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Direxion Daily S&P 500 High Beta Bull 3X ETF HIBL

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Market datapartial · fetched 2026-10-22T18:25:27.539Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T18:22:21.939648759Z

FundamentalsAlpha Vantage · unavailable

Share price$78.99
1D-8.2%
$77$80$82$85$885:30 AM6:30 AM9:00 AM1:00 PMHIBL
Sold putSold call

Direxion Daily S&P 500 High Beta Bull 3X ETF options

Live interpolated HIBL call and put midpoint premiums by absolute delta.Direxion Daily S&P 500 High Beta Bull 3X ETF$1.64$9.69$17.73$25.78$33.82$49.51$70.40$91.30$112.19$133.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HIBL spot · $78.99HIBL PRICE$2.51$3.04$3.88$4.78$5.71$6.75$7.79$8.83$9.87$11.44$13.67$15.43$18.28$2.69$3.37$4.30$5.35$6.75$8.32$9.54$10.65$12.38$14.44$17.07$22.86$31.50
PutsFair0.95×
CallsExpensive1.33×
SkewBullish-13.02 pp
Implied moveBearish±$17.33
TiltBearish14.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.58117.8%44.4%65.5594.8%20.4%
25Δ101.31105.6%32.1%69.0588.8%16.8%
30Δ96.76104.1%27.4%71.7288.4%14.7%
35Δ93.00104.9%23.8%74.2588.3%12.8%
40Δ89.38105.1%20.4%76.8189.9%11.3%
45Δ86.28103.1%17.8%79.3892.7%10.0%
50Δ83.19101.2%15.2%81.7990.6%8.5%
55Δ80.1099.2%12.6%84.1586.8%6.9%
60Δ77.0197.2%10.0%86.8485.9%5.7%
65Δ73.96100.0%8.1%89.7186.6%4.7%
70Δ70.84105.9%7.0%93.0687.4%3.8%
75Δ67.83104.6%5.4%99.3098.2%3.2%
80Δ64.09109.5%4.3%108.43110.4%2.6%

20Δ

Calls
Pseudo strike
111.58
IV
117.8%
B/E move
44.4%
Puts
Pseudo strike
65.55
IV
94.8%
B/E move
20.4%

25Δ

Calls
Pseudo strike
101.31
IV
105.6%
B/E move
32.1%
Puts
Pseudo strike
69.05
IV
88.8%
B/E move
16.8%

30Δ

Calls
Pseudo strike
96.76
IV
104.1%
B/E move
27.4%
Puts
Pseudo strike
71.72
IV
88.4%
B/E move
14.7%

35Δ

Calls
Pseudo strike
93.00
IV
104.9%
B/E move
23.8%
Puts
Pseudo strike
74.25
IV
88.3%
B/E move
12.8%

40Δ

Calls
Pseudo strike
89.38
IV
105.1%
B/E move
20.4%
Puts
Pseudo strike
76.81
IV
89.9%
B/E move
11.3%

45Δ

Calls
Pseudo strike
86.28
IV
103.1%
B/E move
17.8%
Puts
Pseudo strike
79.38
IV
92.7%
B/E move
10.0%

50Δ

Calls
Pseudo strike
83.19
IV
101.2%
B/E move
15.2%
Puts
Pseudo strike
81.79
IV
90.6%
B/E move
8.5%

55Δ

Calls
Pseudo strike
80.10
IV
99.2%
B/E move
12.6%
Puts
Pseudo strike
84.15
IV
86.8%
B/E move
6.9%

60Δ

Calls
Pseudo strike
77.01
IV
97.2%
B/E move
10.0%
Puts
Pseudo strike
86.84
IV
85.9%
B/E move
5.7%

65Δ

Calls
Pseudo strike
73.96
IV
100.0%
B/E move
8.1%
Puts
Pseudo strike
89.71
IV
86.6%
B/E move
4.7%

70Δ

Calls
Pseudo strike
70.84
IV
105.9%
B/E move
7.0%
Puts
Pseudo strike
93.06
IV
87.4%
B/E move
3.8%

75Δ

Calls
Pseudo strike
67.83
IV
104.6%
B/E move
5.4%
Puts
Pseudo strike
99.30
IV
98.2%
B/E move
3.2%

80Δ

Calls
Pseudo strike
64.09
IV
109.5%
B/E move
4.3%
Puts
Pseudo strike
108.43
IV
110.4%
B/E move
2.6%

Options history

No recorded observations