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GraniteShares ETF Trust GraniteShares 2x Long MARA Daily ETF MRAL

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Market dataready · fetched 2026-10-22T22:07:25.785Z

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 · 2026-10-22T20:06:22.20538124Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:07:22.041233+00:00

Share price$14.30
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$0.33$3.85$7.36$10.88$14.40$0.84$14.91$28.98$43.05$57.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRAL spot · $14.30MRAL PRICE$0.71$0.91$1.09$1.35$1.60$1.85$2.11$2.44$2.82$3.15$3.59$4.11$4.64$1.22$1.66$2.09$2.58$3.28$3.93$4.79$5.78$6.82$7.99$9.70$11.23$13.39
PutsExpensive1.10×
CallsExpensive1.21×
SkewBearish+19.61 pp
Implied moveBearish±$6.90
TiltBearish42.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.34200.5%96.2%10.46200.1%35.4%
25Δ24.17194.9%75.4%11.49200.3%31.2%
30Δ21.41181.8%57.4%12.50196.1%27.2%
35Δ20.10185.1%50.0%13.49193.5%23.7%
40Δ18.63181.6%41.4%14.57198.0%21.1%
45Δ17.31176.9%33.9%15.60196.9%18.4%
50Δ16.16172.9%27.8%16.80199.2%16.0%
55Δ15.21174.0%23.5%18.10201.4%13.8%
60Δ14.31175.8%19.8%19.46201.2%11.6%
65Δ13.40171.4%15.7%20.93200.5%9.5%
70Δ12.50171.9%12.5%22.89204.1%7.8%
75Δ11.61175.0%10.0%24.68201.0%5.9%
80Δ10.71173.5%7.3%27.07197.8%4.3%

20Δ

Calls
Pseudo strike
27.34
IV
200.5%
B/E move
96.2%
Puts
Pseudo strike
10.46
IV
200.1%
B/E move
35.4%

25Δ

Calls
Pseudo strike
24.17
IV
194.9%
B/E move
75.4%
Puts
Pseudo strike
11.49
IV
200.3%
B/E move
31.2%

30Δ

Calls
Pseudo strike
21.41
IV
181.8%
B/E move
57.4%
Puts
Pseudo strike
12.50
IV
196.1%
B/E move
27.2%

35Δ

Calls
Pseudo strike
20.10
IV
185.1%
B/E move
50.0%
Puts
Pseudo strike
13.49
IV
193.5%
B/E move
23.7%

40Δ

Calls
Pseudo strike
18.63
IV
181.6%
B/E move
41.4%
Puts
Pseudo strike
14.57
IV
198.0%
B/E move
21.1%

45Δ

Calls
Pseudo strike
17.31
IV
176.9%
B/E move
33.9%
Puts
Pseudo strike
15.60
IV
196.9%
B/E move
18.4%

50Δ

Calls
Pseudo strike
16.16
IV
172.9%
B/E move
27.8%
Puts
Pseudo strike
16.80
IV
199.2%
B/E move
16.0%

55Δ

Calls
Pseudo strike
15.21
IV
174.0%
B/E move
23.5%
Puts
Pseudo strike
18.10
IV
201.4%
B/E move
13.8%

60Δ

Calls
Pseudo strike
14.31
IV
175.8%
B/E move
19.8%
Puts
Pseudo strike
19.46
IV
201.2%
B/E move
11.6%

65Δ

Calls
Pseudo strike
13.40
IV
171.4%
B/E move
15.7%
Puts
Pseudo strike
20.93
IV
200.5%
B/E move
9.5%

70Δ

Calls
Pseudo strike
12.50
IV
171.9%
B/E move
12.5%
Puts
Pseudo strike
22.89
IV
204.1%
B/E move
7.8%

75Δ

Calls
Pseudo strike
11.61
IV
175.0%
B/E move
10.0%
Puts
Pseudo strike
24.68
IV
201.0%
B/E move
5.9%

80Δ

Calls
Pseudo strike
10.71
IV
173.5%
B/E move
7.3%
Puts
Pseudo strike
27.07
IV
197.8%
B/E move
4.3%

Options history

No recorded observations