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GraniteShares ETF Trust GraniteShares 2x Long COIN Daily ETF CONL

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Market dataready · fetched 2026-10-21T16:58:11.522Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:57:53.826172799Z

FundamentalsAlpha Vantage · ready

Share price$5.13
1D+5.1%
$4.75$4.87$4.99$5.11$5.235:30 AM6:30 AM9:00 AM1:00 PMCONL
Sold putSold call

GraniteShares ETF Trust GraniteShares 2x Long COIN Daily ETF options

Live interpolated CONL call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long COIN Daily ETF$0.02$0.45$0.88$1.31$1.74$4.26$4.67$5.09$5.50$5.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CONL spot · $5.13CONL PRICE$0.13$0.08$0.10$0.13$0.15$0.18$0.21$0.24$0.26$0.31$0.37$0.44$0.50$0.07$0.09$0.11$0.14$0.17$0.23$0.29$0.35$0.41$0.47$0.63$0.95$1.61
PutsExpensive1.62×
CallsExpensive1.23×
SkewBearish+15.65 pp
Implied moveBearish±$0.50
TiltBearish28.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.87439.9%56.0%4.68137.9%10.1%
25Δ5.81173.3%14.8%4.77138.5%8.8%
30Δ5.44134.0%8.0%4.86139.0%7.5%
35Δ5.37134.3%7.2%4.95139.5%6.3%
40Δ5.30134.5%6.4%5.03142.2%5.3%
45Δ5.24134.8%5.6%5.12148.4%4.8%
50Δ5.17135.0%4.8%5.20154.6%4.3%
55Δ5.10135.3%4.0%5.28160.9%3.8%
60Δ5.03135.5%3.2%5.37167.1%3.3%
65Δ4.95134.8%2.6%5.45173.4%2.8%
70Δ4.87133.3%2.2%5.63198.7%2.5%
75Δ4.78131.9%1.8%5.95249.9%2.5%
80Δ4.70130.4%1.4%6.61340.3%2.5%

20Δ

Calls
Pseudo strike
7.87
IV
439.9%
B/E move
56.0%
Puts
Pseudo strike
4.68
IV
137.9%
B/E move
10.1%

25Δ

Calls
Pseudo strike
5.81
IV
173.3%
B/E move
14.8%
Puts
Pseudo strike
4.77
IV
138.5%
B/E move
8.8%

30Δ

Calls
Pseudo strike
5.44
IV
134.0%
B/E move
8.0%
Puts
Pseudo strike
4.86
IV
139.0%
B/E move
7.5%

35Δ

Calls
Pseudo strike
5.37
IV
134.3%
B/E move
7.2%
Puts
Pseudo strike
4.95
IV
139.5%
B/E move
6.3%

40Δ

Calls
Pseudo strike
5.30
IV
134.5%
B/E move
6.4%
Puts
Pseudo strike
5.03
IV
142.2%
B/E move
5.3%

45Δ

Calls
Pseudo strike
5.24
IV
134.8%
B/E move
5.6%
Puts
Pseudo strike
5.12
IV
148.4%
B/E move
4.8%

50Δ

Calls
Pseudo strike
5.17
IV
135.0%
B/E move
4.8%
Puts
Pseudo strike
5.20
IV
154.6%
B/E move
4.3%

55Δ

Calls
Pseudo strike
5.10
IV
135.3%
B/E move
4.0%
Puts
Pseudo strike
5.28
IV
160.9%
B/E move
3.8%

60Δ

Calls
Pseudo strike
5.03
IV
135.5%
B/E move
3.2%
Puts
Pseudo strike
5.37
IV
167.1%
B/E move
3.3%

65Δ

Calls
Pseudo strike
4.95
IV
134.8%
B/E move
2.6%
Puts
Pseudo strike
5.45
IV
173.4%
B/E move
2.8%

70Δ

Calls
Pseudo strike
4.87
IV
133.3%
B/E move
2.2%
Puts
Pseudo strike
5.63
IV
198.7%
B/E move
2.5%

75Δ

Calls
Pseudo strike
4.78
IV
131.9%
B/E move
1.8%
Puts
Pseudo strike
5.95
IV
249.9%
B/E move
2.5%

80Δ

Calls
Pseudo strike
4.70
IV
130.4%
B/E move
1.4%
Puts
Pseudo strike
6.61
IV
340.3%
B/E move
2.5%

Options history

CONL139.79144.87149.942026-10-19: 149.24%2026-10-20: 140.49%Oct 19Oct 20
Table
DateIV
149.24%
140.49%