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Direxion Daily S&P Biotech Bear 3X ETF LABD

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Market dataready · fetched 2026-10-15T23:38:20.979Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:28:57.865159625Z

FundamentalsAlpha Vantage · ready

Share price$8.06
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$0.15$0.97$1.79$2.62$3.44$4.90$6.57$8.23$9.89$11.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LABD spot · $8.06LABD PRICE$0.24$0.31$0.40$0.52$0.65$0.78$0.96$1.14$1.33$1.53$1.74$2.04$2.37$0.40$0.44$0.57$0.74$0.90$1.08$1.26$1.45$1.66$1.90$2.14$2.59$3.20
PutsExpensive1.17×
CallsExpensive1.24×
SkewBullish-13.40 pp
Implied moveBearish±$2.22
TiltBearish13.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.9195.6%38.3%6.29119.5%26.8%
25Δ10.3393.5%32.1%6.85100.0%20.4%
30Δ9.8794.4%27.5%7.2396.6%17.3%
35Δ9.5799.2%25.2%7.5498.7%15.5%
40Δ9.26104.0%22.9%7.86100.9%13.7%
45Δ8.95108.9%20.7%8.18101.1%11.9%
50Δ8.61114.1%18.7%8.5099.7%10.2%
55Δ8.26119.3%16.6%8.8298.2%8.5%
60Δ7.90123.6%14.5%9.1596.6%7.0%
65Δ7.50124.7%12.2%9.5094.7%5.7%
70Δ7.11125.9%9.8%9.8592.8%4.4%
75Δ6.65129.6%7.9%10.3894.8%3.4%
80Δ6.18134.3%6.2%11.0699.6%2.5%

20Δ

Calls
Pseudo strike
10.91
IV
95.6%
B/E move
38.3%
Puts
Pseudo strike
6.29
IV
119.5%
B/E move
26.8%

25Δ

Calls
Pseudo strike
10.33
IV
93.5%
B/E move
32.1%
Puts
Pseudo strike
6.85
IV
100.0%
B/E move
20.4%

30Δ

Calls
Pseudo strike
9.87
IV
94.4%
B/E move
27.5%
Puts
Pseudo strike
7.23
IV
96.6%
B/E move
17.3%

35Δ

Calls
Pseudo strike
9.57
IV
99.2%
B/E move
25.2%
Puts
Pseudo strike
7.54
IV
98.7%
B/E move
15.5%

40Δ

Calls
Pseudo strike
9.26
IV
104.0%
B/E move
22.9%
Puts
Pseudo strike
7.86
IV
100.9%
B/E move
13.7%

45Δ

Calls
Pseudo strike
8.95
IV
108.9%
B/E move
20.7%
Puts
Pseudo strike
8.18
IV
101.1%
B/E move
11.9%

50Δ

Calls
Pseudo strike
8.61
IV
114.1%
B/E move
18.7%
Puts
Pseudo strike
8.50
IV
99.7%
B/E move
10.2%

55Δ

Calls
Pseudo strike
8.26
IV
119.3%
B/E move
16.6%
Puts
Pseudo strike
8.82
IV
98.2%
B/E move
8.5%

60Δ

Calls
Pseudo strike
7.90
IV
123.6%
B/E move
14.5%
Puts
Pseudo strike
9.15
IV
96.6%
B/E move
7.0%

65Δ

Calls
Pseudo strike
7.50
IV
124.7%
B/E move
12.2%
Puts
Pseudo strike
9.50
IV
94.7%
B/E move
5.7%

70Δ

Calls
Pseudo strike
7.11
IV
125.9%
B/E move
9.8%
Puts
Pseudo strike
9.85
IV
92.8%
B/E move
4.4%

75Δ

Calls
Pseudo strike
6.65
IV
129.6%
B/E move
7.9%
Puts
Pseudo strike
10.38
IV
94.8%
B/E move
3.4%

80Δ

Calls
Pseudo strike
6.18
IV
134.3%
B/E move
6.2%
Puts
Pseudo strike
11.06
IV
99.6%
B/E move
2.5%