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GraniteShares ETF Trust GraniteShares 2x Long BABA Daily ETF BABX

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Market datapartial · fetched 2026-10-22T21:32:31.662Z

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 · 2026-10-22T20:23:03.172375405Z

FundamentalsAlpha Vantage · unavailable

Share price$14.38
1D+3.2%
AH$13.87$14.10$14.34$14.57$14.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBABX
Sold putSold callAH

GraniteShares ETF Trust GraniteShares 2x Long BABA Daily ETF options

Live interpolated BABX call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long BABA Daily ETF$0.25$1.51$2.76$4.02$5.28$9.86$12.23$14.60$16.98$19.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BABX spot · $14.38BABX PRICE$0.38$0.49$0.64$0.78$0.91$1.06$1.22$1.38$1.54$1.79$2.03$2.33$2.64$0.43$0.57$0.73$0.92$1.11$1.41$1.71$2.06$2.43$2.87$3.39$4.18$4.92
PutsFair1.05×
CallsExpensive1.20×
SkewBearish+1.71 pp
Implied moveBearish±$2.92
TiltBearish21.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.8196.1%33.5%12.1284.8%18.7%
25Δ17.7591.3%26.9%12.6383.3%16.1%
30Δ17.2094.7%24.1%13.1282.4%13.8%
35Δ16.5693.4%20.5%13.5482.9%12.2%
40Δ15.8990.0%16.8%13.9783.4%10.6%
45Δ15.3888.7%14.3%14.4386.0%9.4%
50Δ14.8887.0%11.9%14.8988.8%8.3%
55Δ14.4284.4%9.9%15.4190.5%7.2%
60Δ13.9781.9%7.9%15.9492.0%6.1%
65Δ13.5482.2%6.6%16.5292.6%5.0%
70Δ13.1182.5%5.3%17.1894.0%4.0%
75Δ12.6682.1%4.2%18.0998.6%3.2%
80Δ12.1981.5%3.2%18.9698.8%2.3%

20Δ

Calls
Pseudo strike
18.81
IV
96.1%
B/E move
33.5%
Puts
Pseudo strike
12.12
IV
84.8%
B/E move
18.7%

25Δ

Calls
Pseudo strike
17.75
IV
91.3%
B/E move
26.9%
Puts
Pseudo strike
12.63
IV
83.3%
B/E move
16.1%

30Δ

Calls
Pseudo strike
17.20
IV
94.7%
B/E move
24.1%
Puts
Pseudo strike
13.12
IV
82.4%
B/E move
13.8%

35Δ

Calls
Pseudo strike
16.56
IV
93.4%
B/E move
20.5%
Puts
Pseudo strike
13.54
IV
82.9%
B/E move
12.2%

40Δ

Calls
Pseudo strike
15.89
IV
90.0%
B/E move
16.8%
Puts
Pseudo strike
13.97
IV
83.4%
B/E move
10.6%

45Δ

Calls
Pseudo strike
15.38
IV
88.7%
B/E move
14.3%
Puts
Pseudo strike
14.43
IV
86.0%
B/E move
9.4%

50Δ

Calls
Pseudo strike
14.88
IV
87.0%
B/E move
11.9%
Puts
Pseudo strike
14.89
IV
88.8%
B/E move
8.3%

55Δ

Calls
Pseudo strike
14.42
IV
84.4%
B/E move
9.9%
Puts
Pseudo strike
15.41
IV
90.5%
B/E move
7.2%

60Δ

Calls
Pseudo strike
13.97
IV
81.9%
B/E move
7.9%
Puts
Pseudo strike
15.94
IV
92.0%
B/E move
6.1%

65Δ

Calls
Pseudo strike
13.54
IV
82.2%
B/E move
6.6%
Puts
Pseudo strike
16.52
IV
92.6%
B/E move
5.0%

70Δ

Calls
Pseudo strike
13.11
IV
82.5%
B/E move
5.3%
Puts
Pseudo strike
17.18
IV
94.0%
B/E move
4.0%

75Δ

Calls
Pseudo strike
12.66
IV
82.1%
B/E move
4.2%
Puts
Pseudo strike
18.09
IV
98.6%
B/E move
3.2%

80Δ

Calls
Pseudo strike
12.19
IV
81.5%
B/E move
3.2%
Puts
Pseudo strike
18.96
IV
98.8%
B/E move
2.3%

Options history

BABX84.2184.3384.442026-10-20: 84.36%2026-10-21: 84.30%Oct 20Oct 21
Table
DateIV
84.36%
84.30%