Share price$5.17
1D+5.9%
Sold putSold call
GraniteShares ETF Trust GraniteShares 2x Long COIN Daily ETF CONL
i
Market dataready · fetched 2026-10-21T17:51:25.402Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:51:23.823749958Z
FundamentalsAlpha Vantage · ready
GraniteShares ETF Trust GraniteShares 2x Long COIN Daily ETF options
PutsExpensive1.84×
CallsFair1.02×
SkewBearish+63.34 pp
Implied moveBearish±$0.51
TiltBearish65.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.70 | 134.2% | 11.4% | 4.65 | 162.8% | 11.4% |
| 25Δ | 5.55 | 128.4% | 8.8% | 4.77 | 152.3% | 9.5% |
| 30Δ | 5.46 | 127.4% | 7.5% | 4.88 | 141.8% | 7.5% |
| 35Δ | 5.39 | 128.9% | 6.8% | 5.00 | 131.4% | 5.6% |
| 40Δ | 5.32 | 130.4% | 6.1% | 5.08 | 138.5% | 5.1% |
| 45Δ | 5.26 | 131.8% | 5.4% | 5.16 | 145.6% | 4.7% |
| 50Δ | 5.19 | 133.3% | 4.7% | 5.24 | 152.8% | 4.2% |
| 55Δ | 5.13 | 134.8% | 4.0% | 5.32 | 159.9% | 3.7% |
| 60Δ | 5.06 | 136.3% | 3.2% | 5.40 | 167.1% | 3.3% |
| 65Δ | 5.48 | 174.3% | 2.8% | |||
| 70Δ | 5.80 | 238.7% | 3.0% | |||
| 75Δ | 6.30 | 324.6% | 3.2% | |||
| 80Δ | 7.28 | 446.1% | 3.2% | |||
20Δ
- Pseudo strike
- 5.70
- IV
- 134.2%
- B/E move
- 11.4%
- Pseudo strike
- 4.65
- IV
- 162.8%
- B/E move
- 11.4%
25Δ
- Pseudo strike
- 5.55
- IV
- 128.4%
- B/E move
- 8.8%
- Pseudo strike
- 4.77
- IV
- 152.3%
- B/E move
- 9.5%
30Δ
- Pseudo strike
- 5.46
- IV
- 127.4%
- B/E move
- 7.5%
- Pseudo strike
- 4.88
- IV
- 141.8%
- B/E move
- 7.5%
35Δ
- Pseudo strike
- 5.39
- IV
- 128.9%
- B/E move
- 6.8%
- Pseudo strike
- 5.00
- IV
- 131.4%
- B/E move
- 5.6%
40Δ
- Pseudo strike
- 5.32
- IV
- 130.4%
- B/E move
- 6.1%
- Pseudo strike
- 5.08
- IV
- 138.5%
- B/E move
- 5.1%
45Δ
- Pseudo strike
- 5.26
- IV
- 131.8%
- B/E move
- 5.4%
- Pseudo strike
- 5.16
- IV
- 145.6%
- B/E move
- 4.7%
50Δ
- Pseudo strike
- 5.19
- IV
- 133.3%
- B/E move
- 4.7%
- Pseudo strike
- 5.24
- IV
- 152.8%
- B/E move
- 4.2%
55Δ
- Pseudo strike
- 5.13
- IV
- 134.8%
- B/E move
- 4.0%
- Pseudo strike
- 5.32
- IV
- 159.9%
- B/E move
- 3.7%
60Δ
- Pseudo strike
- 5.06
- IV
- 136.3%
- B/E move
- 3.2%
- Pseudo strike
- 5.40
- IV
- 167.1%
- B/E move
- 3.3%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.48
- IV
- 174.3%
- B/E move
- 2.8%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.80
- IV
- 238.7%
- B/E move
- 3.0%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.30
- IV
- 324.6%
- B/E move
- 3.2%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.28
- IV
- 446.1%
- B/E move
- 3.2%
Options history
Table
| Date | IV |
|---|---|
| 149.24% | |
| 140.49% |