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GraniteShares ETF Trust GraniteShares 2x Long AMZN Daily ETF AMZZ

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Market dataready · fetched 2026-11-11T14:51:28.302Z

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 · 2026-11-11T14:46:47.143500698Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:51:26.802539+00:00

Share price$36.33
1D-1.7%
$35.89$36.33$36.77$37.21$37.655:30 AM6:30 AM9:00 AM1:00 PMAMZZ
Sold putSold call

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$0.35$1.35$2.35$3.35$4.34$27.74$32.03$36.31$40.60$44.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMZZ spot · $36.33AMZZ PRICE$0.46$0.59$0.76$0.93$1.11$1.31$1.53$1.76$2.12$2.50$2.92$3.38$3.92$0.49$0.69$0.84$0.98$1.16$1.36$1.66$1.97$2.25$2.54$2.96$3.44$4.06
PutsCheap0.70×
CallsCheap0.63×
SkewBullish-6.23 pp
Implied moveBearish±$3.20
TiltBearish2.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.5676.8%12.9%33.2771.9%9.8%
25Δ39.5673.1%10.6%33.8274.9%8.8%
30Δ38.9474.8%9.3%34.4472.8%7.5%
35Δ38.2873.4%7.9%35.0868.5%6.1%
40Δ37.6872.6%6.8%35.5966.6%5.2%
45Δ37.1272.0%5.8%36.0965.4%4.4%
50Δ36.6071.7%5.0%36.5867.4%3.9%
55Δ36.0871.4%4.2%37.0768.9%3.4%
60Δ35.5273.9%3.6%37.5667.6%2.8%
65Δ34.9676.7%3.1%38.0666.4%2.2%
70Δ34.3577.7%2.6%38.6366.4%1.8%
75Δ33.6978.7%2.1%39.2666.8%1.4%
80Δ32.9879.8%1.6%40.0168.0%1.0%

20Δ

Calls
Pseudo strike
40.56
IV
76.8%
B/E move
12.9%
Puts
Pseudo strike
33.27
IV
71.9%
B/E move
9.8%

25Δ

Calls
Pseudo strike
39.56
IV
73.1%
B/E move
10.6%
Puts
Pseudo strike
33.82
IV
74.9%
B/E move
8.8%

30Δ

Calls
Pseudo strike
38.94
IV
74.8%
B/E move
9.3%
Puts
Pseudo strike
34.44
IV
72.8%
B/E move
7.5%

35Δ

Calls
Pseudo strike
38.28
IV
73.4%
B/E move
7.9%
Puts
Pseudo strike
35.08
IV
68.5%
B/E move
6.1%

40Δ

Calls
Pseudo strike
37.68
IV
72.6%
B/E move
6.8%
Puts
Pseudo strike
35.59
IV
66.6%
B/E move
5.2%

45Δ

Calls
Pseudo strike
37.12
IV
72.0%
B/E move
5.8%
Puts
Pseudo strike
36.09
IV
65.4%
B/E move
4.4%

50Δ

Calls
Pseudo strike
36.60
IV
71.7%
B/E move
5.0%
Puts
Pseudo strike
36.58
IV
67.4%
B/E move
3.9%

55Δ

Calls
Pseudo strike
36.08
IV
71.4%
B/E move
4.2%
Puts
Pseudo strike
37.07
IV
68.9%
B/E move
3.4%

60Δ

Calls
Pseudo strike
35.52
IV
73.9%
B/E move
3.6%
Puts
Pseudo strike
37.56
IV
67.6%
B/E move
2.8%

65Δ

Calls
Pseudo strike
34.96
IV
76.7%
B/E move
3.1%
Puts
Pseudo strike
38.06
IV
66.4%
B/E move
2.2%

70Δ

Calls
Pseudo strike
34.35
IV
77.7%
B/E move
2.6%
Puts
Pseudo strike
38.63
IV
66.4%
B/E move
1.8%

75Δ

Calls
Pseudo strike
33.69
IV
78.7%
B/E move
2.1%
Puts
Pseudo strike
39.26
IV
66.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
32.98
IV
79.8%
B/E move
1.6%
Puts
Pseudo strike
40.01
IV
68.0%
B/E move
1.0%

Options history

IV · four-Friday blend67.87%
Daily close
AMZZ58.4%70.6%82.9%2026-08-13: 61.98%2026-08-14: 60.05%2026-08-17: 63.33%2026-08-18: 64.73%2026-08-19: 64.40%2026-08-20: 62.95%2026-08-21: 63.44%2026-08-24: 64.47%2026-08-25: 63.09%2026-08-26: 63.27%2026-08-27: 62.71%2026-08-28: 64.07%2026-08-31: 63.45%2026-09-01: 63.33%2026-09-02: 62.40%2026-09-03: 63.11%2026-09-04: 63.82%2026-09-08: 66.47%2026-09-09: 67.87%2026-09-10: 66.76%2026-09-11: 62.71%2026-09-14: 68.18%2026-09-15: 68.47%2026-09-16: 69.66%2026-09-17: 69.87%2026-09-18: 68.17%2026-09-21: 69.42%2026-09-22: 69.10%2026-09-23: 69.14%2026-09-24: 68.36%2026-09-25: 67.80%2026-09-28: 68.40%2026-09-29: 68.30%2026-09-30: 68.49%2026-10-01: 68.57%2026-10-02: 65.96%2026-10-05: 66.94%2026-10-06: 67.00%2026-10-07: 66.59%2026-10-08: 68.47%2026-10-09: 67.24%2026-10-12: 70.03%2026-10-13: 71.92%2026-10-14: 73.37%2026-10-15: 73.47%2026-10-16: 72.53%2026-10-19: 72.64%2026-10-20: 72.51%2026-10-21: 73.97%2026-10-22: 76.23%2026-10-23: 75.94%2026-10-26: 77.78%2026-10-27: 79.19%2026-10-28: 80.79%2026-10-29: 81.19%2026-10-30: 67.87%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
61.98%
60.05%
63.33%
64.73%
64.40%
62.95%
63.44%
64.47%
63.09%
63.27%
62.71%
64.07%
63.45%
63.33%
62.40%
63.11%
63.82%
66.47%
67.87%
66.76%
62.71%
68.18%
68.47%
69.66%
69.87%
68.17%
69.42%
69.10%
69.14%
68.36%
67.80%
68.40%
68.30%
68.49%
68.57%
65.96%
66.94%
67.00%
66.59%
68.47%
67.24%
70.03%
71.92%
73.37%
73.47%
72.53%
72.64%
72.51%
73.97%
76.23%
75.94%
77.78%
79.19%
80.79%
81.19%
67.87%