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Direxion Daily S&P Biotech Bull 3X ETF LABU

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Market dataready · fetched 2026-10-21T17:51:12.916Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:49:36.840885369Z

FundamentalsAlpha Vantage · ready

Share price$238.38
1D+0.6%
$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$1.67$6.16$10.64$15.12$19.60$204.35$220.23$236.11$251.99$267.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LABU spot · $238.38LABU PRICE$2.16$2.75$3.51$4.40$5.13$6.20$7.49$8.82$10.12$11.47$13.47$16.92$18.17$2.37$3.16$4.01$5.11$6.05$7.28$8.44$9.69$11.05$12.53$14.80$16.56$18.31
PutsExpensive1.72×
CallsCheap0.87×
SkewBullish-0.58 pp
Implied moveBearish±$15.93
TiltBearish3.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ256.92114.0%8.7%222.71115.3%7.6%
25Δ252.52108.6%7.1%225.97114.6%6.5%
30Δ249.49108.4%6.1%228.89114.0%5.7%
35Δ246.94110.7%5.4%231.53116.4%5.0%
40Δ244.00106.4%4.5%234.17114.6%4.3%
45Δ241.60108.2%4.0%236.77115.0%3.7%
50Δ239.24111.8%3.5%239.26113.6%3.2%
55Δ236.76113.2%3.0%241.75111.7%2.7%
60Δ234.28112.6%2.5%244.20109.8%2.2%
65Δ231.77110.6%2.0%246.67107.7%1.8%
70Δ228.96113.5%1.7%249.68110.1%1.5%
75Δ224.96125.1%1.5%252.28106.8%1.1%
80Δ222.64115.9%1.0%254.80102.0%0.8%

20Δ

Calls
Pseudo strike
256.92
IV
114.0%
B/E move
8.7%
Puts
Pseudo strike
222.71
IV
115.3%
B/E move
7.6%

25Δ

Calls
Pseudo strike
252.52
IV
108.6%
B/E move
7.1%
Puts
Pseudo strike
225.97
IV
114.6%
B/E move
6.5%

30Δ

Calls
Pseudo strike
249.49
IV
108.4%
B/E move
6.1%
Puts
Pseudo strike
228.89
IV
114.0%
B/E move
5.7%

35Δ

Calls
Pseudo strike
246.94
IV
110.7%
B/E move
5.4%
Puts
Pseudo strike
231.53
IV
116.4%
B/E move
5.0%

40Δ

Calls
Pseudo strike
244.00
IV
106.4%
B/E move
4.5%
Puts
Pseudo strike
234.17
IV
114.6%
B/E move
4.3%

45Δ

Calls
Pseudo strike
241.60
IV
108.2%
B/E move
4.0%
Puts
Pseudo strike
236.77
IV
115.0%
B/E move
3.7%

50Δ

Calls
Pseudo strike
239.24
IV
111.8%
B/E move
3.5%
Puts
Pseudo strike
239.26
IV
113.6%
B/E move
3.2%

55Δ

Calls
Pseudo strike
236.76
IV
113.2%
B/E move
3.0%
Puts
Pseudo strike
241.75
IV
111.7%
B/E move
2.7%

60Δ

Calls
Pseudo strike
234.28
IV
112.6%
B/E move
2.5%
Puts
Pseudo strike
244.20
IV
109.8%
B/E move
2.2%

65Δ

Calls
Pseudo strike
231.77
IV
110.6%
B/E move
2.0%
Puts
Pseudo strike
246.67
IV
107.7%
B/E move
1.8%

70Δ

Calls
Pseudo strike
228.96
IV
113.5%
B/E move
1.7%
Puts
Pseudo strike
249.68
IV
110.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
224.96
IV
125.1%
B/E move
1.5%
Puts
Pseudo strike
252.28
IV
106.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
222.64
IV
115.9%
B/E move
1.0%
Puts
Pseudo strike
254.80
IV
102.0%
B/E move
0.8%

Options history

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