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Direxion Daily Dow Jones Internet Bull 3X ETF WEBL

i

Market dataready · fetched 2026-11-04T05:49:31.333Z

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 · 2026-11-04T01:00:00.145958973Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T05:49:30.681101+00:00

Share price$21.70
1D+4.0%
AH$20.59$20.98$21.38$21.77$22.165:30 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$0.33$1.71$3.09$4.46$5.84$15.71$19.14$22.57$26.01$29.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WEBL spot · $21.70WEBL PRICE$0.48$0.58$0.72$0.86$0.97$1.16$1.35$1.56$1.77$2.21$2.72$2.94$3.15$0.64$0.77$0.92$1.20$1.48$1.75$2.07$2.46$2.91$3.36$3.78$4.43$5.44
PutsExpensive1.12×
CallsExpensive1.35×
SkewBearish+12.92 pp
Implied moveBearish±$3.41
TiltBearish20.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.84103.4%25.9%18.31111.0%18.6%
25Δ25.3291.8%19.3%19.23102.1%14.9%
30Δ24.4890.0%16.1%19.9795.3%12.2%
35Δ23.7888.7%13.5%20.5298.1%11.0%
40Δ23.0582.2%10.7%21.07100.7%9.7%
45Δ22.5582.1%9.2%21.6399.3%8.4%
50Δ22.0682.5%7.9%22.2298.9%7.1%
55Δ21.6081.6%6.7%22.83100.4%6.2%
60Δ21.1380.5%5.5%23.48101.4%5.2%
65Δ20.5587.9%4.9%24.13101.4%4.3%
70Δ19.9596.9%4.5%24.7598.6%3.4%
75Δ19.5090.3%3.4%25.5799.1%2.6%
80Δ19.0583.7%2.3%26.71103.3%2.0%

20Δ

Calls
Pseudo strike
26.84
IV
103.4%
B/E move
25.9%
Puts
Pseudo strike
18.31
IV
111.0%
B/E move
18.6%

25Δ

Calls
Pseudo strike
25.32
IV
91.8%
B/E move
19.3%
Puts
Pseudo strike
19.23
IV
102.1%
B/E move
14.9%

30Δ

Calls
Pseudo strike
24.48
IV
90.0%
B/E move
16.1%
Puts
Pseudo strike
19.97
IV
95.3%
B/E move
12.2%

35Δ

Calls
Pseudo strike
23.78
IV
88.7%
B/E move
13.5%
Puts
Pseudo strike
20.52
IV
98.1%
B/E move
11.0%

40Δ

Calls
Pseudo strike
23.05
IV
82.2%
B/E move
10.7%
Puts
Pseudo strike
21.07
IV
100.7%
B/E move
9.7%

45Δ

Calls
Pseudo strike
22.55
IV
82.1%
B/E move
9.2%
Puts
Pseudo strike
21.63
IV
99.3%
B/E move
8.4%

50Δ

Calls
Pseudo strike
22.06
IV
82.5%
B/E move
7.9%
Puts
Pseudo strike
22.22
IV
98.9%
B/E move
7.1%

55Δ

Calls
Pseudo strike
21.60
IV
81.6%
B/E move
6.7%
Puts
Pseudo strike
22.83
IV
100.4%
B/E move
6.2%

60Δ

Calls
Pseudo strike
21.13
IV
80.5%
B/E move
5.5%
Puts
Pseudo strike
23.48
IV
101.4%
B/E move
5.2%

65Δ

Calls
Pseudo strike
20.55
IV
87.9%
B/E move
4.9%
Puts
Pseudo strike
24.13
IV
101.4%
B/E move
4.3%

70Δ

Calls
Pseudo strike
19.95
IV
96.9%
B/E move
4.5%
Puts
Pseudo strike
24.75
IV
98.6%
B/E move
3.4%

75Δ

Calls
Pseudo strike
19.50
IV
90.3%
B/E move
3.4%
Puts
Pseudo strike
25.57
IV
99.1%
B/E move
2.6%

80Δ

Calls
Pseudo strike
19.05
IV
83.7%
B/E move
2.3%
Puts
Pseudo strike
26.71
IV
103.3%
B/E move
2.0%

Options history

IV · four-Friday blend78.15%
Daily EOD
WEBL64.0%71.6%79.2%2026-10-19: 65.01%2026-10-20: 66.50%2026-10-21: 65.31%2026-10-22: 66.42%2026-10-23: 70.09%2026-10-26: 71.64%2026-10-27: 70.35%2026-10-28: 70.15%2026-10-29: 71.53%2026-10-30: 78.15%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
65.01%
66.50%
65.31%
66.42%
70.09%
71.64%
70.35%
70.15%
71.53%
78.15%