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Direxion Daily Dow Jones Internet Bull 3X ETF WEBL

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Market datapartial · fetched 2026-10-23T03:33:21.020Z

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 · 2026-10-23T00:00:00.079730145Z

FundamentalsAlpha Vantage · unavailable

Share price$25.84
1D-2.5%
AH$25.33$25.75$26.17$26.59$27.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWEBL
Sold putSold callAH

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$0.44$1.93$3.42$4.91$6.41$19.11$22.85$26.58$30.32$34.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WEBL spot · $25.84WEBL PRICE$0.60$0.69$0.95$1.08$1.28$1.60$1.94$2.29$2.64$3.09$3.60$4.20$4.81$0.72$0.98$1.12$1.35$1.61$1.90$2.19$2.48$2.95$3.40$3.80$4.60$5.98
PutsCheap0.95×
CallsExpensive1.14×
SkewBullish-8.19 pp
Implied moveBearish±$4.12
TiltBearish6.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.2585.9%31.0%22.0579.1%17.4%
25Δ30.9873.7%22.6%22.8579.6%15.4%
30Δ29.7076.4%18.6%23.7672.5%12.4%
35Δ28.6270.4%14.9%24.4969.8%10.4%
40Δ27.6967.7%12.1%25.1469.1%8.9%
45Δ27.1472.2%11.2%25.7767.9%7.6%
50Δ26.5075.2%10.1%26.3766.4%6.4%
55Δ25.8377.2%8.8%26.9764.7%5.3%
60Δ25.1277.6%7.4%27.6565.6%4.4%
65Δ24.3779.2%6.3%28.3065.2%3.6%
70Δ23.5981.1%5.2%28.9363.4%2.8%
75Δ22.7383.2%4.2%29.8865.6%2.2%
80Δ21.8783.5%3.3%31.4067.9%1.6%

20Δ

Calls
Pseudo strike
33.25
IV
85.9%
B/E move
31.0%
Puts
Pseudo strike
22.05
IV
79.1%
B/E move
17.4%

25Δ

Calls
Pseudo strike
30.98
IV
73.7%
B/E move
22.6%
Puts
Pseudo strike
22.85
IV
79.6%
B/E move
15.4%

30Δ

Calls
Pseudo strike
29.70
IV
76.4%
B/E move
18.6%
Puts
Pseudo strike
23.76
IV
72.5%
B/E move
12.4%

35Δ

Calls
Pseudo strike
28.62
IV
70.4%
B/E move
14.9%
Puts
Pseudo strike
24.49
IV
69.8%
B/E move
10.4%

40Δ

Calls
Pseudo strike
27.69
IV
67.7%
B/E move
12.1%
Puts
Pseudo strike
25.14
IV
69.1%
B/E move
8.9%

45Δ

Calls
Pseudo strike
27.14
IV
72.2%
B/E move
11.2%
Puts
Pseudo strike
25.77
IV
67.9%
B/E move
7.6%

50Δ

Calls
Pseudo strike
26.50
IV
75.2%
B/E move
10.1%
Puts
Pseudo strike
26.37
IV
66.4%
B/E move
6.4%

55Δ

Calls
Pseudo strike
25.83
IV
77.2%
B/E move
8.8%
Puts
Pseudo strike
26.97
IV
64.7%
B/E move
5.3%

60Δ

Calls
Pseudo strike
25.12
IV
77.6%
B/E move
7.4%
Puts
Pseudo strike
27.65
IV
65.6%
B/E move
4.4%

65Δ

Calls
Pseudo strike
24.37
IV
79.2%
B/E move
6.3%
Puts
Pseudo strike
28.30
IV
65.2%
B/E move
3.6%

70Δ

Calls
Pseudo strike
23.59
IV
81.1%
B/E move
5.2%
Puts
Pseudo strike
28.93
IV
63.4%
B/E move
2.8%

75Δ

Calls
Pseudo strike
22.73
IV
83.2%
B/E move
4.2%
Puts
Pseudo strike
29.88
IV
65.6%
B/E move
2.2%

80Δ

Calls
Pseudo strike
21.87
IV
83.5%
B/E move
3.3%
Puts
Pseudo strike
31.40
IV
67.9%
B/E move
1.6%

Options history

No recorded observations