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Direxion Daily Dow Jones Internet Bear 3X ETF WEBS

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Market datapartial · fetched 2026-10-23T05:55:36.651Z

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 · 2026-10-23T00:00:00.046428444Z

FundamentalsAlpha Vantage · unavailable

Share price$15.25
1D+4.3%
AH$14.58$14.80$15.02$15.24$15.465:30 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$0.38$0.80$1.22$1.64$2.06$11.72$13.47$15.23$16.98$18.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WEBS spot · $15.25WEBS PRICE$0.47$0.55$0.62$0.69$0.77$0.85$0.94$1.01$1.05$1.09$1.13$1.17$0.43$0.51$0.60$0.69$0.79$0.96$1.18$1.40$1.59$1.76$1.94
PutsFair0.97×
CallsCheap0.83×
SkewBearish+8.80 pp
Implied moveBearish±$2.03
TiltBearish6.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.0079.8%17.5%
25Δ18.4083.0%23.7%13.5872.9%14.3%
30Δ17.5275.3%18.5%14.1066.8%11.5%
35Δ16.8268.8%14.4%14.4862.9%9.6%
40Δ16.2962.8%11.3%14.8659.0%7.7%
45Δ15.8558.2%9.0%15.2158.7%6.6%
50Δ15.5355.3%7.4%15.5560.6%5.8%
55Δ15.2152.5%5.9%15.8862.6%5.0%
60Δ14.9649.2%4.7%16.2061.6%4.2%
65Δ14.8344.8%4.1%16.5059.0%3.4%
70Δ14.7040.5%3.5%16.8056.5%2.5%
75Δ14.5736.2%2.9%
80Δ14.4431.8%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.00
IV
79.8%
B/E move
17.5%

25Δ

Calls
Pseudo strike
18.40
IV
83.0%
B/E move
23.7%
Puts
Pseudo strike
13.58
IV
72.9%
B/E move
14.3%

30Δ

Calls
Pseudo strike
17.52
IV
75.3%
B/E move
18.5%
Puts
Pseudo strike
14.10
IV
66.8%
B/E move
11.5%

35Δ

Calls
Pseudo strike
16.82
IV
68.8%
B/E move
14.4%
Puts
Pseudo strike
14.48
IV
62.9%
B/E move
9.6%

40Δ

Calls
Pseudo strike
16.29
IV
62.8%
B/E move
11.3%
Puts
Pseudo strike
14.86
IV
59.0%
B/E move
7.7%

45Δ

Calls
Pseudo strike
15.85
IV
58.2%
B/E move
9.0%
Puts
Pseudo strike
15.21
IV
58.7%
B/E move
6.6%

50Δ

Calls
Pseudo strike
15.53
IV
55.3%
B/E move
7.4%
Puts
Pseudo strike
15.55
IV
60.6%
B/E move
5.8%

55Δ

Calls
Pseudo strike
15.21
IV
52.5%
B/E move
5.9%
Puts
Pseudo strike
15.88
IV
62.6%
B/E move
5.0%

60Δ

Calls
Pseudo strike
14.96
IV
49.2%
B/E move
4.7%
Puts
Pseudo strike
16.20
IV
61.6%
B/E move
4.2%

65Δ

Calls
Pseudo strike
14.83
IV
44.8%
B/E move
4.1%
Puts
Pseudo strike
16.50
IV
59.0%
B/E move
3.4%

70Δ

Calls
Pseudo strike
14.70
IV
40.5%
B/E move
3.5%
Puts
Pseudo strike
16.80
IV
56.5%
B/E move
2.5%

75Δ

Calls
Pseudo strike
14.57
IV
36.2%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
14.44
IV
31.8%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations