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Direxion Daily S&P 500 High Beta Bear 3X ETF HIBS

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Market dataready · fetched 2026-10-22T08:04:59.340Z

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 · 2026-10-22T08:01:49.48446403Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T08:04:57.308324+00:00

Share price$20.48
1D
Price history unavailable.

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

Live interpolated HIBS call and put midpoint premiums by absolute delta.Direxion Daily S&P 500 High Beta Bear 3X ETF$0.49$6.18$11.87$17.57$23.26$9.64$14.40$19.17$23.94$28.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HIBS spot · $20.48HIBS PRICE$1.10$1.18$1.13$1.22$1.39$1.56$1.73$1.79$1.81$1.86$1.92$1.99$2.13$1.31$1.35$1.30$1.80$2.60$3.41$4.63$5.86$7.71$10.72$14.38$21.62
PutsExpensive1.55×
CallsCheap0.87×
SkewBearish+59.29 pp
Implied moveBearish±$6.37
TiltBearish57.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.72222.1%114.0%15.53160.8%30.6%
25Δ32.25170.2%63.2%17.20127.8%22.6%
30Δ26.54123.2%35.1%18.5098.2%16.0%
35Δ24.29104.3%24.6%19.16109.3%15.2%
40Δ23.2898.6%20.4%20.00126.7%15.0%
45Δ22.2692.9%16.3%21.07135.2%13.8%
50Δ21.2587.2%12.2%22.56144.7%12.5%
55Δ20.5476.7%9.0%24.04154.2%11.2%
60Δ19.9765.2%6.3%26.13167.8%10.1%
65Δ19.6458.8%5.0%29.33188.7%9.1%
70Δ19.3052.3%3.6%33.26204.8%7.8%
75Δ18.9846.1%2.4%40.72237.4%6.7%
80Δ18.7241.8%1.8%

20Δ

Calls
Pseudo strike
42.72
IV
222.1%
B/E move
114.0%
Puts
Pseudo strike
15.53
IV
160.8%
B/E move
30.6%

25Δ

Calls
Pseudo strike
32.25
IV
170.2%
B/E move
63.2%
Puts
Pseudo strike
17.20
IV
127.8%
B/E move
22.6%

30Δ

Calls
Pseudo strike
26.54
IV
123.2%
B/E move
35.1%
Puts
Pseudo strike
18.50
IV
98.2%
B/E move
16.0%

35Δ

Calls
Pseudo strike
24.29
IV
104.3%
B/E move
24.6%
Puts
Pseudo strike
19.16
IV
109.3%
B/E move
15.2%

40Δ

Calls
Pseudo strike
23.28
IV
98.6%
B/E move
20.4%
Puts
Pseudo strike
20.00
IV
126.7%
B/E move
15.0%

45Δ

Calls
Pseudo strike
22.26
IV
92.9%
B/E move
16.3%
Puts
Pseudo strike
21.07
IV
135.2%
B/E move
13.8%

50Δ

Calls
Pseudo strike
21.25
IV
87.2%
B/E move
12.2%
Puts
Pseudo strike
22.56
IV
144.7%
B/E move
12.5%

55Δ

Calls
Pseudo strike
20.54
IV
76.7%
B/E move
9.0%
Puts
Pseudo strike
24.04
IV
154.2%
B/E move
11.2%

60Δ

Calls
Pseudo strike
19.97
IV
65.2%
B/E move
6.3%
Puts
Pseudo strike
26.13
IV
167.8%
B/E move
10.1%

65Δ

Calls
Pseudo strike
19.64
IV
58.8%
B/E move
5.0%
Puts
Pseudo strike
29.33
IV
188.7%
B/E move
9.1%

70Δ

Calls
Pseudo strike
19.30
IV
52.3%
B/E move
3.6%
Puts
Pseudo strike
33.26
IV
204.8%
B/E move
7.8%

75Δ

Calls
Pseudo strike
18.98
IV
46.1%
B/E move
2.4%
Puts
Pseudo strike
40.72
IV
237.4%
B/E move
6.7%

80Δ

Calls
Pseudo strike
18.72
IV
41.8%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations