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GraniteShares ETF Trust GraniteShares 2x Long META Daily ETF FBL

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Market datapartial · fetched 2026-10-22T22:09:41.073Z

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 · 2026-10-22T21:51:50.778244119Z

FundamentalsAlpha Vantage · unavailable

Share price$24.79
1D-9.5%
AH$24$25$26$27$285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFBL
Sold putSold callAH

GraniteShares ETF Trust GraniteShares 2x Long META Daily ETF options

Live interpolated FBL call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long META Daily ETF$0.43$1.74$3.05$4.35$5.66$15.17$21.21$27.25$33.29$39.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FBL spot · $24.79FBL PRICE$0.57$0.74$0.94$1.12$1.35$1.61$1.94$2.25$2.44$3.01$3.55$4.06$4.77$0.69$0.91$1.16$1.46$1.79$2.12$2.53$2.97$3.39$3.73$4.08$4.55$5.28
PutsCheap0.72×
CallsCheap0.88×
SkewBullish-4.46 pp
Implied moveBearish±$4.47
TiltBearish10.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.0181.8%27.4%21.1478.8%17.5%
25Δ29.5878.3%22.3%21.9678.1%15.1%
30Δ28.6879.2%19.5%22.7177.0%13.0%
35Δ27.6576.1%16.1%23.4277.5%11.4%
40Δ26.8776.1%13.8%24.0978.7%10.0%
45Δ26.1676.9%12.1%24.7877.7%8.6%
50Δ25.4979.2%10.7%25.4978.0%7.4%
55Δ24.8179.8%9.2%26.2078.4%6.3%
60Δ24.1274.5%7.1%26.9077.0%5.2%
65Δ23.3580.3%6.3%27.5173.5%4.1%
70Δ22.5983.7%5.4%28.1169.8%3.1%
75Δ21.7983.9%4.3%28.7867.3%2.2%
80Δ20.8586.7%3.3%29.6866.9%1.6%

20Δ

Calls
Pseudo strike
31.01
IV
81.8%
B/E move
27.4%
Puts
Pseudo strike
21.14
IV
78.8%
B/E move
17.5%

25Δ

Calls
Pseudo strike
29.58
IV
78.3%
B/E move
22.3%
Puts
Pseudo strike
21.96
IV
78.1%
B/E move
15.1%

30Δ

Calls
Pseudo strike
28.68
IV
79.2%
B/E move
19.5%
Puts
Pseudo strike
22.71
IV
77.0%
B/E move
13.0%

35Δ

Calls
Pseudo strike
27.65
IV
76.1%
B/E move
16.1%
Puts
Pseudo strike
23.42
IV
77.5%
B/E move
11.4%

40Δ

Calls
Pseudo strike
26.87
IV
76.1%
B/E move
13.8%
Puts
Pseudo strike
24.09
IV
78.7%
B/E move
10.0%

45Δ

Calls
Pseudo strike
26.16
IV
76.9%
B/E move
12.1%
Puts
Pseudo strike
24.78
IV
77.7%
B/E move
8.6%

50Δ

Calls
Pseudo strike
25.49
IV
79.2%
B/E move
10.7%
Puts
Pseudo strike
25.49
IV
78.0%
B/E move
7.4%

55Δ

Calls
Pseudo strike
24.81
IV
79.8%
B/E move
9.2%
Puts
Pseudo strike
26.20
IV
78.4%
B/E move
6.3%

60Δ

Calls
Pseudo strike
24.12
IV
74.5%
B/E move
7.1%
Puts
Pseudo strike
26.90
IV
77.0%
B/E move
5.2%

65Δ

Calls
Pseudo strike
23.35
IV
80.3%
B/E move
6.3%
Puts
Pseudo strike
27.51
IV
73.5%
B/E move
4.1%

70Δ

Calls
Pseudo strike
22.59
IV
83.7%
B/E move
5.4%
Puts
Pseudo strike
28.11
IV
69.8%
B/E move
3.1%

75Δ

Calls
Pseudo strike
21.79
IV
83.9%
B/E move
4.3%
Puts
Pseudo strike
28.78
IV
67.3%
B/E move
2.2%

80Δ

Calls
Pseudo strike
20.85
IV
86.7%
B/E move
3.3%
Puts
Pseudo strike
29.68
IV
66.9%
B/E move
1.6%

Options history

FBL80.9681.3981.832026-10-20: 81.75%2026-10-21: 81.04%Oct 20Oct 21
Table
DateIV
81.75%
81.04%