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GraniteShares ETF Trust GraniteShares 2x Short COIN Daily ETF CONI

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Market dataready · fetched 2026-10-22T03:53:34.474Z

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 · 2026-10-21T23:54:52.380680629Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T03:52:32.358830+00:00

Share price$25.71
1D-3.6%
AH$23.96$24.65$25.35$26.05$26.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCONI
Sold putSold callAH

GraniteShares ETF Trust GraniteShares 2x Short COIN Daily ETF options

Live interpolated CONI call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Short COIN Daily ETF$0.42$4.39$8.36$12.34$16.31$11.60$18.11$24.63$31.14$37.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CONI spot · $25.71CONI PRICE$0.85$1.10$1.39$1.68$2.08$2.37$2.74$3.18$3.59$3.84$4.47$4.87$5.44$1.48$2.04$2.60$3.25$4.16$5.35$6.52$7.73$9.66$11.80$15.16
PutsExpensive1.22×
CallsCheap0.86×
SkewBearish+47.50 pp
Implied moveBearish±$9.26
TiltBearish30.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.65120.7%45.9%19.81145.2%28.7%
25Δ34.25117.2%37.5%21.21147.2%25.4%
30Δ32.50116.5%31.8%22.60145.8%22.2%
35Δ30.88114.3%26.6%23.96145.8%19.5%
40Δ29.81118.9%24.0%25.38150.6%17.5%
45Δ28.34113.5%19.4%27.01158.3%15.8%
50Δ27.17112.5%16.3%28.69160.6%13.8%
55Δ26.10113.1%13.9%30.41160.9%11.8%
60Δ25.03110.7%11.3%32.73167.9%10.3%
65Δ24.06102.0%8.5%35.30173.2%8.6%
70Δ23.05104.5%7.0%39.01184.1%7.2%
75Δ22.1998.8%5.2%
80Δ21.2595.8%3.8%

20Δ

Calls
Pseudo strike
36.65
IV
120.7%
B/E move
45.9%
Puts
Pseudo strike
19.81
IV
145.2%
B/E move
28.7%

25Δ

Calls
Pseudo strike
34.25
IV
117.2%
B/E move
37.5%
Puts
Pseudo strike
21.21
IV
147.2%
B/E move
25.4%

30Δ

Calls
Pseudo strike
32.50
IV
116.5%
B/E move
31.8%
Puts
Pseudo strike
22.60
IV
145.8%
B/E move
22.2%

35Δ

Calls
Pseudo strike
30.88
IV
114.3%
B/E move
26.6%
Puts
Pseudo strike
23.96
IV
145.8%
B/E move
19.5%

40Δ

Calls
Pseudo strike
29.81
IV
118.9%
B/E move
24.0%
Puts
Pseudo strike
25.38
IV
150.6%
B/E move
17.5%

45Δ

Calls
Pseudo strike
28.34
IV
113.5%
B/E move
19.4%
Puts
Pseudo strike
27.01
IV
158.3%
B/E move
15.8%

50Δ

Calls
Pseudo strike
27.17
IV
112.5%
B/E move
16.3%
Puts
Pseudo strike
28.69
IV
160.6%
B/E move
13.8%

55Δ

Calls
Pseudo strike
26.10
IV
113.1%
B/E move
13.9%
Puts
Pseudo strike
30.41
IV
160.9%
B/E move
11.8%

60Δ

Calls
Pseudo strike
25.03
IV
110.7%
B/E move
11.3%
Puts
Pseudo strike
32.73
IV
167.9%
B/E move
10.3%

65Δ

Calls
Pseudo strike
24.06
IV
102.0%
B/E move
8.5%
Puts
Pseudo strike
35.30
IV
173.2%
B/E move
8.6%

70Δ

Calls
Pseudo strike
23.05
IV
104.5%
B/E move
7.0%
Puts
Pseudo strike
39.01
IV
184.1%
B/E move
7.2%

75Δ

Calls
Pseudo strike
22.19
IV
98.8%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
21.25
IV
95.8%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations