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GraniteShares ETF Trust GraniteShares 2x Long META Daily ETF FBL

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Market dataready · fetched 2026-11-12T01:47:27.101Z

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 · 2026-11-12T00:40:11.971066048Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:47:26.071171+00:00

Share price$22.84
1D-6.1%
AH$23.05$23.53$24.01$24.49$24.985:30 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$0.17$1.18$2.19$3.19$4.20$18.14$20.52$22.89$25.27$27.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FBL spot · $22.84FBL PRICE$0.35$0.49$0.64$0.79$0.93$1.13$1.35$1.58$1.81$2.14$2.57$3.14$3.91$0.28$0.41$0.54$0.68$0.82$0.96$1.10$1.25$1.39$1.54$1.72$1.93$2.14
PutsCheap0.63×
CallsFair0.97×
SkewBullish-38.75 pp
Implied moveBullish±$2.45
TiltBullish17.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.1493.1%16.0%21.0865.4%9.0%
25Δ25.6496.9%14.4%21.3968.6%8.2%
30Δ25.17101.3%13.0%21.6971.7%7.4%
35Δ24.64101.4%11.3%22.0074.8%6.6%
40Δ24.0899.2%9.5%22.3473.8%5.8%
45Δ23.61100.9%8.3%22.6772.8%4.9%
50Δ23.16103.3%7.3%23.0171.7%4.1%
55Δ22.70104.0%6.3%23.3069.2%3.5%
60Δ22.23103.8%5.3%23.5966.6%2.8%
65Δ21.71106.9%4.4%23.8864.0%2.2%
70Δ21.14113.2%3.8%24.1861.6%1.7%
75Δ20.44121.8%3.2%24.4859.4%1.3%
80Δ19.54134.7%2.7%24.7857.1%0.9%

20Δ

Calls
Pseudo strike
26.14
IV
93.1%
B/E move
16.0%
Puts
Pseudo strike
21.08
IV
65.4%
B/E move
9.0%

25Δ

Calls
Pseudo strike
25.64
IV
96.9%
B/E move
14.4%
Puts
Pseudo strike
21.39
IV
68.6%
B/E move
8.2%

30Δ

Calls
Pseudo strike
25.17
IV
101.3%
B/E move
13.0%
Puts
Pseudo strike
21.69
IV
71.7%
B/E move
7.4%

35Δ

Calls
Pseudo strike
24.64
IV
101.4%
B/E move
11.3%
Puts
Pseudo strike
22.00
IV
74.8%
B/E move
6.6%

40Δ

Calls
Pseudo strike
24.08
IV
99.2%
B/E move
9.5%
Puts
Pseudo strike
22.34
IV
73.8%
B/E move
5.8%

45Δ

Calls
Pseudo strike
23.61
IV
100.9%
B/E move
8.3%
Puts
Pseudo strike
22.67
IV
72.8%
B/E move
4.9%

50Δ

Calls
Pseudo strike
23.16
IV
103.3%
B/E move
7.3%
Puts
Pseudo strike
23.01
IV
71.7%
B/E move
4.1%

55Δ

Calls
Pseudo strike
22.70
IV
104.0%
B/E move
6.3%
Puts
Pseudo strike
23.30
IV
69.2%
B/E move
3.5%

60Δ

Calls
Pseudo strike
22.23
IV
103.8%
B/E move
5.3%
Puts
Pseudo strike
23.59
IV
66.6%
B/E move
2.8%

65Δ

Calls
Pseudo strike
21.71
IV
106.9%
B/E move
4.4%
Puts
Pseudo strike
23.88
IV
64.0%
B/E move
2.2%

70Δ

Calls
Pseudo strike
21.14
IV
113.2%
B/E move
3.8%
Puts
Pseudo strike
24.18
IV
61.6%
B/E move
1.7%

75Δ

Calls
Pseudo strike
20.44
IV
121.8%
B/E move
3.2%
Puts
Pseudo strike
24.48
IV
59.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
19.54
IV
134.7%
B/E move
2.7%
Puts
Pseudo strike
24.78
IV
57.1%
B/E move
0.9%

Options history

IV · four-Friday blend79.17%
Daily close
FBL68.3%79.7%91.2%2026-08-13: 73.64%2026-08-14: 69.87%2026-08-17: 74.70%2026-08-18: 79.34%2026-08-19: 77.13%2026-08-20: 78.85%2026-08-21: 74.15%2026-08-24: 76.17%2026-08-25: 74.20%2026-08-26: 75.98%2026-08-27: 73.48%2026-08-28: 73.30%2026-08-31: 73.05%2026-09-01: 73.91%2026-09-02: 74.35%2026-09-03: 72.27%2026-09-04: 72.66%2026-09-08: 79.63%2026-09-09: 80.98%2026-09-10: 81.50%2026-09-11: 74.84%2026-09-14: 80.72%2026-09-15: 81.28%2026-09-16: 83.27%2026-09-17: 81.71%2026-09-18: 80.51%2026-09-22: 86.60%2026-09-23: 89.42%2026-09-24: 89.63%2026-09-25: 83.73%2026-09-28: 81.26%2026-09-29: 82.04%2026-09-30: 81.74%2026-10-01: 79.92%2026-10-02: 74.36%2026-10-05: 76.90%2026-10-06: 75.46%2026-10-07: 75.34%2026-10-08: 76.33%2026-10-09: 74.96%2026-10-12: 81.84%2026-10-13: 79.87%2026-10-14: 81.47%2026-10-15: 80.52%2026-10-16: 81.44%2026-10-19: 81.51%2026-10-20: 81.94%2026-10-21: 81.32%2026-10-22: 76.74%2026-10-23: 74.40%2026-10-26: 76.52%2026-10-27: 76.24%2026-10-28: 77.66%2026-10-29: 77.01%2026-10-30: 79.17%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
73.64%
69.87%
74.70%
79.34%
77.13%
78.85%
74.15%
76.17%
74.20%
75.98%
73.48%
73.30%
73.05%
73.91%
74.35%
72.27%
72.66%
79.63%
80.98%
81.50%
74.84%
80.72%
81.28%
83.27%
81.71%
80.51%
86.60%
89.42%
89.63%
83.73%
81.26%
82.04%
81.74%
79.92%
74.36%
76.90%
75.46%
75.34%
76.33%
74.96%
81.84%
79.87%
81.47%
80.52%
81.44%
81.51%
81.94%
81.32%
76.74%
74.40%
76.52%
76.24%
77.66%
77.01%
79.17%