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GraniteShares ETF Trust GraniteShares 2x Long DELL Daily ETF DLLL

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Market dataready · fetched 2026-11-12T16:05:53.741Z

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 · 2026-11-12T16:05:50.185398166Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:05:51.268223+00:00

Share price$12.96
1D+5.1%
$10.83$11.44$12.04$12.64$13.255:30 AM6:30 AM9:00 AM1:00 PMDLLL
Sold putSold call

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$0.18$1.28$2.38$3.48$4.58$6.88$10.09$13.31$16.52$19.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DLLL spot · $12.96DLLL PRICE$0.30$0.40$0.53$0.64$0.77$0.94$1.09$1.26$1.47$1.69$1.93$2.17$2.53$0.44$0.61$0.72$0.87$1.07$1.31$1.55$1.79$2.10$2.48$2.92$3.40$4.26
PutsCheap0.69×
CallsCheap0.60×
SkewBearish+10.02 pp
Implied moveBearish±$2.64
TiltBearish19.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.22155.1%27.4%10.75177.6%20.5%
25Δ15.50151.0%22.6%11.21183.6%18.3%
30Δ15.13161.0%20.8%11.72171.3%15.1%
35Δ14.62159.3%17.7%12.16166.7%12.9%
40Δ14.16159.2%15.2%12.57167.1%11.3%
45Δ13.78164.9%13.5%12.98170.7%10.0%
50Δ13.37163.8%11.5%13.40170.6%8.6%
55Δ12.96163.8%9.7%13.82168.8%7.3%
60Δ12.56166.1%8.2%14.27169.0%6.1%
65Δ12.16167.2%6.8%14.78171.0%5.1%
70Δ11.75166.9%5.5%15.34172.8%4.2%
75Δ11.34164.4%4.2%15.94171.6%3.3%
80Δ10.85167.7%3.2%16.90180.2%2.5%

20Δ

Calls
Pseudo strike
16.22
IV
155.1%
B/E move
27.4%
Puts
Pseudo strike
10.75
IV
177.6%
B/E move
20.5%

25Δ

Calls
Pseudo strike
15.50
IV
151.0%
B/E move
22.6%
Puts
Pseudo strike
11.21
IV
183.6%
B/E move
18.3%

30Δ

Calls
Pseudo strike
15.13
IV
161.0%
B/E move
20.8%
Puts
Pseudo strike
11.72
IV
171.3%
B/E move
15.1%

35Δ

Calls
Pseudo strike
14.62
IV
159.3%
B/E move
17.7%
Puts
Pseudo strike
12.16
IV
166.7%
B/E move
12.9%

40Δ

Calls
Pseudo strike
14.16
IV
159.2%
B/E move
15.2%
Puts
Pseudo strike
12.57
IV
167.1%
B/E move
11.3%

45Δ

Calls
Pseudo strike
13.78
IV
164.9%
B/E move
13.5%
Puts
Pseudo strike
12.98
IV
170.7%
B/E move
10.0%

50Δ

Calls
Pseudo strike
13.37
IV
163.8%
B/E move
11.5%
Puts
Pseudo strike
13.40
IV
170.6%
B/E move
8.6%

55Δ

Calls
Pseudo strike
12.96
IV
163.8%
B/E move
9.7%
Puts
Pseudo strike
13.82
IV
168.8%
B/E move
7.3%

60Δ

Calls
Pseudo strike
12.56
IV
166.1%
B/E move
8.2%
Puts
Pseudo strike
14.27
IV
169.0%
B/E move
6.1%

65Δ

Calls
Pseudo strike
12.16
IV
167.2%
B/E move
6.8%
Puts
Pseudo strike
14.78
IV
171.0%
B/E move
5.1%

70Δ

Calls
Pseudo strike
11.75
IV
166.9%
B/E move
5.5%
Puts
Pseudo strike
15.34
IV
172.8%
B/E move
4.2%

75Δ

Calls
Pseudo strike
11.34
IV
164.4%
B/E move
4.2%
Puts
Pseudo strike
15.94
IV
171.6%
B/E move
3.3%

80Δ

Calls
Pseudo strike
10.85
IV
167.7%
B/E move
3.2%
Puts
Pseudo strike
16.90
IV
180.2%
B/E move
2.5%

Options history

IV · four-Friday blend127.37%
Daily EOD
DLLL123.5%125.7%128.0%2026-10-19: 123.79%2026-10-21: 124.14%2026-10-28: 127.67%2026-10-29: 127.37%Oct 19Oct 21Oct 29
4 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
123.79%
124.14%
127.67%
127.37%