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GraniteShares ETF Trust GraniteShares 2x Long AMZN Daily ETF AMZZ

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Market datapartial · fetched 2026-10-22T22:21:31.518Z

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 · 2026-10-22T22:06:46.869352442Z

FundamentalsAlpha Vantage · unavailable

Share price$32.00
1D-5.8%
AH$31.00$31.75$32.50$33.26$34.015:30 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$0.44$3.28$6.13$8.97$11.82$21.83$26.65$31.47$36.28$41.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMZZ spot · $32.00AMZZ PRICE$0.75$0.99$1.26$1.53$1.82$2.13$2.49$2.92$3.35$3.80$4.44$4.92$5.76$1.03$1.37$1.82$2.27$2.77$3.32$3.94$4.66$5.24$6.12$7.65$8.65$11.00
PutsExpensive1.60×
CallsExpensive1.40×
SkewBearish+11.87 pp
Implied moveBearish±$6.44
TiltBearish24.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.0982.3%27.6%26.7590.4%19.6%
25Δ38.6082.6%23.7%27.9788.9%16.9%
30Δ37.2782.6%20.4%28.9891.7%15.1%
35Δ35.9981.1%17.2%30.0491.9%13.2%
40Δ34.8679.9%14.6%31.0992.0%11.5%
45Δ33.8579.1%12.4%32.1392.0%10.0%
50Δ32.9179.1%10.6%33.2192.1%8.6%
55Δ32.0180.2%9.2%34.3192.6%7.3%
60Δ31.1079.9%7.7%35.3489.6%5.9%
65Δ30.2078.8%6.3%36.5689.9%4.9%
70Δ29.2280.9%5.2%38.3495.5%4.1%
75Δ28.3678.0%4.0%39.6693.1%3.1%
80Δ27.2380.0%3.1%42.2599.2%2.3%

20Δ

Calls
Pseudo strike
40.09
IV
82.3%
B/E move
27.6%
Puts
Pseudo strike
26.75
IV
90.4%
B/E move
19.6%

25Δ

Calls
Pseudo strike
38.60
IV
82.6%
B/E move
23.7%
Puts
Pseudo strike
27.97
IV
88.9%
B/E move
16.9%

30Δ

Calls
Pseudo strike
37.27
IV
82.6%
B/E move
20.4%
Puts
Pseudo strike
28.98
IV
91.7%
B/E move
15.1%

35Δ

Calls
Pseudo strike
35.99
IV
81.1%
B/E move
17.2%
Puts
Pseudo strike
30.04
IV
91.9%
B/E move
13.2%

40Δ

Calls
Pseudo strike
34.86
IV
79.9%
B/E move
14.6%
Puts
Pseudo strike
31.09
IV
92.0%
B/E move
11.5%

45Δ

Calls
Pseudo strike
33.85
IV
79.1%
B/E move
12.4%
Puts
Pseudo strike
32.13
IV
92.0%
B/E move
10.0%

50Δ

Calls
Pseudo strike
32.91
IV
79.1%
B/E move
10.6%
Puts
Pseudo strike
33.21
IV
92.1%
B/E move
8.6%

55Δ

Calls
Pseudo strike
32.01
IV
80.2%
B/E move
9.2%
Puts
Pseudo strike
34.31
IV
92.6%
B/E move
7.3%

60Δ

Calls
Pseudo strike
31.10
IV
79.9%
B/E move
7.7%
Puts
Pseudo strike
35.34
IV
89.6%
B/E move
5.9%

65Δ

Calls
Pseudo strike
30.20
IV
78.8%
B/E move
6.3%
Puts
Pseudo strike
36.56
IV
89.9%
B/E move
4.9%

70Δ

Calls
Pseudo strike
29.22
IV
80.9%
B/E move
5.2%
Puts
Pseudo strike
38.34
IV
95.5%
B/E move
4.1%

75Δ

Calls
Pseudo strike
28.36
IV
78.0%
B/E move
4.0%
Puts
Pseudo strike
39.66
IV
93.1%
B/E move
3.1%

80Δ

Calls
Pseudo strike
27.23
IV
80.0%
B/E move
3.1%
Puts
Pseudo strike
42.25
IV
99.2%
B/E move
2.3%

Options history

AMZZ72.3973.2474.092026-10-20: 72.51%2026-10-21: 73.97%Oct 20Oct 21
Table
DateIV
72.51%
73.97%