We present the results of deep optical spectroscopic observations using the LRIS spectrograph on the Keck I 10-m telescope of three ultra-luminous X-ray sources ( ULXs ) , Ho IX X-1 ; M81 X-6 ; and Ho II X-1 . Our observations reveal the existence of large ( 100–200 pc diameter ) highly-ionized nebulae , identified by diffuse He ii \lambda 4686 emission , surrounding these sources . Our results are the first to find highly-ionized nebulae of this extent , and the detection in all three objects indicates this may be a common feature of ULXs . In addition to the extended emission , Ho IX X-1 has an unresolved central component containing about one-third of the total He ii flux , with a significant velocity dispersion of \simeq 370 km s ^ { -1 } , suggestive of the existence of a photo-ionized accretion disk or an extremely hot early-type stellar counterpart . Most of the He ii emission appears to be surrounded by significantly more extended H \beta emission , and the intensity ratios between the two lines , which range from 0.12 – 0.33 , indicate that photo-ionization is the origin of the He ii emission . Sustaining these extended nebulae requires substantial X-ray emission , in the range \sim 10 ^ { 39 } -10 ^ { 40 } erg s ^ { -1 } , comparable to the measured X-ray luminosities of the sources . This favors models where the X-ray emission is isotropic , rather than beamed , which includes the interpretation that ULXs harbor intermediate-mass black holes .