IntraAlpha
Create free account Start free

GraniteShares ETF Trust GraniteShares 2x Long MARA Daily ETF MRAL

i

Market datapartial · fetched 2026-10-22T18:41:41.914Z

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 · 2026-10-22T18:41:23.590866317Z

FundamentalsAlpha Vantage · unavailable

Share price$13.76
1D-7.3%
$13.62$14.26$14.90$15.54$16.185:30 AM6:30 AM9:00 AM1:00 PMMRAL
Sold putSold call

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$0.44$3.06$5.68$8.29$10.91$1.11$15.50$29.89$44.28$58.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRAL spot · $13.76MRAL PRICE$0.73$0.91$1.11$1.39$1.63$1.94$2.26$2.60$3.02$3.41$3.88$4.43$5.05$1.22$1.53$1.84$2.21$2.70$3.45$3.92$4.48$5.31$6.28$7.10$9.55$10.16
PutsFair1.00×
CallsExpensive1.37×
SkewBullish-21.45 pp
Implied moveBearish±$6.18
TiltBearish29.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.70219.5%121.1%9.46215.5%40.1%
25Δ24.13205.0%82.0%10.75199.4%33.0%
30Δ21.35193.4%63.2%12.03183.7%25.9%
35Δ20.21201.3%57.0%12.90177.7%22.3%
40Δ18.49195.4%46.2%13.78176.8%19.5%
45Δ17.33199.0%40.1%14.81184.1%17.5%
50Δ16.17199.5%33.9%15.65178.2%14.8%
55Δ15.08200.0%28.5%16.54173.1%12.3%
60Δ14.08204.4%24.2%17.63173.8%10.4%
65Δ13.04203.1%19.6%18.85174.8%8.6%
70Δ12.05204.5%15.7%19.93170.0%6.7%
75Δ11.04207.7%12.4%22.54185.5%5.6%
80Δ9.99210.3%9.4%23.40171.6%3.8%

20Δ

Calls
Pseudo strike
29.70
IV
219.5%
B/E move
121.1%
Puts
Pseudo strike
9.46
IV
215.5%
B/E move
40.1%

25Δ

Calls
Pseudo strike
24.13
IV
205.0%
B/E move
82.0%
Puts
Pseudo strike
10.75
IV
199.4%
B/E move
33.0%

30Δ

Calls
Pseudo strike
21.35
IV
193.4%
B/E move
63.2%
Puts
Pseudo strike
12.03
IV
183.7%
B/E move
25.9%

35Δ

Calls
Pseudo strike
20.21
IV
201.3%
B/E move
57.0%
Puts
Pseudo strike
12.90
IV
177.7%
B/E move
22.3%

40Δ

Calls
Pseudo strike
18.49
IV
195.4%
B/E move
46.2%
Puts
Pseudo strike
13.78
IV
176.8%
B/E move
19.5%

45Δ

Calls
Pseudo strike
17.33
IV
199.0%
B/E move
40.1%
Puts
Pseudo strike
14.81
IV
184.1%
B/E move
17.5%

50Δ

Calls
Pseudo strike
16.17
IV
199.5%
B/E move
33.9%
Puts
Pseudo strike
15.65
IV
178.2%
B/E move
14.8%

55Δ

Calls
Pseudo strike
15.08
IV
200.0%
B/E move
28.5%
Puts
Pseudo strike
16.54
IV
173.1%
B/E move
12.3%

60Δ

Calls
Pseudo strike
14.08
IV
204.4%
B/E move
24.2%
Puts
Pseudo strike
17.63
IV
173.8%
B/E move
10.4%

65Δ

Calls
Pseudo strike
13.04
IV
203.1%
B/E move
19.6%
Puts
Pseudo strike
18.85
IV
174.8%
B/E move
8.6%

70Δ

Calls
Pseudo strike
12.05
IV
204.5%
B/E move
15.7%
Puts
Pseudo strike
19.93
IV
170.0%
B/E move
6.7%

75Δ

Calls
Pseudo strike
11.04
IV
207.7%
B/E move
12.4%
Puts
Pseudo strike
22.54
IV
185.5%
B/E move
5.6%

80Δ

Calls
Pseudo strike
9.99
IV
210.3%
B/E move
9.4%
Puts
Pseudo strike
23.40
IV
171.6%
B/E move
3.8%

Options history

No recorded observations