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GraniteShares ETF Trust GraniteShares 2x Long COIN Daily ETF CONL

i

Market dataready · fetched 2026-11-12T04:15:16.775Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-12T00:59:26.357338698Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T04:15:16.445566+00:00

Share price$2.74
1D+3.3%
AH$2.68$2.75$2.82$2.89$2.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCONL
Sold putSold callAH

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$0.43$0.85$1.27$1.68$2.06$2.33$2.60$2.88$3.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CONL spot · $2.74CONL PRICE$0.06$0.07$0.11$0.15$0.19$0.22$0.26$0.30$0.34$0.11$0.23$0.35$0.47$0.59$0.72$0.84$0.96$1.08$1.20$1.32$1.44$1.56
PutsExpensive1.96×
Calls——
Skew——
Implied moveBearish±$1.06
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.60162.9%9.3%
25Δ3.14237.5%16.8%2.73187.4%8.7%
30Δ3.01225.3%12.5%2.87211.9%8.2%
35Δ2.94233.9%11.4%3.00236.4%7.6%
40Δ2.88244.2%10.4%3.14260.9%7.0%
45Δ2.81254.4%9.5%3.28285.4%6.5%
50Δ2.75264.6%8.6%3.41309.9%5.9%
55Δ2.69274.8%7.7%3.55334.4%5.4%
60Δ2.62285.1%6.7%3.69358.9%4.8%
65Δ2.56295.3%5.8%3.82383.4%4.2%
70Δ3.96407.9%3.7%
75Δ4.10432.4%3.1%
80Δ4.23456.9%2.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.60
IV
162.9%
B/E move
9.3%

25Δ

Calls
Pseudo strike
3.14
IV
237.5%
B/E move
16.8%
Puts
Pseudo strike
2.73
IV
187.4%
B/E move
8.7%

30Δ

Calls
Pseudo strike
3.01
IV
225.3%
B/E move
12.5%
Puts
Pseudo strike
2.87
IV
211.9%
B/E move
8.2%

35Δ

Calls
Pseudo strike
2.94
IV
233.9%
B/E move
11.4%
Puts
Pseudo strike
3.00
IV
236.4%
B/E move
7.6%

40Δ

Calls
Pseudo strike
2.88
IV
244.2%
B/E move
10.4%
Puts
Pseudo strike
3.14
IV
260.9%
B/E move
7.0%

45Δ

Calls
Pseudo strike
2.81
IV
254.4%
B/E move
9.5%
Puts
Pseudo strike
3.28
IV
285.4%
B/E move
6.5%

50Δ

Calls
Pseudo strike
2.75
IV
264.6%
B/E move
8.6%
Puts
Pseudo strike
3.41
IV
309.9%
B/E move
5.9%

55Δ

Calls
Pseudo strike
2.69
IV
274.8%
B/E move
7.7%
Puts
Pseudo strike
3.55
IV
334.4%
B/E move
5.4%

60Δ

Calls
Pseudo strike
2.62
IV
285.1%
B/E move
6.7%
Puts
Pseudo strike
3.69
IV
358.9%
B/E move
4.8%

65Δ

Calls
Pseudo strike
2.56
IV
295.3%
B/E move
5.8%
Puts
Pseudo strike
3.82
IV
383.4%
B/E move
4.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.96
IV
407.9%
B/E move
3.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.10
IV
432.4%
B/E move
3.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.23
IV
456.9%
B/E move
2.6%

Options history

IV · four-Friday blend149.83%
Daily close
CONL106.2%154.4%202.6%2026-08-13: 162.29%2026-08-18: 165.29%2026-08-21: 147.70%2026-08-24: 139.73%2026-08-25: 141.12%2026-08-26: 138.14%2026-08-27: 138.64%2026-08-28: 131.50%2026-08-31: 139.69%2026-09-01: 129.94%2026-09-02: 130.63%2026-09-03: 136.93%2026-09-04: 134.33%2026-09-08: 140.25%2026-09-09: 140.50%2026-09-10: 134.47%2026-09-11: 132.48%2026-09-14: 149.09%2026-09-15: 147.17%2026-09-18: 134.53%2026-09-21: 135.63%2026-09-22: 134.90%2026-09-23: 133.30%2026-09-24: 131.91%2026-09-25: 128.90%2026-09-28: 128.96%2026-09-29: 128.86%2026-09-30: 126.97%2026-10-01: 119.95%2026-10-02: 112.84%2026-10-05: 121.95%2026-10-06: 116.10%2026-10-07: 114.03%2026-10-08: 122.71%2026-10-09: 121.03%2026-10-12: 130.40%2026-10-13: 126.20%2026-10-15: 139.02%2026-10-16: 140.52%2026-10-19: 145.48%2026-10-20: 140.73%2026-10-21: 140.17%2026-10-22: 195.94%2026-10-23: 152.29%2026-10-26: 157.55%2026-10-27: 164.94%2026-10-28: 171.71%2026-10-29: 192.26%2026-10-30: 149.83%Aug 13Sep 25Oct 30
49 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
162.29%
165.29%
147.70%
139.73%
141.12%
138.14%
138.64%
131.50%
139.69%
129.94%
130.63%
136.93%
134.33%
140.25%
140.50%
134.47%
132.48%
149.09%
147.17%
134.53%
135.63%
134.90%
133.30%
131.91%
128.90%
128.96%
128.86%
126.97%
119.95%
112.84%
121.95%
116.10%
114.03%
122.71%
121.03%
130.40%
126.20%
139.02%
140.52%
145.48%
140.73%
140.17%
195.94%
152.29%
157.55%
164.94%
171.71%
192.26%
149.83%