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GraniteShares ETF Trust GraniteShares 2x Long CRWD Daily ETF CRWL

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Market datapartial · fetched 2026-10-22T04:42:51.769Z

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 · 2026-10-21T22:29:27.499976417Z

FundamentalsAlpha Vantage · unavailable

Share price$81.80
1D+8.0%
AH$76$78$81$83$865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRWL
Sold putSold callAH

GraniteShares ETF Trust GraniteShares 2x Long CRWD Daily ETF options

Live interpolated CRWL call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long CRWD Daily ETF$1.71$9.01$16.31$23.60$30.90$48.49$68.67$88.86$109.04$129.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRWL spot · $81.80CRWL PRICE$2.50$3.34$4.09$5.22$6.26$7.45$8.66$10.05$11.60$13.32$15.39$17.72$20.59$3.30$4.32$5.50$6.75$8.11$9.92$11.46$13.62$16.10$18.58$21.33$24.70$28.79
PutsFair0.95×
CallsExpensive1.11×
SkewBullish-10.34 pp
Implied moveBearish±$20.11
TiltBearish15.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.28111.2%40.3%66.30109.4%23.0%
25Δ106.97112.6%34.9%70.06107.0%19.6%
30Δ100.97108.4%28.4%73.32105.6%17.1%
35Δ97.66113.3%25.8%76.48104.3%14.8%
40Δ93.60113.1%22.1%79.52103.3%12.7%
45Δ89.98114.2%19.1%82.60104.9%11.1%
50Δ86.35113.4%16.1%85.56102.6%9.4%
55Δ82.99114.1%13.7%88.83103.6%8.1%
60Δ79.66114.8%11.6%92.33104.5%6.8%
65Δ76.30115.1%9.6%95.84103.7%5.5%
70Δ72.84116.9%7.9%99.54102.5%4.4%
75Δ69.19118.9%6.3%103.77101.6%3.3%
80Δ65.16122.1%4.8%108.64100.9%2.4%

20Δ

Calls
Pseudo strike
112.28
IV
111.2%
B/E move
40.3%
Puts
Pseudo strike
66.30
IV
109.4%
B/E move
23.0%

25Δ

Calls
Pseudo strike
106.97
IV
112.6%
B/E move
34.9%
Puts
Pseudo strike
70.06
IV
107.0%
B/E move
19.6%

30Δ

Calls
Pseudo strike
100.97
IV
108.4%
B/E move
28.4%
Puts
Pseudo strike
73.32
IV
105.6%
B/E move
17.1%

35Δ

Calls
Pseudo strike
97.66
IV
113.3%
B/E move
25.8%
Puts
Pseudo strike
76.48
IV
104.3%
B/E move
14.8%

40Δ

Calls
Pseudo strike
93.60
IV
113.1%
B/E move
22.1%
Puts
Pseudo strike
79.52
IV
103.3%
B/E move
12.7%

45Δ

Calls
Pseudo strike
89.98
IV
114.2%
B/E move
19.1%
Puts
Pseudo strike
82.60
IV
104.9%
B/E move
11.1%

50Δ

Calls
Pseudo strike
86.35
IV
113.4%
B/E move
16.1%
Puts
Pseudo strike
85.56
IV
102.6%
B/E move
9.4%

55Δ

Calls
Pseudo strike
82.99
IV
114.1%
B/E move
13.7%
Puts
Pseudo strike
88.83
IV
103.6%
B/E move
8.1%

60Δ

Calls
Pseudo strike
79.66
IV
114.8%
B/E move
11.6%
Puts
Pseudo strike
92.33
IV
104.5%
B/E move
6.8%

65Δ

Calls
Pseudo strike
76.30
IV
115.1%
B/E move
9.6%
Puts
Pseudo strike
95.84
IV
103.7%
B/E move
5.5%

70Δ

Calls
Pseudo strike
72.84
IV
116.9%
B/E move
7.9%
Puts
Pseudo strike
99.54
IV
102.5%
B/E move
4.4%

75Δ

Calls
Pseudo strike
69.19
IV
118.9%
B/E move
6.3%
Puts
Pseudo strike
103.77
IV
101.6%
B/E move
3.3%

80Δ

Calls
Pseudo strike
65.16
IV
122.1%
B/E move
4.8%
Puts
Pseudo strike
108.64
IV
100.9%
B/E move
2.4%

Options history

No recorded observations