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

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Market datapartial · fetched 2026-10-22T23:11:35.716Z

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 · 2026-10-22T23:11:19.46243753Z

FundamentalsAlpha Vantage · unavailable

Share price$79.00
1D-8.3%
AH$77$80$82$85$885:30 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$1.62$9.12$16.62$24.13$31.63$49.99$70.75$91.51$112.28$133.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HIBL spot · $79.00HIBL PRICE$2.43$3.07$3.76$4.67$5.66$6.68$7.84$9.06$10.38$11.42$13.66$15.43$17.93$2.64$3.46$4.47$5.53$6.87$8.35$9.72$11.05$12.91$14.96$17.97$23.18$29.47
PutsFair0.98×
CallsExpensive1.31×
SkewBullish-12.04 pp
Implied moveBearish±$17.55
TiltBearish14.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.85112.4%40.9%65.7693.1%20.1%
25Δ101.72107.0%32.7%68.8990.9%17.2%
30Δ96.14102.1%26.4%71.5791.3%15.1%
35Δ92.50103.0%23.0%74.1990.8%13.1%
40Δ89.18104.3%20.0%76.7991.4%11.5%
45Δ85.88104.1%17.2%79.3993.1%10.1%
50Δ82.78104.4%14.7%81.9291.7%8.6%
55Δ79.76104.7%12.4%84.4389.5%7.1%
60Δ76.82104.0%10.4%87.2389.1%5.9%
65Δ73.9799.8%8.1%90.1389.3%4.8%
70Δ70.86105.8%7.0%93.8591.4%3.9%
75Δ67.85104.5%5.4%99.6099.4%3.3%
80Δ64.36106.8%4.2%106.50105.6%2.5%

20Δ

Calls
Pseudo strike
108.85
IV
112.4%
B/E move
40.9%
Puts
Pseudo strike
65.76
IV
93.1%
B/E move
20.1%

25Δ

Calls
Pseudo strike
101.72
IV
107.0%
B/E move
32.7%
Puts
Pseudo strike
68.89
IV
90.9%
B/E move
17.2%

30Δ

Calls
Pseudo strike
96.14
IV
102.1%
B/E move
26.4%
Puts
Pseudo strike
71.57
IV
91.3%
B/E move
15.1%

35Δ

Calls
Pseudo strike
92.50
IV
103.0%
B/E move
23.0%
Puts
Pseudo strike
74.19
IV
90.8%
B/E move
13.1%

40Δ

Calls
Pseudo strike
89.18
IV
104.3%
B/E move
20.0%
Puts
Pseudo strike
76.79
IV
91.4%
B/E move
11.5%

45Δ

Calls
Pseudo strike
85.88
IV
104.1%
B/E move
17.2%
Puts
Pseudo strike
79.39
IV
93.1%
B/E move
10.1%

50Δ

Calls
Pseudo strike
82.78
IV
104.4%
B/E move
14.7%
Puts
Pseudo strike
81.92
IV
91.7%
B/E move
8.6%

55Δ

Calls
Pseudo strike
79.76
IV
104.7%
B/E move
12.4%
Puts
Pseudo strike
84.43
IV
89.5%
B/E move
7.1%

60Δ

Calls
Pseudo strike
76.82
IV
104.0%
B/E move
10.4%
Puts
Pseudo strike
87.23
IV
89.1%
B/E move
5.9%

65Δ

Calls
Pseudo strike
73.97
IV
99.8%
B/E move
8.1%
Puts
Pseudo strike
90.13
IV
89.3%
B/E move
4.8%

70Δ

Calls
Pseudo strike
70.86
IV
105.8%
B/E move
7.0%
Puts
Pseudo strike
93.85
IV
91.4%
B/E move
3.9%

75Δ

Calls
Pseudo strike
67.85
IV
104.5%
B/E move
5.4%
Puts
Pseudo strike
99.60
IV
99.4%
B/E move
3.3%

80Δ

Calls
Pseudo strike
64.36
IV
106.8%
B/E move
4.2%
Puts
Pseudo strike
106.50
IV
105.6%
B/E move
2.5%

Options history

No recorded observations