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GraniteShares ETF Trust GraniteShares 2x Short COIN Daily ETF CONI

i

Market dataready · fetched 2026-11-11T13:55:22.845Z

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 · 2026-11-11T13:10:35.311184481Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:55:23.086483+00:00

Share price$39.67
1D
Price history unavailable.

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$0.84$3.22$5.60$7.99$10.37$24.55$31.62$38.70$45.77$52.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CONI spot · $39.67CONI PRICE$1.41$1.80$2.18$2.63$3.12$3.60$4.19$4.88$5.71$6.60$7.67$9.11$1.09$1.45$1.89$2.45$2.91$3.44$4.19$4.72$5.51$6.39$7.38$8.53$9.68
PutsCheap0.71×
Calls——
Skew——
Implied moveBearish±$7.79
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.78140.8%17.6%
25Δ49.46168.9%28.2%35.09139.4%15.2%
30Δ47.58169.3%24.5%36.25140.3%13.4%
35Δ45.69169.6%20.7%37.32146.0%12.1%
40Δ44.07170.4%17.7%38.46143.3%10.4%
45Δ42.61171.3%15.3%39.59141.2%8.9%
50Δ41.15169.7%12.8%40.75144.9%7.8%
55Δ39.80170.6%10.9%41.81140.0%6.5%
60Δ38.45173.0%9.2%43.02138.7%5.5%
65Δ37.07178.0%7.8%44.27138.7%4.5%
70Δ35.62180.7%6.4%45.61137.5%3.6%
75Δ34.04185.4%5.1%47.07134.6%2.9%
80Δ32.17192.0%4.1%48.52131.7%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.78
IV
140.8%
B/E move
17.6%

25Δ

Calls
Pseudo strike
49.46
IV
168.9%
B/E move
28.2%
Puts
Pseudo strike
35.09
IV
139.4%
B/E move
15.2%

30Δ

Calls
Pseudo strike
47.58
IV
169.3%
B/E move
24.5%
Puts
Pseudo strike
36.25
IV
140.3%
B/E move
13.4%

35Δ

Calls
Pseudo strike
45.69
IV
169.6%
B/E move
20.7%
Puts
Pseudo strike
37.32
IV
146.0%
B/E move
12.1%

40Δ

Calls
Pseudo strike
44.07
IV
170.4%
B/E move
17.7%
Puts
Pseudo strike
38.46
IV
143.3%
B/E move
10.4%

45Δ

Calls
Pseudo strike
42.61
IV
171.3%
B/E move
15.3%
Puts
Pseudo strike
39.59
IV
141.2%
B/E move
8.9%

50Δ

Calls
Pseudo strike
41.15
IV
169.7%
B/E move
12.8%
Puts
Pseudo strike
40.75
IV
144.9%
B/E move
7.8%

55Δ

Calls
Pseudo strike
39.80
IV
170.6%
B/E move
10.9%
Puts
Pseudo strike
41.81
IV
140.0%
B/E move
6.5%

60Δ

Calls
Pseudo strike
38.45
IV
173.0%
B/E move
9.2%
Puts
Pseudo strike
43.02
IV
138.7%
B/E move
5.5%

65Δ

Calls
Pseudo strike
37.07
IV
178.0%
B/E move
7.8%
Puts
Pseudo strike
44.27
IV
138.7%
B/E move
4.5%

70Δ

Calls
Pseudo strike
35.62
IV
180.7%
B/E move
6.4%
Puts
Pseudo strike
45.61
IV
137.5%
B/E move
3.6%

75Δ

Calls
Pseudo strike
34.04
IV
185.4%
B/E move
5.1%
Puts
Pseudo strike
47.07
IV
134.6%
B/E move
2.9%

80Δ

Calls
Pseudo strike
32.17
IV
192.0%
B/E move
4.1%
Puts
Pseudo strike
48.52
IV
131.7%
B/E move
2.1%

Options history

IV · four-Friday blend136.56%
Daily EOD
CONI136.4%136.6%136.7%2026-10-28: 136.56%Oct 28
1 observations2026-10-28 — 2026-10-28
Table
DateIV (%)
136.56%