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GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF AAPB

i

Market dataready · fetched 2026-11-11T15:55:54.088Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T15:45:57.518395197Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:55:53.462446+00:00

Share price$48.14
1D+2.6%
$46.82$47.19$47.57$47.94$48.315:30 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$0.37$1.29$2.22$3.15$4.07$38.54$43.14$47.74$52.33$56.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AAPB spot · $48.14AAPB PRICE$0.47$0.57$0.73$0.88$1.07$1.28$1.49$1.74$1.99$2.38$2.80$3.37$0.55$0.68$0.82$1.01$1.22$1.44$1.67$1.89$2.21$2.57$2.90$3.22$3.80
PutsCheap0.63×
Calls——
Skew——
Implied moveBearish±$2.95
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.5762.1%8.5%
25Δ50.5642.7%6.0%45.4758.1%7.0%
30Δ49.9440.9%4.9%46.2354.5%5.7%
35Δ49.5341.6%4.4%46.8053.9%4.9%
40Δ49.1142.3%3.9%47.3253.2%4.2%
45Δ48.7043.0%3.4%47.8252.4%3.7%
50Δ48.2943.7%3.0%48.3251.6%3.1%
55Δ47.8844.2%2.6%48.8250.8%2.5%
60Δ47.4544.3%2.2%49.3450.8%2.1%
65Δ47.0244.5%1.8%49.8851.4%1.7%
70Δ46.4945.9%1.5%50.3850.2%1.4%
75Δ45.9447.5%1.2%50.8848.5%1.0%
80Δ45.2449.6%1.0%51.5949.0%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.57
IV
62.1%
B/E move
8.5%

25Δ

Calls
Pseudo strike
50.56
IV
42.7%
B/E move
6.0%
Puts
Pseudo strike
45.47
IV
58.1%
B/E move
7.0%

30Δ

Calls
Pseudo strike
49.94
IV
40.9%
B/E move
4.9%
Puts
Pseudo strike
46.23
IV
54.5%
B/E move
5.7%

35Δ

Calls
Pseudo strike
49.53
IV
41.6%
B/E move
4.4%
Puts
Pseudo strike
46.80
IV
53.9%
B/E move
4.9%

40Δ

Calls
Pseudo strike
49.11
IV
42.3%
B/E move
3.9%
Puts
Pseudo strike
47.32
IV
53.2%
B/E move
4.2%

45Δ

Calls
Pseudo strike
48.70
IV
43.0%
B/E move
3.4%
Puts
Pseudo strike
47.82
IV
52.4%
B/E move
3.7%

50Δ

Calls
Pseudo strike
48.29
IV
43.7%
B/E move
3.0%
Puts
Pseudo strike
48.32
IV
51.6%
B/E move
3.1%

55Δ

Calls
Pseudo strike
47.88
IV
44.2%
B/E move
2.6%
Puts
Pseudo strike
48.82
IV
50.8%
B/E move
2.5%

60Δ

Calls
Pseudo strike
47.45
IV
44.3%
B/E move
2.2%
Puts
Pseudo strike
49.34
IV
50.8%
B/E move
2.1%

65Δ

Calls
Pseudo strike
47.02
IV
44.5%
B/E move
1.8%
Puts
Pseudo strike
49.88
IV
51.4%
B/E move
1.7%

70Δ

Calls
Pseudo strike
46.49
IV
45.9%
B/E move
1.5%
Puts
Pseudo strike
50.38
IV
50.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
45.94
IV
47.5%
B/E move
1.2%
Puts
Pseudo strike
50.88
IV
48.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
45.24
IV
49.6%
B/E move
1.0%
Puts
Pseudo strike
51.59
IV
49.0%
B/E move
0.7%

Options history

IV · four-Friday blend53.38%
Daily close
AAPB44.8%50.0%55.3%2026-08-13: 47.46%2026-08-14: 46.87%2026-08-17: 49.02%2026-08-18: 51.23%2026-08-19: 53.16%2026-08-20: 53.36%2026-08-21: 50.76%2026-08-24: 50.35%2026-08-25: 49.99%2026-08-26: 50.72%2026-08-27: 50.10%2026-08-28: 49.87%2026-08-31: 49.75%2026-09-01: 50.86%2026-09-02: 50.73%2026-09-03: 50.75%2026-09-04: 50.46%2026-09-08: 54.55%2026-09-09: 53.63%2026-09-10: 52.60%2026-09-11: 50.21%2026-09-14: 52.30%2026-09-15: 52.74%2026-09-16: 53.11%2026-09-17: 51.35%2026-09-18: 48.45%2026-09-21: 48.27%2026-09-22: 48.30%2026-09-23: 48.20%2026-09-24: 48.55%2026-09-25: 45.53%2026-09-28: 47.97%2026-09-29: 48.44%2026-09-30: 48.65%2026-10-08: 47.77%2026-10-12: 49.43%2026-10-16: 49.16%2026-10-19: 48.30%2026-10-20: 48.15%2026-10-21: 47.98%2026-10-22: 48.25%2026-10-23: 48.68%2026-10-26: 49.75%2026-10-27: 49.70%2026-10-28: 49.36%2026-10-29: 49.74%2026-10-30: 53.38%Aug 13Sep 16Oct 30
47 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
47.46%
46.87%
49.02%
51.23%
53.16%
53.36%
50.76%
50.35%
49.99%
50.72%
50.10%
49.87%
49.75%
50.86%
50.73%
50.75%
50.46%
54.55%
53.63%
52.60%
50.21%
52.30%
52.74%
53.11%
51.35%
48.45%
48.27%
48.30%
48.20%
48.55%
45.53%
47.97%
48.44%
48.65%
47.77%
49.43%
49.16%
48.30%
48.15%
47.98%
48.25%
48.68%
49.75%
49.70%
49.36%
49.74%
53.38%