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GraniteShares ETF Trust GraniteShares 2x Long META Daily ETF FBL

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Market datapartial · fetched 2026-10-22T19:24:38.836Z

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 · 2026-10-22T19:24:35.519017452Z

FundamentalsAlpha Vantage · unavailable

Share price$24.29
1D-11.0%
$24$25$26$27$285:30 AM6:30 AM9:00 AM1:00 PMFBL
Sold putSold call

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$0.40$1.73$3.06$4.39$5.72$14.69$20.86$27.03$33.21$39.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FBL spot · $24.29FBL PRICE$0.54$0.75$0.96$1.09$1.35$1.63$1.94$2.28$2.59$2.92$3.52$4.12$4.90$0.63$0.83$1.08$1.36$1.67$1.99$2.32$2.64$3.01$3.58$4.08$4.66$5.34
PutsCheap0.69×
CallsCheap0.91×
SkewBullish-9.51 pp
Implied moveBearish±$4.27
TiltBearish7.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.0978.6%26.1%20.8874.2%16.6%
25Δ29.2682.0%23.6%21.6572.8%14.3%
30Δ28.3282.9%20.5%22.3473.1%12.5%
35Δ27.0876.0%16.0%22.9774.7%11.0%
40Δ26.3877.5%14.1%23.6274.9%9.6%
45Δ25.7079.6%12.5%24.2674.7%8.3%
50Δ25.0281.5%11.0%24.9074.1%7.0%
55Δ24.3182.4%9.5%25.5172.1%5.9%
60Δ23.6181.4%7.9%26.1570.6%4.7%
65Δ22.9179.9%6.3%26.9172.2%4.0%
70Δ22.1085.2%5.5%27.6270.9%3.1%
75Δ21.2587.6%4.5%28.3969.8%2.3%
80Δ20.2591.8%3.5%29.2468.7%1.6%

20Δ

Calls
Pseudo strike
30.09
IV
78.6%
B/E move
26.1%
Puts
Pseudo strike
20.88
IV
74.2%
B/E move
16.6%

25Δ

Calls
Pseudo strike
29.26
IV
82.0%
B/E move
23.6%
Puts
Pseudo strike
21.65
IV
72.8%
B/E move
14.3%

30Δ

Calls
Pseudo strike
28.32
IV
82.9%
B/E move
20.5%
Puts
Pseudo strike
22.34
IV
73.1%
B/E move
12.5%

35Δ

Calls
Pseudo strike
27.08
IV
76.0%
B/E move
16.0%
Puts
Pseudo strike
22.97
IV
74.7%
B/E move
11.0%

40Δ

Calls
Pseudo strike
26.38
IV
77.5%
B/E move
14.1%
Puts
Pseudo strike
23.62
IV
74.9%
B/E move
9.6%

45Δ

Calls
Pseudo strike
25.70
IV
79.6%
B/E move
12.5%
Puts
Pseudo strike
24.26
IV
74.7%
B/E move
8.3%

50Δ

Calls
Pseudo strike
25.02
IV
81.5%
B/E move
11.0%
Puts
Pseudo strike
24.90
IV
74.1%
B/E move
7.0%

55Δ

Calls
Pseudo strike
24.31
IV
82.4%
B/E move
9.5%
Puts
Pseudo strike
25.51
IV
72.1%
B/E move
5.9%

60Δ

Calls
Pseudo strike
23.61
IV
81.4%
B/E move
7.9%
Puts
Pseudo strike
26.15
IV
70.6%
B/E move
4.7%

65Δ

Calls
Pseudo strike
22.91
IV
79.9%
B/E move
6.3%
Puts
Pseudo strike
26.91
IV
72.2%
B/E move
4.0%

70Δ

Calls
Pseudo strike
22.10
IV
85.2%
B/E move
5.5%
Puts
Pseudo strike
27.62
IV
70.9%
B/E move
3.1%

75Δ

Calls
Pseudo strike
21.25
IV
87.6%
B/E move
4.5%
Puts
Pseudo strike
28.39
IV
69.8%
B/E move
2.3%

80Δ

Calls
Pseudo strike
20.25
IV
91.8%
B/E move
3.5%
Puts
Pseudo strike
29.24
IV
68.7%
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%