IntraAlpha
Create free account Start free

Direxion Daily S&P Biotech Bear 3X ETF LABD

i

Market dataready · fetched 2026-10-15T20:32:38.428Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:15:07.530646739Z

FundamentalsAlpha Vantage · ready

Share price$8.07
1D-5.6%
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$0.03$0.94$1.85$2.77$3.68$6.71$7.36$8.00$8.65$9.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $8.07OPTION PRICELive LABD spot · $8.07LABD PRICE$0.47$0.38$0.13$0.15$0.17$0.20$0.22$0.24$0.29$0.34$0.40$0.45$0.51$0.38$0.22$0.19$0.20$0.21$0.24$0.31$0.38$0.45$0.52$0.84$2.13$3.42
PutsExpensive2.01×
CallsExpensive2.18×
SkewBearish+32.87 pp
Implied moveBearish±$0.53
TiltBearish41.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.47800.0%60.3%6.38676.6%25.6%
25Δ11.11715.7%42.3%7.28334.6%12.5%
30Δ8.49167.0%6.8%7.61227.4%8.0%
35Δ8.40159.4%5.9%7.75201.4%6.5%
40Δ8.30151.9%5.1%7.89175.4%4.9%
45Δ8.21144.3%4.2%8.02155.4%3.6%
50Δ8.12136.8%3.4%8.12161.0%3.2%
55Δ8.03129.2%2.5%8.22166.6%2.8%
60Δ7.95126.1%2.0%8.32172.2%2.5%
65Δ7.87125.0%1.7%8.42177.8%2.1%
70Δ7.79123.9%1.4%8.76207.8%1.8%
75Δ7.71122.8%1.2%10.06334.2%1.7%
80Δ7.63121.8%0.9%11.35460.6%1.6%

20Δ

Calls
Pseudo strike
12.47
IV
800.0%
B/E move
60.3%
Puts
Pseudo strike
6.38
IV
676.6%
B/E move
25.6%

25Δ

Calls
Pseudo strike
11.11
IV
715.7%
B/E move
42.3%
Puts
Pseudo strike
7.28
IV
334.6%
B/E move
12.5%

30Δ

Calls
Pseudo strike
8.49
IV
167.0%
B/E move
6.8%
Puts
Pseudo strike
7.61
IV
227.4%
B/E move
8.0%

35Δ

Calls
Pseudo strike
8.40
IV
159.4%
B/E move
5.9%
Puts
Pseudo strike
7.75
IV
201.4%
B/E move
6.5%

40Δ

Calls
Pseudo strike
8.30
IV
151.9%
B/E move
5.1%
Puts
Pseudo strike
7.89
IV
175.4%
B/E move
4.9%

45Δ

Calls
Pseudo strike
8.21
IV
144.3%
B/E move
4.2%
Puts
Pseudo strike
8.02
IV
155.4%
B/E move
3.6%

50Δ

Calls
Pseudo strike
8.12
IV
136.8%
B/E move
3.4%
Puts
Pseudo strike
8.12
IV
161.0%
B/E move
3.2%

55Δ

Calls
Pseudo strike
8.03
IV
129.2%
B/E move
2.5%
Puts
Pseudo strike
8.22
IV
166.6%
B/E move
2.8%

60Δ

Calls
Pseudo strike
7.95
IV
126.1%
B/E move
2.0%
Puts
Pseudo strike
8.32
IV
172.2%
B/E move
2.5%

65Δ

Calls
Pseudo strike
7.87
IV
125.0%
B/E move
1.7%
Puts
Pseudo strike
8.42
IV
177.8%
B/E move
2.1%

70Δ

Calls
Pseudo strike
7.79
IV
123.9%
B/E move
1.4%
Puts
Pseudo strike
8.76
IV
207.8%
B/E move
1.8%

75Δ

Calls
Pseudo strike
7.71
IV
122.8%
B/E move
1.2%
Puts
Pseudo strike
10.06
IV
334.2%
B/E move
1.7%

80Δ

Calls
Pseudo strike
7.63
IV
121.8%
B/E move
0.9%
Puts
Pseudo strike
11.35
IV
460.6%
B/E move
1.6%