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Direxion Daily Dow Jones Internet Bull 3X ETF WEBL

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Market datapartial · fetched 2026-10-23T15:51:15.338Z

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 · 2026-10-23T15:48:24.510335637Z

FundamentalsAlpha Vantage · unavailable

Share price$25.94
1D+2.9%
$24.92$25.20$25.48$25.76$26.045:30 AM6:30 AM9:00 AM1:00 PMWEBL
Sold putSold call

Direxion Daily Dow Jones Internet Bull 3X ETF options

Live interpolated WEBL call and put midpoint premiums by absolute delta.Direxion Daily Dow Jones Internet Bull 3X ETF$0.40$2.49$4.58$6.67$8.75$18.19$22.18$26.17$30.16$34.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WEBL spot · $25.94WEBL PRICE$0.63$0.78$0.93$1.08$1.26$1.50$1.76$2.05$2.40$2.77$3.18$3.67$4.25$0.82$1.09$1.37$1.69$2.04$2.41$2.86$3.30$3.79$4.37$5.16$6.66$8.15
PutsExpensive1.17×
CallsExpensive1.10×
SkewBearish+13.00 pp
Implied moveBearish±$4.62
TiltBearish25.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.6888.9%32.3%21.7090.7%19.5%
25Δ32.1383.1%26.9%22.7089.3%16.7%
30Δ30.5877.3%21.4%23.5887.7%14.4%
35Δ29.0271.5%16.0%24.4186.4%12.4%
40Δ27.7867.9%11.9%25.2086.2%10.7%
45Δ27.1368.5%10.4%25.9785.2%9.2%
50Δ26.5068.7%8.9%26.7685.1%7.9%
55Δ25.8768.9%7.6%27.5384.0%6.6%
60Δ25.2470.0%6.5%28.3182.8%5.4%
65Δ24.5970.7%5.5%29.1682.3%4.4%
70Δ23.9271.2%4.5%30.1882.9%3.5%
75Δ23.2071.7%3.6%31.8686.8%2.8%
80Δ22.4172.4%2.7%33.5490.7%2.1%

20Δ

Calls
Pseudo strike
33.68
IV
88.9%
B/E move
32.3%
Puts
Pseudo strike
21.70
IV
90.7%
B/E move
19.5%

25Δ

Calls
Pseudo strike
32.13
IV
83.1%
B/E move
26.9%
Puts
Pseudo strike
22.70
IV
89.3%
B/E move
16.7%

30Δ

Calls
Pseudo strike
30.58
IV
77.3%
B/E move
21.4%
Puts
Pseudo strike
23.58
IV
87.7%
B/E move
14.4%

35Δ

Calls
Pseudo strike
29.02
IV
71.5%
B/E move
16.0%
Puts
Pseudo strike
24.41
IV
86.4%
B/E move
12.4%

40Δ

Calls
Pseudo strike
27.78
IV
67.9%
B/E move
11.9%
Puts
Pseudo strike
25.20
IV
86.2%
B/E move
10.7%

45Δ

Calls
Pseudo strike
27.13
IV
68.5%
B/E move
10.4%
Puts
Pseudo strike
25.97
IV
85.2%
B/E move
9.2%

50Δ

Calls
Pseudo strike
26.50
IV
68.7%
B/E move
8.9%
Puts
Pseudo strike
26.76
IV
85.1%
B/E move
7.9%

55Δ

Calls
Pseudo strike
25.87
IV
68.9%
B/E move
7.6%
Puts
Pseudo strike
27.53
IV
84.0%
B/E move
6.6%

60Δ

Calls
Pseudo strike
25.24
IV
70.0%
B/E move
6.5%
Puts
Pseudo strike
28.31
IV
82.8%
B/E move
5.4%

65Δ

Calls
Pseudo strike
24.59
IV
70.7%
B/E move
5.5%
Puts
Pseudo strike
29.16
IV
82.3%
B/E move
4.4%

70Δ

Calls
Pseudo strike
23.92
IV
71.2%
B/E move
4.5%
Puts
Pseudo strike
30.18
IV
82.9%
B/E move
3.5%

75Δ

Calls
Pseudo strike
23.20
IV
71.7%
B/E move
3.6%
Puts
Pseudo strike
31.86
IV
86.8%
B/E move
2.8%

80Δ

Calls
Pseudo strike
22.41
IV
72.4%
B/E move
2.7%
Puts
Pseudo strike
33.54
IV
90.7%
B/E move
2.1%

Options history

No recorded observations