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Direxion Daily S&P Biotech Bear 3X ETF LABD

i

Market dataready · fetched 2026-11-06T22:13:13.183Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T22:10:01.861453344Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T22:13:12.597601+00:00

Share price$7.24
1D-8.6%
AH$7.10$7.32$7.53$7.74$7.965:30 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$0.11$0.73$1.34$1.96$2.58$5.64$6.44$7.24$8.03$8.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive LABD spot · $7.24LABD PRICE$0.38$0.43$0.48$0.53$0.61$0.72$0.83$2.40$0.18$0.23$0.29$0.36$0.46$0.56$0.68$0.88$1.08$1.20$1.32
Puts——
Calls——
Skew——
Implied moveBearish±$0.99
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ6.6799.8%10.3%
30Δ6.79104.1%9.4%
35Δ8.09168.5%17.0%6.92108.4%8.4%
40Δ7.06112.9%7.5%
45Δ7.21117.5%6.8%
50Δ7.36116.7%7.5%7.36122.1%6.0%
55Δ7.21112.2%6.2%7.53127.5%5.3%
60Δ7.06107.8%4.8%7.77138.9%4.8%
65Δ6.91107.2%3.9%8.01148.9%4.3%
70Δ6.75109.5%3.3%8.19142.2%3.4%
75Δ6.59111.8%2.6%8.37135.4%2.6%
80Δ5.38366.0%7.4%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.67
IV
99.8%
B/E move
10.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.79
IV
104.1%
B/E move
9.4%

35Δ

Calls
Pseudo strike
8.09
IV
168.5%
B/E move
17.0%
Puts
Pseudo strike
6.92
IV
108.4%
B/E move
8.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.06
IV
112.9%
B/E move
7.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.21
IV
117.5%
B/E move
6.8%

50Δ

Calls
Pseudo strike
7.36
IV
116.7%
B/E move
7.5%
Puts
Pseudo strike
7.36
IV
122.1%
B/E move
6.0%

55Δ

Calls
Pseudo strike
7.21
IV
112.2%
B/E move
6.2%
Puts
Pseudo strike
7.53
IV
127.5%
B/E move
5.3%

60Δ

Calls
Pseudo strike
7.06
IV
107.8%
B/E move
4.8%
Puts
Pseudo strike
7.77
IV
138.9%
B/E move
4.8%

65Δ

Calls
Pseudo strike
6.91
IV
107.2%
B/E move
3.9%
Puts
Pseudo strike
8.01
IV
148.9%
B/E move
4.3%

70Δ

Calls
Pseudo strike
6.75
IV
109.5%
B/E move
3.3%
Puts
Pseudo strike
8.19
IV
142.2%
B/E move
3.4%

75Δ

Calls
Pseudo strike
6.59
IV
111.8%
B/E move
2.6%
Puts
Pseudo strike
8.37
IV
135.4%
B/E move
2.6%

80Δ

Calls
Pseudo strike
5.38
IV
366.0%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend167.21%
Daily close
LABD65.5%169.7%273.9%2026-08-10: 112.68%2026-08-11: 110.35%2026-08-12: 100.21%2026-08-13: 193.56%2026-08-14: 79.84%2026-08-17: 91.17%2026-08-18: 106.30%2026-08-19: 166.00%2026-08-20: 185.74%2026-08-21: 93.20%2026-08-24: 99.73%2026-08-25: 96.66%2026-08-26: 107.38%2026-08-27: 93.14%2026-08-28: 107.74%2026-08-31: 178.88%2026-09-01: 150.66%2026-09-02: 143.19%2026-09-03: 241.47%2026-09-04: 110.96%2026-09-08: 170.66%2026-09-09: 103.43%2026-09-10: 130.69%2026-09-11: 128.85%2026-09-14: 126.62%2026-09-15: 144.41%2026-09-16: 174.62%2026-09-17: 202.48%2026-09-18: 224.02%2026-09-21: 200.03%2026-09-22: 243.96%2026-09-23: 115.17%2026-09-24: 172.25%2026-09-25: 117.54%2026-09-28: 159.06%2026-09-29: 158.39%2026-09-30: 175.84%2026-10-01: 175.89%2026-10-02: 173.89%2026-10-05: 174.97%2026-10-06: 172.65%2026-10-07: 137.94%2026-10-08: 142.27%2026-10-09: 155.36%2026-10-12: 166.47%2026-10-13: 223.62%2026-10-14: 213.45%2026-10-15: 155.52%2026-10-16: 153.46%2026-10-19: 196.26%2026-10-20: 107.21%2026-10-21: 151.44%2026-10-22: 210.68%2026-10-23: 154.02%2026-10-26: 107.15%2026-10-27: 200.44%2026-10-28: 259.52%2026-10-29: 196.78%2026-10-30: 167.21%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
112.68%
110.35%
100.21%
193.56%
79.84%
91.17%
106.30%
166.00%
185.74%
93.20%
99.73%
96.66%
107.38%
93.14%
107.74%
178.88%
150.66%
143.19%
241.47%
110.96%
170.66%
103.43%
130.69%
128.85%
126.62%
144.41%
174.62%
202.48%
224.02%
200.03%
243.96%
115.17%
172.25%
117.54%
159.06%
158.39%
175.84%
175.89%
173.89%
174.97%
172.65%
137.94%
142.27%
155.36%
166.47%
223.62%
213.45%
155.52%
153.46%
196.26%
107.21%
151.44%
210.68%
154.02%
107.15%
200.44%
259.52%
196.78%
167.21%