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GraniteShares ETF Trust GraniteShares 2x Long AMZN Daily ETF AMZZ

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Market dataready · fetched 2026-10-22T05:15:54.844Z

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 · 2026-10-21T22:59:59.393703255Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T05:15:52.828394+00:00

Share price$34.75
1D+0.6%
AH$34.15$34.51$34.88$35.24$35.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMZZ
Sold putSold callAH

GraniteShares ETF Trust GraniteShares 2x Long AMZN Daily ETF options

Live interpolated AMZZ call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long AMZN Daily ETF$0.57$2.66$4.74$6.83$8.92$24.79$29.94$35.09$40.24$45.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMZZ spot · $34.75AMZZ PRICE$0.79$1.09$1.36$1.72$2.09$2.48$2.97$3.47$3.99$4.62$5.34$6.21$7.17$1.04$1.40$1.80$2.21$2.65$3.11$3.67$4.34$4.96$5.62$6.37$7.27$8.32
PutsExpensive1.45×
CallsExpensive1.53×
SkewBullish-6.94 pp
Implied moveBearish±$6.64
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.3180.5%26.9%29.3384.6%18.6%
25Δ42.0283.7%24.1%30.5584.0%16.1%
30Δ40.4081.8%20.2%31.6484.5%14.1%
35Δ39.2884.2%18.0%32.7283.6%12.2%
40Δ38.1385.2%15.7%33.7682.4%10.5%
45Δ36.9985.6%13.6%34.7681.0%8.9%
50Δ35.9588.2%12.0%35.7780.7%7.6%
55Δ34.8588.8%10.3%36.8381.3%6.5%
60Δ33.7588.8%8.6%37.8579.9%5.3%
65Δ32.6490.0%7.2%38.8878.2%4.3%
70Δ31.4791.5%5.9%39.9676.7%3.3%
75Δ30.2193.5%4.8%41.1575.4%2.5%
80Δ28.8594.7%3.7%42.4673.9%1.7%

20Δ

Calls
Pseudo strike
43.31
IV
80.5%
B/E move
26.9%
Puts
Pseudo strike
29.33
IV
84.6%
B/E move
18.6%

25Δ

Calls
Pseudo strike
42.02
IV
83.7%
B/E move
24.1%
Puts
Pseudo strike
30.55
IV
84.0%
B/E move
16.1%

30Δ

Calls
Pseudo strike
40.40
IV
81.8%
B/E move
20.2%
Puts
Pseudo strike
31.64
IV
84.5%
B/E move
14.1%

35Δ

Calls
Pseudo strike
39.28
IV
84.2%
B/E move
18.0%
Puts
Pseudo strike
32.72
IV
83.6%
B/E move
12.2%

40Δ

Calls
Pseudo strike
38.13
IV
85.2%
B/E move
15.7%
Puts
Pseudo strike
33.76
IV
82.4%
B/E move
10.5%

45Δ

Calls
Pseudo strike
36.99
IV
85.6%
B/E move
13.6%
Puts
Pseudo strike
34.76
IV
81.0%
B/E move
8.9%

50Δ

Calls
Pseudo strike
35.95
IV
88.2%
B/E move
12.0%
Puts
Pseudo strike
35.77
IV
80.7%
B/E move
7.6%

55Δ

Calls
Pseudo strike
34.85
IV
88.8%
B/E move
10.3%
Puts
Pseudo strike
36.83
IV
81.3%
B/E move
6.5%

60Δ

Calls
Pseudo strike
33.75
IV
88.8%
B/E move
8.6%
Puts
Pseudo strike
37.85
IV
79.9%
B/E move
5.3%

65Δ

Calls
Pseudo strike
32.64
IV
90.0%
B/E move
7.2%
Puts
Pseudo strike
38.88
IV
78.2%
B/E move
4.3%

70Δ

Calls
Pseudo strike
31.47
IV
91.5%
B/E move
5.9%
Puts
Pseudo strike
39.96
IV
76.7%
B/E move
3.3%

75Δ

Calls
Pseudo strike
30.21
IV
93.5%
B/E move
4.8%
Puts
Pseudo strike
41.15
IV
75.4%
B/E move
2.5%

80Δ

Calls
Pseudo strike
28.85
IV
94.7%
B/E move
3.7%
Puts
Pseudo strike
42.46
IV
73.9%
B/E move
1.7%

Options history

No recorded observations