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

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Market dataready · fetched 2026-10-25T16:35:22.594Z

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 · 2026-10-24T00:00:00.069964591Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-25T16:35:22.737211+00:00

Share price$78.04
1D+2.1%
AH$76$77$78$80$815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHIBL
Sold putSold callAH

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$1.84$7.49$13.14$18.79$24.43$49.15$70.14$91.14$112.13$133.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HIBL spot · $78.04HIBL PRICE$2.45$2.89$3.52$4.23$5.09$6.00$6.99$8.28$9.76$11.44$13.53$15.96$19.21$3.13$3.88$5.00$6.17$7.33$8.45$9.64$10.93$12.51$14.66$16.77$18.86$22.81
PutsExpensive1.05×
CallsExpensive1.39×
SkewBullish-7.28 pp
Implied moveBearish±$16.63
TiltBearish12.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.52121.3%42.2%63.32115.4%22.9%
25Δ98.76106.3%30.2%67.21107.4%18.9%
30Δ93.69101.6%24.6%70.16107.5%16.5%
35Δ89.7298.8%20.4%73.03106.4%14.3%
40Δ86.6698.5%17.6%75.77104.1%12.3%
45Δ83.7598.2%15.0%78.38100.7%10.4%
50Δ81.0197.9%12.8%80.9397.4%8.7%
55Δ78.36100.0%11.0%83.3694.5%7.2%
60Δ75.77103.5%9.6%85.9792.7%5.9%
65Δ73.02107.2%8.2%88.9293.3%4.8%
70Δ69.96112.1%7.0%91.8192.0%3.8%
75Δ66.56117.0%5.7%94.6789.7%2.9%
80Δ62.46125.3%4.6%99.2191.9%2.1%

20Δ

Calls
Pseudo strike
108.52
IV
121.3%
B/E move
42.2%
Puts
Pseudo strike
63.32
IV
115.4%
B/E move
22.9%

25Δ

Calls
Pseudo strike
98.76
IV
106.3%
B/E move
30.2%
Puts
Pseudo strike
67.21
IV
107.4%
B/E move
18.9%

30Δ

Calls
Pseudo strike
93.69
IV
101.6%
B/E move
24.6%
Puts
Pseudo strike
70.16
IV
107.5%
B/E move
16.5%

35Δ

Calls
Pseudo strike
89.72
IV
98.8%
B/E move
20.4%
Puts
Pseudo strike
73.03
IV
106.4%
B/E move
14.3%

40Δ

Calls
Pseudo strike
86.66
IV
98.5%
B/E move
17.6%
Puts
Pseudo strike
75.77
IV
104.1%
B/E move
12.3%

45Δ

Calls
Pseudo strike
83.75
IV
98.2%
B/E move
15.0%
Puts
Pseudo strike
78.38
IV
100.7%
B/E move
10.4%

50Δ

Calls
Pseudo strike
81.01
IV
97.9%
B/E move
12.8%
Puts
Pseudo strike
80.93
IV
97.4%
B/E move
8.7%

55Δ

Calls
Pseudo strike
78.36
IV
100.0%
B/E move
11.0%
Puts
Pseudo strike
83.36
IV
94.5%
B/E move
7.2%

60Δ

Calls
Pseudo strike
75.77
IV
103.5%
B/E move
9.6%
Puts
Pseudo strike
85.97
IV
92.7%
B/E move
5.9%

65Δ

Calls
Pseudo strike
73.02
IV
107.2%
B/E move
8.2%
Puts
Pseudo strike
88.92
IV
93.3%
B/E move
4.8%

70Δ

Calls
Pseudo strike
69.96
IV
112.1%
B/E move
7.0%
Puts
Pseudo strike
91.81
IV
92.0%
B/E move
3.8%

75Δ

Calls
Pseudo strike
66.56
IV
117.0%
B/E move
5.7%
Puts
Pseudo strike
94.67
IV
89.7%
B/E move
2.9%

80Δ

Calls
Pseudo strike
62.46
IV
125.3%
B/E move
4.6%
Puts
Pseudo strike
99.21
IV
91.9%
B/E move
2.1%

Options history

HIBL78.4992.32106.162026-07-27: 93.80%2026-07-28: 94.58%2026-07-29: 103.58%2026-07-30: 93.43%2026-07-31: 92.09%2026-08-03: 85.33%2026-08-04: 85.01%2026-08-05: 85.75%2026-08-06: 86.12%2026-08-07: 83.08%2026-08-10: 87.82%2026-08-11: 84.43%2026-08-12: 83.97%2026-08-17: 80.88%2026-08-18: 89.20%2026-08-19: 86.87%2026-08-20: 96.92%2026-08-21: 81.65%2026-08-24: 85.41%2026-08-25: 80.67%2026-08-26: 82.62%2026-08-27: 82.54%2026-08-28: 84.36%2026-08-31: 85.70%2026-09-01: 87.69%2026-09-02: 84.60%2026-09-03: 83.04%2026-09-04: 81.09%2026-09-08: 83.84%2026-09-09: 85.02%2026-09-10: 89.38%2026-09-11: 83.15%2026-09-14: 96.48%2026-09-15: 101.79%2026-09-16: 104.25%2026-09-17: 102.51%2026-09-25: 80.40%2026-09-28: 81.75%2026-09-29: 81.00%2026-09-30: 83.49%2026-10-01: 82.14%2026-10-02: 81.57%2026-10-05: 81.30%2026-10-06: 81.16%2026-10-07: 81.80%2026-10-08: 84.29%2026-10-09: 80.76%2026-10-12: 87.44%2026-10-13: 88.18%2026-10-14: 97.40%2026-10-15: 98.51%2026-10-16: 87.53%2026-10-19: 87.03%2026-10-20: 84.93%2026-10-21: 83.84%2026-10-22: 89.49%2026-10-23: 87.30%Jul 27Oct 23
Table
DateIV
93.80%
94.58%
103.58%
93.43%
92.09%
85.33%
85.01%
85.75%
86.12%
83.08%
87.82%
84.43%
83.97%
80.88%
89.20%
86.87%
96.92%
81.65%
85.41%
80.67%
82.62%
82.54%
84.36%
85.70%
87.69%
84.60%
83.04%
81.09%
83.84%
85.02%
89.38%
83.15%
96.48%
101.79%
104.25%
102.51%
80.40%
81.75%
81.00%
83.49%
82.14%
81.57%
81.30%
81.16%
81.80%
84.29%
80.76%
87.44%
88.18%
97.40%
98.51%
87.53%
87.03%
84.93%
83.84%
89.49%
87.30%