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

i

Market dataready · fetched 2026-11-11T15:18:37.408Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T15:18:06.278466192Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:18:36.857718+00:00

Share price$20.02
1D+1.6%
$19.64$19.86$20.07$20.28$20.505:30 AM6:30 AM9:00 AM1:00 PMHIBS
Sold putSold call

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$0.96$1.89$2.82$3.74$4.67$12.31$16.79$21.27$25.75$30.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive HIBS spot · $20.02HIBS PRICE$1.09$1.20$1.06$1.14$1.23$1.33$1.43$2.66$3.15$1.06$1.19$1.38$1.16$1.21$1.58$2.07$2.54$3.00$3.47$3.94$4.41
Puts——
Calls——
Skew——
Implied moveBearish±$2.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.57244.6%27.5%
25Δ30.09283.5%55.8%16.91210.0%21.5%
30Δ26.69241.7%39.3%17.88193.9%17.6%
35Δ
40Δ19.39118.2%8.9%
45Δ20.82110.0%9.3%19.87103.5%6.8%
50Δ20.34100.7%7.3%20.39109.4%6.0%
55Δ19.9192.5%5.6%20.93123.1%5.8%
60Δ19.5986.4%4.5%21.54123.0%5.1%
65Δ19.2880.4%3.5%22.16121.0%4.3%
70Δ22.78119.0%3.6%
75Δ17.99118.2%3.1%23.40117.0%2.8%
80Δ17.36121.2%2.4%24.02115.0%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.57
IV
244.6%
B/E move
27.5%

25Δ

Calls
Pseudo strike
30.09
IV
283.5%
B/E move
55.8%
Puts
Pseudo strike
16.91
IV
210.0%
B/E move
21.5%

30Δ

Calls
Pseudo strike
26.69
IV
241.7%
B/E move
39.3%
Puts
Pseudo strike
17.88
IV
193.9%
B/E move
17.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.39
IV
118.2%
B/E move
8.9%

45Δ

Calls
Pseudo strike
20.82
IV
110.0%
B/E move
9.3%
Puts
Pseudo strike
19.87
IV
103.5%
B/E move
6.8%

50Δ

Calls
Pseudo strike
20.34
IV
100.7%
B/E move
7.3%
Puts
Pseudo strike
20.39
IV
109.4%
B/E move
6.0%

55Δ

Calls
Pseudo strike
19.91
IV
92.5%
B/E move
5.6%
Puts
Pseudo strike
20.93
IV
123.1%
B/E move
5.8%

60Δ

Calls
Pseudo strike
19.59
IV
86.4%
B/E move
4.5%
Puts
Pseudo strike
21.54
IV
123.0%
B/E move
5.1%

65Δ

Calls
Pseudo strike
19.28
IV
80.4%
B/E move
3.5%
Puts
Pseudo strike
22.16
IV
121.0%
B/E move
4.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.78
IV
119.0%
B/E move
3.6%

75Δ

Calls
Pseudo strike
17.99
IV
118.2%
B/E move
3.1%
Puts
Pseudo strike
23.40
IV
117.0%
B/E move
2.8%

80Δ

Calls
Pseudo strike
17.36
IV
121.2%
B/E move
2.4%
Puts
Pseudo strike
24.02
IV
115.0%
B/E move
2.0%

Options history

IV · four-Friday blend106.47%
Daily close
HIBS83.9%112.2%140.4%2026-08-13: 97.38%2026-08-14: 93.98%2026-08-17: 105.97%2026-08-18: 108.65%2026-08-19: 110.50%2026-08-20: 116.08%2026-08-21: 89.54%2026-08-24: 92.86%2026-08-25: 93.16%2026-08-26: 91.08%2026-08-27: 90.28%2026-08-28: 99.80%2026-08-31: 94.25%2026-09-01: 92.53%2026-09-02: 99.14%2026-09-03: 95.62%2026-09-04: 87.79%2026-09-08: 96.44%2026-09-09: 98.24%2026-09-10: 96.48%2026-09-11: 92.87%2026-09-14: 114.25%2026-09-15: 117.63%2026-09-16: 119.74%2026-09-17: 136.52%2026-09-21: 89.33%2026-09-22: 93.68%2026-09-23: 105.96%2026-09-24: 91.38%2026-09-25: 95.02%2026-09-28: 97.37%2026-09-29: 97.25%2026-09-30: 99.66%2026-10-01: 104.42%2026-10-02: 95.82%2026-10-05: 96.53%2026-10-06: 106.26%2026-10-07: 98.82%2026-10-08: 98.60%2026-10-09: 94.83%2026-10-12: 114.87%2026-10-13: 110.61%2026-10-15: 131.15%2026-10-20: 101.26%2026-10-21: 100.18%2026-10-27: 102.87%2026-10-28: 100.86%2026-10-29: 100.96%2026-10-30: 106.47%Aug 13Sep 17Oct 30
49 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
97.38%
93.98%
105.97%
108.65%
110.50%
116.08%
89.54%
92.86%
93.16%
91.08%
90.28%
99.80%
94.25%
92.53%
99.14%
95.62%
87.79%
96.44%
98.24%
96.48%
92.87%
114.25%
117.63%
119.74%
136.52%
89.33%
93.68%
105.96%
91.38%
95.02%
97.37%
97.25%
99.66%
104.42%
95.82%
96.53%
106.26%
98.82%
98.60%
94.83%
114.87%
110.61%
131.15%
101.26%
100.18%
102.87%
100.86%
100.96%
106.47%