IntraAlpha
Create free account Start free

GraniteShares ETF Trust GraniteShares 2x Long MARA Daily ETF MRAL

i

Market datapartial · fetched 2026-10-22T22:59:20.793Z

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 · 2026-10-22T22:57:33.931408351Z

FundamentalsAlpha Vantage · unavailable

Share price$14.22
1D-4.0%
AH$13.45$14.14$14.82$15.50$16.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMRAL
Sold putSold callAH

GraniteShares ETF Trust GraniteShares 2x Long MARA Daily ETF options

Live interpolated MRAL call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long MARA Daily ETF$0.35$3.69$7.02$10.36$13.70$0.93$14.97$29.02$43.06$57.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRAL spot · $14.22MRAL PRICE$0.71$0.91$1.10$1.36$1.60$1.85$2.12$2.46$2.84$3.17$3.63$4.16$4.72$1.20$1.63$2.06$2.53$3.20$3.87$4.65$5.63$6.62$7.76$9.24$10.87$12.74
PutsExpensive1.09×
CallsExpensive1.23×
SkewBearish+13.88 pp
Implied moveBearish±$6.77
TiltBearish40.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.34202.1%97.3%10.42198.6%35.2%
25Δ24.16196.5%76.3%11.43198.9%31.1%
30Δ21.40183.7%58.2%12.43194.8%27.1%
35Δ20.09187.1%50.8%13.41191.6%23.5%
40Δ18.61183.7%42.1%14.45195.1%20.9%
45Δ17.27179.0%34.5%15.49195.5%18.3%
50Δ16.12175.2%28.3%16.62195.6%15.8%
55Δ15.17176.8%24.0%17.90198.6%13.7%
60Δ14.26179.1%20.2%19.21198.2%11.4%
65Δ13.33174.3%16.0%20.64197.5%9.4%
70Δ12.43176.6%12.9%22.38198.7%7.6%
75Δ11.52179.6%10.3%24.26197.7%5.8%
80Δ10.59179.4%7.6%26.36192.9%4.2%

20Δ

Calls
Pseudo strike
27.34
IV
202.1%
B/E move
97.3%
Puts
Pseudo strike
10.42
IV
198.6%
B/E move
35.2%

25Δ

Calls
Pseudo strike
24.16
IV
196.5%
B/E move
76.3%
Puts
Pseudo strike
11.43
IV
198.9%
B/E move
31.1%

30Δ

Calls
Pseudo strike
21.40
IV
183.7%
B/E move
58.2%
Puts
Pseudo strike
12.43
IV
194.8%
B/E move
27.1%

35Δ

Calls
Pseudo strike
20.09
IV
187.1%
B/E move
50.8%
Puts
Pseudo strike
13.41
IV
191.6%
B/E move
23.5%

40Δ

Calls
Pseudo strike
18.61
IV
183.7%
B/E move
42.1%
Puts
Pseudo strike
14.45
IV
195.1%
B/E move
20.9%

45Δ

Calls
Pseudo strike
17.27
IV
179.0%
B/E move
34.5%
Puts
Pseudo strike
15.49
IV
195.5%
B/E move
18.3%

50Δ

Calls
Pseudo strike
16.12
IV
175.2%
B/E move
28.3%
Puts
Pseudo strike
16.62
IV
195.6%
B/E move
15.8%

55Δ

Calls
Pseudo strike
15.17
IV
176.8%
B/E move
24.0%
Puts
Pseudo strike
17.90
IV
198.6%
B/E move
13.7%

60Δ

Calls
Pseudo strike
14.26
IV
179.1%
B/E move
20.2%
Puts
Pseudo strike
19.21
IV
198.2%
B/E move
11.4%

65Δ

Calls
Pseudo strike
13.33
IV
174.3%
B/E move
16.0%
Puts
Pseudo strike
20.64
IV
197.5%
B/E move
9.4%

70Δ

Calls
Pseudo strike
12.43
IV
176.6%
B/E move
12.9%
Puts
Pseudo strike
22.38
IV
198.7%
B/E move
7.6%

75Δ

Calls
Pseudo strike
11.52
IV
179.6%
B/E move
10.3%
Puts
Pseudo strike
24.26
IV
197.7%
B/E move
5.8%

80Δ

Calls
Pseudo strike
10.59
IV
179.4%
B/E move
7.6%
Puts
Pseudo strike
26.36
IV
192.9%
B/E move
4.2%

Options history

No recorded observations