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GraniteShares ETF Trust GraniteShares 2x Long DELL Daily ETF DLLL

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Market datapartial · fetched 2026-10-23T04:07:11.766Z

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 · 2026-10-22T23:58:23.645445275Z

FundamentalsAlpha Vantage · unavailable

Share price$21.70
1D-5.7%
AH$21.49$22.23$22.97$23.70$24.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDLLL
Sold putSold callAH

GraniteShares ETF Trust GraniteShares 2x Long DELL Daily ETF options

Live interpolated DLLL call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long DELL Daily ETF$0.47$2.93$5.39$7.86$10.32$10.46$18.21$25.97$33.73$41.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DLLL spot · $21.70DLLL PRICE$0.73$1.02$1.27$1.57$1.86$2.24$2.60$3.03$3.58$4.15$4.72$5.46$6.35$1.06$1.42$1.80$2.29$2.78$3.35$3.95$4.61$5.37$6.16$7.08$8.25$9.61
PutsCheap0.94×
CallsExpensive1.07×
SkewBullish-10.61 pp
Implied moveBearish±$6.55
TiltBearish19.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.22127.7%47.2%17.11131.7%26.1%
25Δ30.10135.4%43.4%18.20130.7%22.7%
30Δ28.29133.4%36.2%19.24128.3%19.6%
35Δ26.90133.9%31.2%20.22130.2%17.4%
40Δ25.54132.2%26.3%21.20129.7%15.1%
45Δ24.48135.4%23.1%22.19130.1%13.2%
50Δ23.34134.6%19.5%23.20129.1%11.3%
55Δ22.28136.0%16.7%24.24128.2%9.5%
60Δ21.28141.6%14.6%25.34127.4%8.0%
65Δ20.21144.4%12.3%26.45125.7%6.5%
70Δ19.11144.3%9.8%27.66124.2%5.1%
75Δ17.95148.1%7.9%29.09123.8%3.9%
80Δ16.68152.4%6.1%30.70122.5%2.8%

20Δ

Calls
Pseudo strike
31.22
IV
127.7%
B/E move
47.2%
Puts
Pseudo strike
17.11
IV
131.7%
B/E move
26.1%

25Δ

Calls
Pseudo strike
30.10
IV
135.4%
B/E move
43.4%
Puts
Pseudo strike
18.20
IV
130.7%
B/E move
22.7%

30Δ

Calls
Pseudo strike
28.29
IV
133.4%
B/E move
36.2%
Puts
Pseudo strike
19.24
IV
128.3%
B/E move
19.6%

35Δ

Calls
Pseudo strike
26.90
IV
133.9%
B/E move
31.2%
Puts
Pseudo strike
20.22
IV
130.2%
B/E move
17.4%

40Δ

Calls
Pseudo strike
25.54
IV
132.2%
B/E move
26.3%
Puts
Pseudo strike
21.20
IV
129.7%
B/E move
15.1%

45Δ

Calls
Pseudo strike
24.48
IV
135.4%
B/E move
23.1%
Puts
Pseudo strike
22.19
IV
130.1%
B/E move
13.2%

50Δ

Calls
Pseudo strike
23.34
IV
134.6%
B/E move
19.5%
Puts
Pseudo strike
23.20
IV
129.1%
B/E move
11.3%

55Δ

Calls
Pseudo strike
22.28
IV
136.0%
B/E move
16.7%
Puts
Pseudo strike
24.24
IV
128.2%
B/E move
9.5%

60Δ

Calls
Pseudo strike
21.28
IV
141.6%
B/E move
14.6%
Puts
Pseudo strike
25.34
IV
127.4%
B/E move
8.0%

65Δ

Calls
Pseudo strike
20.21
IV
144.4%
B/E move
12.3%
Puts
Pseudo strike
26.45
IV
125.7%
B/E move
6.5%

70Δ

Calls
Pseudo strike
19.11
IV
144.3%
B/E move
9.8%
Puts
Pseudo strike
27.66
IV
124.2%
B/E move
5.1%

75Δ

Calls
Pseudo strike
17.95
IV
148.1%
B/E move
7.9%
Puts
Pseudo strike
29.09
IV
123.8%
B/E move
3.9%

80Δ

Calls
Pseudo strike
16.68
IV
152.4%
B/E move
6.1%
Puts
Pseudo strike
30.70
IV
122.5%
B/E move
2.8%

Options history

DLLL124.02124.14124.272026-10-21: 124.14%Oct 21Oct 21
Table
DateIV
124.14%