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GraniteShares ETF Trust GraniteShares 2x Long INTC Daily ETF INTW

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Market datapartial · fetched 2026-10-22T17:07:39.502Z

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 · 2026-10-22T17:07:33.613248237Z

FundamentalsAlpha Vantage · unavailable

Share price$15.64
1D-6.4%
$15.45$15.79$16.13$16.47$16.815:30 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$0.37$2.58$4.79$7.00$9.21$6.33$14.83$23.34$31.84$40.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INTW spot · $15.64INTW PRICE$0.61$0.79$1.00$1.18$1.39$1.67$1.97$2.30$2.57$2.96$3.33$3.92$4.47$0.85$1.10$1.38$1.83$2.15$2.56$3.01$3.60$4.35$5.00$5.74$7.25$8.57
PutsFair1.04×
CallsExpensive1.21×
SkewBullish-5.39 pp
Implied moveBearish±$4.98
TiltBearish25.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.52149.8%60.7%12.13141.4%27.9%
25Δ22.43144.5%48.4%13.03136.0%23.7%
30Δ21.15145.5%41.6%13.83132.7%20.4%
35Δ19.65138.1%33.2%14.55139.9%18.7%
40Δ18.56134.9%27.5%15.31134.5%15.8%
45Δ17.78138.8%24.4%16.05134.0%13.7%
50Δ16.96140.6%21.0%16.81132.5%11.7%
55Δ16.17143.1%18.1%17.66134.1%10.1%
60Δ15.33138.3%14.5%18.64137.1%8.6%
65Δ14.55140.1%12.0%19.53135.3%7.1%
70Δ13.79138.3%9.5%20.50133.4%5.6%
75Δ12.94144.8%7.8%22.18140.6%4.5%
80Δ12.08145.1%5.8%23.72140.4%3.2%

20Δ

Calls
Pseudo strike
24.52
IV
149.8%
B/E move
60.7%
Puts
Pseudo strike
12.13
IV
141.4%
B/E move
27.9%

25Δ

Calls
Pseudo strike
22.43
IV
144.5%
B/E move
48.4%
Puts
Pseudo strike
13.03
IV
136.0%
B/E move
23.7%

30Δ

Calls
Pseudo strike
21.15
IV
145.5%
B/E move
41.6%
Puts
Pseudo strike
13.83
IV
132.7%
B/E move
20.4%

35Δ

Calls
Pseudo strike
19.65
IV
138.1%
B/E move
33.2%
Puts
Pseudo strike
14.55
IV
139.9%
B/E move
18.7%

40Δ

Calls
Pseudo strike
18.56
IV
134.9%
B/E move
27.5%
Puts
Pseudo strike
15.31
IV
134.5%
B/E move
15.8%

45Δ

Calls
Pseudo strike
17.78
IV
138.8%
B/E move
24.4%
Puts
Pseudo strike
16.05
IV
134.0%
B/E move
13.7%

50Δ

Calls
Pseudo strike
16.96
IV
140.6%
B/E move
21.0%
Puts
Pseudo strike
16.81
IV
132.5%
B/E move
11.7%

55Δ

Calls
Pseudo strike
16.17
IV
143.1%
B/E move
18.1%
Puts
Pseudo strike
17.66
IV
134.1%
B/E move
10.1%

60Δ

Calls
Pseudo strike
15.33
IV
138.3%
B/E move
14.5%
Puts
Pseudo strike
18.64
IV
137.1%
B/E move
8.6%

65Δ

Calls
Pseudo strike
14.55
IV
140.1%
B/E move
12.0%
Puts
Pseudo strike
19.53
IV
135.3%
B/E move
7.1%

70Δ

Calls
Pseudo strike
13.79
IV
138.3%
B/E move
9.5%
Puts
Pseudo strike
20.50
IV
133.4%
B/E move
5.6%

75Δ

Calls
Pseudo strike
12.94
IV
144.8%
B/E move
7.8%
Puts
Pseudo strike
22.18
IV
140.6%
B/E move
4.5%

80Δ

Calls
Pseudo strike
12.08
IV
145.1%
B/E move
5.8%
Puts
Pseudo strike
23.72
IV
140.4%
B/E move
3.2%

Options history

No recorded observations