Share price$76.65
1D+1.2%
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GraniteShares ETF Trust GraniteShares 2x Long CRWD Daily ETF CRWL
i
Market datapartial · fetched 2026-11-11T15:47:12.441Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
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: 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 dataPriceAlpaca · sip · 2026-11-11T15:45:59.642733459Z
FundamentalsAlpha Vantage · unavailable
GraniteShares ETF Trust GraniteShares 2x Long CRWD Daily ETF options
PutsCheap0.62×
CallsCheap0.72×
SkewBearish+11.91 pp
Implied moveBearish±$12.99
TiltBearish17.2% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 91.93 | 122.7% | 21.9% | 64.84 | 147.4% | 18.3% |
| 25Δ | 88.88 | 121.6% | 18.5% | 67.36 | 146.5% | 16.0% |
| 30Δ | 86.46 | 122.5% | 16.1% | 69.84 | 145.9% | 13.8% |
| 35Δ | 84.36 | 124.9% | 14.2% | 72.08 | 143.4% | 12.0% |
| 40Δ | 82.07 | 122.6% | 12.0% | 74.31 | 140.7% | 10.3% |
| 45Δ | 80.22 | 126.2% | 10.7% | 76.43 | 138.4% | 8.8% |
| 50Δ | 78.25 | 126.7% | 9.2% | 78.50 | 136.3% | 7.4% |
| 55Δ | 76.33 | 129.1% | 7.9% | 80.64 | 136.2% | 6.3% |
| 60Δ | 74.38 | 130.7% | 6.8% | 82.84 | 135.6% | 5.3% |
| 65Δ | 72.38 | 130.3% | 5.6% | 85.11 | 134.5% | 4.3% |
| 70Δ | 70.38 | 129.9% | 4.5% | 87.61 | 134.1% | 3.5% |
| 75Δ | 68.05 | 131.7% | 3.6% | 90.42 | 134.1% | 2.7% |
| 80Δ | 65.64 | 134.0% | 2.7% | 94.00 | 134.6% | 2.0% |
20Δ
- Pseudo strike
- 91.93
- IV
- 122.7%
- B/E move
- 21.9%
- Pseudo strike
- 64.84
- IV
- 147.4%
- B/E move
- 18.3%
25Δ
- Pseudo strike
- 88.88
- IV
- 121.6%
- B/E move
- 18.5%
- Pseudo strike
- 67.36
- IV
- 146.5%
- B/E move
- 16.0%
30Δ
- Pseudo strike
- 86.46
- IV
- 122.5%
- B/E move
- 16.1%
- Pseudo strike
- 69.84
- IV
- 145.9%
- B/E move
- 13.8%
35Δ
- Pseudo strike
- 84.36
- IV
- 124.9%
- B/E move
- 14.2%
- Pseudo strike
- 72.08
- IV
- 143.4%
- B/E move
- 12.0%
40Δ
- Pseudo strike
- 82.07
- IV
- 122.6%
- B/E move
- 12.0%
- Pseudo strike
- 74.31
- IV
- 140.7%
- B/E move
- 10.3%
45Δ
- Pseudo strike
- 80.22
- IV
- 126.2%
- B/E move
- 10.7%
- Pseudo strike
- 76.43
- IV
- 138.4%
- B/E move
- 8.8%
50Δ
- Pseudo strike
- 78.25
- IV
- 126.7%
- B/E move
- 9.2%
- Pseudo strike
- 78.50
- IV
- 136.3%
- B/E move
- 7.4%
55Δ
- Pseudo strike
- 76.33
- IV
- 129.1%
- B/E move
- 7.9%
- Pseudo strike
- 80.64
- IV
- 136.2%
- B/E move
- 6.3%
60Δ
- Pseudo strike
- 74.38
- IV
- 130.7%
- B/E move
- 6.8%
- Pseudo strike
- 82.84
- IV
- 135.6%
- B/E move
- 5.3%
65Δ
- Pseudo strike
- 72.38
- IV
- 130.3%
- B/E move
- 5.6%
- Pseudo strike
- 85.11
- IV
- 134.5%
- B/E move
- 4.3%
70Δ
- Pseudo strike
- 70.38
- IV
- 129.9%
- B/E move
- 4.5%
- Pseudo strike
- 87.61
- IV
- 134.1%
- B/E move
- 3.5%
75Δ
- Pseudo strike
- 68.05
- IV
- 131.7%
- B/E move
- 3.6%
- Pseudo strike
- 90.42
- IV
- 134.1%
- B/E move
- 2.7%
80Δ
- Pseudo strike
- 65.64
- IV
- 134.0%
- B/E move
- 2.7%
- Pseudo strike
- 94.00
- IV
- 134.6%
- B/E move
- 2.0%
Options history
IV · four-Friday blend—
Daily EOD
No recorded observations
0 observations