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GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF AAPB

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Market datapartial · fetched 2026-10-22T21:13:03.165Z

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 · 2026-10-22T20:25:10.692699086Z

FundamentalsAlpha Vantage · unavailable

Share price$47.02
1D+1.0%
AH$45.74$46.13$46.51$46.89$47.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAAPB
Sold putSold callAH

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$0.44$2.24$4.05$5.85$7.65$37.96$42.39$46.82$51.25$55.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AAPB spot · $47.02AAPB PRICE$0.63$0.90$1.12$1.43$1.80$2.12$2.45$2.91$3.41$4.15$4.90$5.71$6.73$1.09$1.30$1.68$2.01$2.42$2.74$3.16$3.63$4.19$4.76$5.37$6.16$7.13
PutsExpensive1.12×
CallsFair1.02×
SkewBearish+3.07 pp
Implied moveBearish±$5.61
TiltBearish8.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.9145.0%13.9%40.9667.0%15.2%
25Δ52.1648.1%12.8%42.6760.2%12.0%
30Δ51.0547.4%10.9%43.7560.6%10.5%
35Δ50.2349.2%9.9%44.8658.6%8.9%
40Δ49.4451.5%9.0%45.8658.0%7.6%
45Δ48.5651.4%7.8%46.8155.3%6.3%
50Δ47.6450.3%6.5%47.7154.0%5.2%
55Δ46.8051.7%5.7%48.6153.2%4.4%
60Δ45.9252.6%4.9%49.5352.8%3.6%
65Δ44.9356.2%4.4%50.4351.8%2.9%
70Δ43.8658.1%3.7%51.3650.6%2.2%
75Δ42.7259.3%3.0%52.4150.1%1.6%
80Δ41.4061.0%2.4%53.6349.6%1.1%

20Δ

Calls
Pseudo strike
52.91
IV
45.0%
B/E move
13.9%
Puts
Pseudo strike
40.96
IV
67.0%
B/E move
15.2%

25Δ

Calls
Pseudo strike
52.16
IV
48.1%
B/E move
12.8%
Puts
Pseudo strike
42.67
IV
60.2%
B/E move
12.0%

30Δ

Calls
Pseudo strike
51.05
IV
47.4%
B/E move
10.9%
Puts
Pseudo strike
43.75
IV
60.6%
B/E move
10.5%

35Δ

Calls
Pseudo strike
50.23
IV
49.2%
B/E move
9.9%
Puts
Pseudo strike
44.86
IV
58.6%
B/E move
8.9%

40Δ

Calls
Pseudo strike
49.44
IV
51.5%
B/E move
9.0%
Puts
Pseudo strike
45.86
IV
58.0%
B/E move
7.6%

45Δ

Calls
Pseudo strike
48.56
IV
51.4%
B/E move
7.8%
Puts
Pseudo strike
46.81
IV
55.3%
B/E move
6.3%

50Δ

Calls
Pseudo strike
47.64
IV
50.3%
B/E move
6.5%
Puts
Pseudo strike
47.71
IV
54.0%
B/E move
5.2%

55Δ

Calls
Pseudo strike
46.80
IV
51.7%
B/E move
5.7%
Puts
Pseudo strike
48.61
IV
53.2%
B/E move
4.4%

60Δ

Calls
Pseudo strike
45.92
IV
52.6%
B/E move
4.9%
Puts
Pseudo strike
49.53
IV
52.8%
B/E move
3.6%

65Δ

Calls
Pseudo strike
44.93
IV
56.2%
B/E move
4.4%
Puts
Pseudo strike
50.43
IV
51.8%
B/E move
2.9%

70Δ

Calls
Pseudo strike
43.86
IV
58.1%
B/E move
3.7%
Puts
Pseudo strike
51.36
IV
50.6%
B/E move
2.2%

75Δ

Calls
Pseudo strike
42.72
IV
59.3%
B/E move
3.0%
Puts
Pseudo strike
52.41
IV
50.1%
B/E move
1.6%

80Δ

Calls
Pseudo strike
41.40
IV
61.0%
B/E move
2.4%
Puts
Pseudo strike
53.63
IV
49.6%
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%