inst 0%) — retail dominated

Directional Strategy Fit

Option Buyers
Long Calls5.4
bullishIV cheap, mixed flow
Long Puts6.6
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.1
bullishIV too cheap, mixed flow
Covered Call4.4
bearishIV too cheap, mixed flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

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