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GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF AAPB

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Market datapartial · fetched 2026-10-22T14:52:45.890Z

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

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 · 2026-10-22T14:46:52.791549361Z

FundamentalsAlpha Vantage · unavailable

Share price$45.85
1D-1.5%
$45.79$46.00$46.20$46.40$46.615:30 AM6:30 AM9:00 AM1:00 PMAAPB
Sold putSold call

GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF options

Live interpolated AAPB call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF$0.50$2.17$3.84$5.51$7.18$37.41$41.71$46.02$50.32$54.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AAPB spot · $45.85AAPB PRICE$0.68$0.92$1.19$1.49$1.80$2.15$2.61$3.08$3.50$4.08$4.75$5.54$6.38$1.51$1.81$2.16$2.57$3.03$3.54$4.07$4.60$5.17$5.80$6.70
PutsFair1.05×
CallsExpensive1.07×
SkewBullish-2.62 pp
Implied moveBearish±$5.64
TiltBearish3.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.3450.2%15.7%
25Δ51.2351.2%13.8%
30Δ50.2252.1%12.1%42.8656.1%9.8%
35Δ49.2652.9%10.7%43.8654.4%8.3%
40Δ48.3153.0%9.3%44.7753.5%7.1%
45Δ47.4153.4%8.1%45.6553.3%6.1%
50Δ46.5455.4%7.2%46.5253.2%5.2%
55Δ45.6756.7%6.3%47.4053.1%4.3%
60Δ44.7455.8%5.2%48.2852.6%3.6%
65Δ43.8056.7%4.4%49.1551.4%2.8%
70Δ42.7957.7%3.7%50.0350.1%2.2%
75Δ41.6859.0%3.0%50.9348.7%1.6%
80Δ40.5259.1%2.3%52.0548.3%1.1%

20Δ

Calls
Pseudo strike
52.34
IV
50.2%
B/E move
15.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
51.23
IV
51.2%
B/E move
13.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
50.22
IV
52.1%
B/E move
12.1%
Puts
Pseudo strike
42.86
IV
56.1%
B/E move
9.8%

35Δ

Calls
Pseudo strike
49.26
IV
52.9%
B/E move
10.7%
Puts
Pseudo strike
43.86
IV
54.4%
B/E move
8.3%

40Δ

Calls
Pseudo strike
48.31
IV
53.0%
B/E move
9.3%
Puts
Pseudo strike
44.77
IV
53.5%
B/E move
7.1%

45Δ

Calls
Pseudo strike
47.41
IV
53.4%
B/E move
8.1%
Puts
Pseudo strike
45.65
IV
53.3%
B/E move
6.1%

50Δ

Calls
Pseudo strike
46.54
IV
55.4%
B/E move
7.2%
Puts
Pseudo strike
46.52
IV
53.2%
B/E move
5.2%

55Δ

Calls
Pseudo strike
45.67
IV
56.7%
B/E move
6.3%
Puts
Pseudo strike
47.40
IV
53.1%
B/E move
4.3%

60Δ

Calls
Pseudo strike
44.74
IV
55.8%
B/E move
5.2%
Puts
Pseudo strike
48.28
IV
52.6%
B/E move
3.6%

65Δ

Calls
Pseudo strike
43.80
IV
56.7%
B/E move
4.4%
Puts
Pseudo strike
49.15
IV
51.4%
B/E move
2.8%

70Δ

Calls
Pseudo strike
42.79
IV
57.7%
B/E move
3.7%
Puts
Pseudo strike
50.03
IV
50.1%
B/E move
2.2%

75Δ

Calls
Pseudo strike
41.68
IV
59.0%
B/E move
3.0%
Puts
Pseudo strike
50.93
IV
48.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
40.52
IV
59.1%
B/E move
2.3%
Puts
Pseudo strike
52.05
IV
48.3%
B/E move
1.1%

Options history

AAPB47.8847.9548.032026-10-20: 47.93%2026-10-21: 47.98%Oct 20Oct 21
Table
DateIV
47.93%
47.98%