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Direxion Daily S&P Biotech Bull 3X ETF LABU

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Market dataready · fetched 2026-10-21T16:57:57.829Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T16:57:26.101392857Z

FundamentalsAlpha Vantage · ready

Share price$237.76
1D+0.1%
$235$237$240$243$2465:30 AM6:30 AM9:00 AM1:00 PMLABU
Sold putSold call

Direxion Daily S&P Biotech Bull 3X ETF options

Live interpolated LABU call and put midpoint premiums by absolute delta.Direxion Daily S&P Biotech Bull 3X ETF$1.61$7.12$12.63$18.14$23.66$200.08$217.05$234.03$251.00$267.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LABU spot · $237.75LABU PRICE$2.21$2.89$3.61$4.39$5.23$6.23$7.20$8.18$9.19$10.38$11.84$13.36$16.09$2.56$3.10$4.05$5.10$6.32$7.65$8.89$10.44$12.17$13.94$15.79$18.18$22.07
PutsExpensive1.65×
CallsCheap0.82×
SkewBearish+12.21 pp
Implied moveBearish±$16.09
TiltBearish12.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ256.75116.8%8.9%221.13123.5%8.1%
25Δ252.78114.9%7.5%225.54113.0%6.4%
30Δ249.23112.0%6.3%228.24115.0%5.7%
35Δ246.33111.0%5.5%230.86116.9%5.0%
40Δ243.48108.7%4.6%233.48119.1%4.5%
45Δ241.04109.2%4.0%236.08121.2%3.9%
50Δ238.57107.5%3.4%238.74119.5%3.3%
55Δ236.23105.1%2.8%241.44120.0%2.8%
60Δ233.98101.9%2.3%244.22120.5%2.4%
65Δ231.7599.9%1.8%247.02119.5%2.0%
70Δ229.4499.2%1.5%249.84117.4%1.6%
75Δ227.0997.3%1.1%253.04116.8%1.2%
80Δ223.80101.8%0.9%257.58121.7%0.9%

20Δ

Calls
Pseudo strike
256.75
IV
116.8%
B/E move
8.9%
Puts
Pseudo strike
221.13
IV
123.5%
B/E move
8.1%

25Δ

Calls
Pseudo strike
252.78
IV
114.9%
B/E move
7.5%
Puts
Pseudo strike
225.54
IV
113.0%
B/E move
6.4%

30Δ

Calls
Pseudo strike
249.23
IV
112.0%
B/E move
6.3%
Puts
Pseudo strike
228.24
IV
115.0%
B/E move
5.7%

35Δ

Calls
Pseudo strike
246.33
IV
111.0%
B/E move
5.5%
Puts
Pseudo strike
230.86
IV
116.9%
B/E move
5.0%

40Δ

Calls
Pseudo strike
243.48
IV
108.7%
B/E move
4.6%
Puts
Pseudo strike
233.48
IV
119.1%
B/E move
4.5%

45Δ

Calls
Pseudo strike
241.04
IV
109.2%
B/E move
4.0%
Puts
Pseudo strike
236.08
IV
121.2%
B/E move
3.9%

50Δ

Calls
Pseudo strike
238.57
IV
107.5%
B/E move
3.4%
Puts
Pseudo strike
238.74
IV
119.5%
B/E move
3.3%

55Δ

Calls
Pseudo strike
236.23
IV
105.1%
B/E move
2.8%
Puts
Pseudo strike
241.44
IV
120.0%
B/E move
2.8%

60Δ

Calls
Pseudo strike
233.98
IV
101.9%
B/E move
2.3%
Puts
Pseudo strike
244.22
IV
120.5%
B/E move
2.4%

65Δ

Calls
Pseudo strike
231.75
IV
99.9%
B/E move
1.8%
Puts
Pseudo strike
247.02
IV
119.5%
B/E move
2.0%

70Δ

Calls
Pseudo strike
229.44
IV
99.2%
B/E move
1.5%
Puts
Pseudo strike
249.84
IV
117.4%
B/E move
1.6%

75Δ

Calls
Pseudo strike
227.09
IV
97.3%
B/E move
1.1%
Puts
Pseudo strike
253.04
IV
116.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
223.80
IV
101.8%
B/E move
0.9%
Puts
Pseudo strike
257.58
IV
121.7%
B/E move
0.9%

Options history

LABU100.43100.72101.012026-10-19: 100.91%2026-10-20: 100.53%Oct 19Oct 20
Table
DateIV
100.91%
100.53%