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GraniteShares ETF Trust GraniteShares 2x Long INTC Daily ETF INTW

i

Market dataready · fetched 2026-11-11T13:56:51.311Z

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 · 2026-11-11T13:56:47.805888987Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:56:50.618505+00:00

Share price$6.38
1D-0.8%
$6.30$6.33$6.36$6.39$6.425:30 AM6:30 AM9:00 AM1:00 PMINTW
Sold putSold call

GraniteShares ETF Trust GraniteShares 2x Long INTC Daily ETF options

Live interpolated INTW call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long INTC Daily ETF$0.00$2.97$5.93$8.90$11.87$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEINTW PRICE$0.23$0.22$0.29$0.27$0.40$0.42$0.44$0.47$0.55$0.28$0.41$0.51$0.73$0.90$1.17$1.48$1.99$2.97$5.76$8.43$11.01
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.14203.5%23.9%
25Δ5.36225.6%22.5%
30Δ7.30133.4%18.0%5.65220.2%19.4%
35Δ6.89102.8%11.4%5.93245.8%18.5%
40Δ6.77110.4%10.7%6.24247.3%16.3%
45Δ6.5585.4%6.9%6.60262.4%14.9%
50Δ7.01275.3%13.4%
55Δ7.59298.9%12.3%
60Δ6.2481.5%4.1%8.60349.7%11.8%
65Δ6.1573.4%3.0%
70Δ6.0867.0%2.3%11.55428.2%9.3%
75Δ6.0161.4%1.6%14.30478.3%7.9%
80Δ5.9062.7%1.2%17.00495.7%6.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.14
IV
203.5%
B/E move
23.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.36
IV
225.6%
B/E move
22.5%

30Δ

Calls
Pseudo strike
7.30
IV
133.4%
B/E move
18.0%
Puts
Pseudo strike
5.65
IV
220.2%
B/E move
19.4%

35Δ

Calls
Pseudo strike
6.89
IV
102.8%
B/E move
11.4%
Puts
Pseudo strike
5.93
IV
245.8%
B/E move
18.5%

40Δ

Calls
Pseudo strike
6.77
IV
110.4%
B/E move
10.7%
Puts
Pseudo strike
6.24
IV
247.3%
B/E move
16.3%

45Δ

Calls
Pseudo strike
6.55
IV
85.4%
B/E move
6.9%
Puts
Pseudo strike
6.60
IV
262.4%
B/E move
14.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.01
IV
275.3%
B/E move
13.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.59
IV
298.9%
B/E move
12.3%

60Δ

Calls
Pseudo strike
6.24
IV
81.5%
B/E move
4.1%
Puts
Pseudo strike
8.60
IV
349.7%
B/E move
11.8%

65Δ

Calls
Pseudo strike
6.15
IV
73.4%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
6.08
IV
67.0%
B/E move
2.3%
Puts
Pseudo strike
11.55
IV
428.2%
B/E move
9.3%

75Δ

Calls
Pseudo strike
6.01
IV
61.4%
B/E move
1.6%
Puts
Pseudo strike
14.30
IV
478.3%
B/E move
7.9%

80Δ

Calls
Pseudo strike
5.90
IV
62.7%
B/E move
1.2%
Puts
Pseudo strike
17.00
IV
495.7%
B/E move
6.1%

Options history

IV · four-Friday blend121.22%
Daily EOD
INTW118.8%122.0%125.3%2026-10-19: 119.22%2026-10-20: 122.21%2026-10-21: 122.13%2026-10-22: 122.51%2026-10-23: 122.20%2026-10-26: 122.95%2026-10-27: 124.85%2026-10-28: 124.18%2026-10-29: 122.68%2026-10-30: 121.22%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
119.22%
122.21%
122.13%
122.51%
122.20%
122.95%
124.85%
124.18%
122.68%
121.22%