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GraniteShares ETF Trust GraniteShares 2x Long CRWD Daily ETF CRWL

i

Market dataready · fetched 2026-11-11T16:01:40.369Z

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 · 2026-11-11T15:56:20.858527267Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T16:01:39.658648+00:00

Share price$77.17
1D+1.8%
$74$75$76$77$785:30 AM6:30 AM9:00 AM1:00 PMCRWL
Sold putSold call

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$0.99$5.62$10.25$14.88$19.51$43.98$59.18$74.39$89.59$104.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRWL spot · $77.17CRWL PRICE$1.49$1.98$2.52$3.13$3.80$4.56$5.55$6.37$7.20$8.49$9.78$11.40$13.24$2.21$2.93$3.68$4.54$5.39$6.44$7.50$8.78$9.97$11.44$13.67$15.74$18.17
PutsCheap0.61×
CallsCheap0.71×
SkewBearish+10.44 pp
Implied moveBearish±$13.05
TiltBearish16.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.11119.8%21.3%65.39145.3%18.1%
25Δ89.33120.3%18.3%67.97143.0%15.7%
30Δ86.81120.1%15.8%70.46140.8%13.5%
35Δ84.66121.4%13.8%72.66138.9%11.7%
40Δ82.61122.4%12.0%74.85137.0%10.0%
45Δ80.66123.8%10.4%76.93136.0%8.7%
50Δ78.87129.7%9.4%79.00135.0%7.4%
55Δ76.90127.5%7.9%81.12134.7%6.3%
60Δ74.92125.4%6.4%83.16131.7%5.2%
65Δ72.87127.6%5.4%85.35130.4%4.2%
70Δ70.82129.7%4.4%88.16133.7%3.5%
75Δ68.51132.0%3.6%90.83132.5%2.7%
80Δ66.02134.4%2.7%93.82131.0%2.0%

20Δ

Calls
Pseudo strike
92.11
IV
119.8%
B/E move
21.3%
Puts
Pseudo strike
65.39
IV
145.3%
B/E move
18.1%

25Δ

Calls
Pseudo strike
89.33
IV
120.3%
B/E move
18.3%
Puts
Pseudo strike
67.97
IV
143.0%
B/E move
15.7%

30Δ

Calls
Pseudo strike
86.81
IV
120.1%
B/E move
15.8%
Puts
Pseudo strike
70.46
IV
140.8%
B/E move
13.5%

35Δ

Calls
Pseudo strike
84.66
IV
121.4%
B/E move
13.8%
Puts
Pseudo strike
72.66
IV
138.9%
B/E move
11.7%

40Δ

Calls
Pseudo strike
82.61
IV
122.4%
B/E move
12.0%
Puts
Pseudo strike
74.85
IV
137.0%
B/E move
10.0%

45Δ

Calls
Pseudo strike
80.66
IV
123.8%
B/E move
10.4%
Puts
Pseudo strike
76.93
IV
136.0%
B/E move
8.7%

50Δ

Calls
Pseudo strike
78.87
IV
129.7%
B/E move
9.4%
Puts
Pseudo strike
79.00
IV
135.0%
B/E move
7.4%

55Δ

Calls
Pseudo strike
76.90
IV
127.5%
B/E move
7.9%
Puts
Pseudo strike
81.12
IV
134.7%
B/E move
6.3%

60Δ

Calls
Pseudo strike
74.92
IV
125.4%
B/E move
6.4%
Puts
Pseudo strike
83.16
IV
131.7%
B/E move
5.2%

65Δ

Calls
Pseudo strike
72.87
IV
127.6%
B/E move
5.4%
Puts
Pseudo strike
85.35
IV
130.4%
B/E move
4.2%

70Δ

Calls
Pseudo strike
70.82
IV
129.7%
B/E move
4.4%
Puts
Pseudo strike
88.16
IV
133.7%
B/E move
3.5%

75Δ

Calls
Pseudo strike
68.51
IV
132.0%
B/E move
3.6%
Puts
Pseudo strike
90.83
IV
132.5%
B/E move
2.7%

80Δ

Calls
Pseudo strike
66.02
IV
134.4%
B/E move
2.7%
Puts
Pseudo strike
93.82
IV
131.0%
B/E move
2.0%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations