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Direxion Daily S&P Biotech Bear 3X ETF LABD

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Market dataready · fetched 2026-10-15T20:01:49.865Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:01:40.423574343Z

FundamentalsAlpha Vantage · ready

Share price$8.04
1D-5.8%
AH$7.85$8.04$8.23$8.41$8.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLABD
Sold putSold callAH

Direxion Daily S&P Biotech Bear 3X ETF options

Live interpolated LABD call and put midpoint premiums by absolute delta.Direxion Daily S&P Biotech Bear 3X ETF$0.05$0.78$1.50$2.22$2.94$6.77$7.40$8.04$8.67$9.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $8.04OPTION PRICELive LABD spot · $8.04LABD PRICE$0.47$0.38$0.13$0.16$0.18$0.20$0.23$0.26$0.32$0.38$0.44$0.50$0.57$0.38$0.24$0.18$0.20$0.21$0.22$0.28$0.35$0.41$0.48$0.55$1.35$2.73
PutsExpensive1.86×
CallsExpensive2.29×
SkewBearish+1.95 pp
Implied moveBearish±$0.51
TiltBearish28.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.48800.0%61.1%6.35673.2%25.6%
25Δ11.08712.2%42.5%7.20359.3%13.4%
30Δ8.47172.1%7.0%7.58223.1%7.9%
35Δ8.38164.8%6.1%7.72198.8%6.5%
40Δ8.28157.5%5.2%7.85174.6%5.0%
45Δ8.18150.2%4.3%7.98150.3%3.5%
50Δ8.08143.0%3.4%8.08149.7%3.0%
55Δ7.99137.0%2.6%8.17153.7%2.6%
60Δ7.90138.8%2.2%8.27157.8%2.3%
65Δ7.81140.5%1.9%8.36161.8%1.9%
70Δ7.72142.3%1.6%8.46165.9%1.6%
75Δ7.64144.1%1.3%9.28239.0%1.4%
80Δ7.55145.8%0.9%10.67366.5%1.3%

20Δ

Calls
Pseudo strike
12.48
IV
800.0%
B/E move
61.1%
Puts
Pseudo strike
6.35
IV
673.2%
B/E move
25.6%

25Δ

Calls
Pseudo strike
11.08
IV
712.2%
B/E move
42.5%
Puts
Pseudo strike
7.20
IV
359.3%
B/E move
13.4%

30Δ

Calls
Pseudo strike
8.47
IV
172.1%
B/E move
7.0%
Puts
Pseudo strike
7.58
IV
223.1%
B/E move
7.9%

35Δ

Calls
Pseudo strike
8.38
IV
164.8%
B/E move
6.1%
Puts
Pseudo strike
7.72
IV
198.8%
B/E move
6.5%

40Δ

Calls
Pseudo strike
8.28
IV
157.5%
B/E move
5.2%
Puts
Pseudo strike
7.85
IV
174.6%
B/E move
5.0%

45Δ

Calls
Pseudo strike
8.18
IV
150.2%
B/E move
4.3%
Puts
Pseudo strike
7.98
IV
150.3%
B/E move
3.5%

50Δ

Calls
Pseudo strike
8.08
IV
143.0%
B/E move
3.4%
Puts
Pseudo strike
8.08
IV
149.7%
B/E move
3.0%

55Δ

Calls
Pseudo strike
7.99
IV
137.0%
B/E move
2.6%
Puts
Pseudo strike
8.17
IV
153.7%
B/E move
2.6%

60Δ

Calls
Pseudo strike
7.90
IV
138.8%
B/E move
2.2%
Puts
Pseudo strike
8.27
IV
157.8%
B/E move
2.3%

65Δ

Calls
Pseudo strike
7.81
IV
140.5%
B/E move
1.9%
Puts
Pseudo strike
8.36
IV
161.8%
B/E move
1.9%

70Δ

Calls
Pseudo strike
7.72
IV
142.3%
B/E move
1.6%
Puts
Pseudo strike
8.46
IV
165.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
7.64
IV
144.1%
B/E move
1.3%
Puts
Pseudo strike
9.28
IV
239.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
7.55
IV
145.8%
B/E move
0.9%
Puts
Pseudo strike
10.67
IV
366.5%
B/E move
1.3%