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Direxion Daily Dow Jones Internet Bear 3X ETF WEBS

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Market datapartial · fetched 2026-11-13T02:09:45.206Z

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 · 2026-11-13T01:00:00.078425587Z

FundamentalsAlpha Vantage · unavailable

Share price$16.38
1D-2.2%
AH$15.96$16.17$16.38$16.60$16.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWEBS
Sold putSold callAH

Direxion Daily Dow Jones Internet Bear 3X ETF options

Live interpolated WEBS call and put midpoint premiums by absolute delta.Direxion Daily Dow Jones Internet Bear 3X ETF$0.36$0.52$0.69$0.85$1.01$13.22$14.89$16.56$18.23$19.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive WEBS spot · $16.38WEBS PRICE$0.39$0.38$0.48$0.56$0.62$0.68$0.74$0.80$0.86$0.39$0.45$0.53$0.60$0.67$0.75$0.82$0.89$0.96
Puts——
Calls——
Skew——
Implied moveBearish±$1.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.58161.2%28.0%14.15133.9%16.0%
25Δ18.59112.3%15.8%14.79117.6%12.5%
30Δ18.16114.6%13.8%15.25107.0%10.1%
35Δ17.71109.4%11.5%15.6299.2%8.3%
40Δ17.2399.5%9.0%15.9991.3%6.5%
45Δ16.8691.4%7.1%16.2285.9%5.5%
50Δ16.6084.8%5.9%16.4480.6%4.6%
55Δ16.3478.3%4.6%16.6675.3%3.7%
60Δ16.0771.7%3.4%16.8970.0%2.8%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
20.58
IV
161.2%
B/E move
28.0%
Puts
Pseudo strike
14.15
IV
133.9%
B/E move
16.0%

25Δ

Calls
Pseudo strike
18.59
IV
112.3%
B/E move
15.8%
Puts
Pseudo strike
14.79
IV
117.6%
B/E move
12.5%

30Δ

Calls
Pseudo strike
18.16
IV
114.6%
B/E move
13.8%
Puts
Pseudo strike
15.25
IV
107.0%
B/E move
10.1%

35Δ

Calls
Pseudo strike
17.71
IV
109.4%
B/E move
11.5%
Puts
Pseudo strike
15.62
IV
99.2%
B/E move
8.3%

40Δ

Calls
Pseudo strike
17.23
IV
99.5%
B/E move
9.0%
Puts
Pseudo strike
15.99
IV
91.3%
B/E move
6.5%

45Δ

Calls
Pseudo strike
16.86
IV
91.4%
B/E move
7.1%
Puts
Pseudo strike
16.22
IV
85.9%
B/E move
5.5%

50Δ

Calls
Pseudo strike
16.60
IV
84.8%
B/E move
5.9%
Puts
Pseudo strike
16.44
IV
80.6%
B/E move
4.6%

55Δ

Calls
Pseudo strike
16.34
IV
78.3%
B/E move
4.6%
Puts
Pseudo strike
16.66
IV
75.3%
B/E move
3.7%

60Δ

Calls
Pseudo strike
16.07
IV
71.7%
B/E move
3.4%
Puts
Pseudo strike
16.89
IV
70.0%
B/E move
2.8%

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend65.41%
Daily EOD
WEBS65.3%65.4%65.5%2026-10-20: 65.41%Oct 20
1 observations2026-10-20 — 2026-10-20
Table
DateIV (%)
65.41%