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GraniteShares ETF Trust GraniteShares 2x Long MSFT Daily ETF MSFL

i

Market dataready · fetched 2026-11-11T15:49:53.838Z

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 · 2026-11-11T15:46:34.949016163Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:49:53.315761+00:00

Share price$26.65
1D-5.4%
$26.17$26.71$27.24$27.77$28.315:30 AM6:30 AM9:00 AM1:00 PMMSFL
Sold putSold call

GraniteShares ETF Trust GraniteShares 2x Long MSFT Daily ETF options

Live interpolated MSFL call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long MSFT Daily ETF$0.23$0.90$1.57$2.25$2.92$22.09$24.47$26.85$29.23$31.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSFL spot · $26.65MSFL PRICE$0.30$0.38$0.48$0.58$0.68$0.79$0.93$1.08$1.24$1.42$1.65$1.88$2.24$0.37$0.49$0.61$0.74$0.87$1.02$1.17$1.38$1.68$1.98$2.19$2.40$2.73
PutsCheap0.79×
CallsCheap0.67×
SkewBearish+7.88 pp
Implied moveBearish±$2.10
TiltBearish12.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.3667.4%11.3%24.3672.2%10.0%
25Δ28.7263.8%9.2%24.8472.7%8.6%
30Δ28.2562.5%7.8%25.2871.7%7.4%
35Δ27.8361.2%6.6%25.7069.9%6.3%
40Δ27.4760.0%5.6%26.1068.2%5.3%
45Δ27.1158.7%4.7%26.4666.7%4.6%
50Δ26.7958.1%4.0%26.8165.2%3.8%
55Δ26.4857.9%3.4%27.1865.4%3.2%
60Δ26.1857.8%2.9%27.5967.8%2.8%
65Δ25.8657.7%2.4%28.0070.1%2.3%
70Δ25.5257.7%1.9%28.3466.9%1.9%
75Δ25.1857.8%1.5%28.6863.7%1.4%
80Δ24.7259.9%1.2%29.1362.5%0.9%

20Δ

Calls
Pseudo strike
29.36
IV
67.4%
B/E move
11.3%
Puts
Pseudo strike
24.36
IV
72.2%
B/E move
10.0%

25Δ

Calls
Pseudo strike
28.72
IV
63.8%
B/E move
9.2%
Puts
Pseudo strike
24.84
IV
72.7%
B/E move
8.6%

30Δ

Calls
Pseudo strike
28.25
IV
62.5%
B/E move
7.8%
Puts
Pseudo strike
25.28
IV
71.7%
B/E move
7.4%

35Δ

Calls
Pseudo strike
27.83
IV
61.2%
B/E move
6.6%
Puts
Pseudo strike
25.70
IV
69.9%
B/E move
6.3%

40Δ

Calls
Pseudo strike
27.47
IV
60.0%
B/E move
5.6%
Puts
Pseudo strike
26.10
IV
68.2%
B/E move
5.3%

45Δ

Calls
Pseudo strike
27.11
IV
58.7%
B/E move
4.7%
Puts
Pseudo strike
26.46
IV
66.7%
B/E move
4.6%

50Δ

Calls
Pseudo strike
26.79
IV
58.1%
B/E move
4.0%
Puts
Pseudo strike
26.81
IV
65.2%
B/E move
3.8%

55Δ

Calls
Pseudo strike
26.48
IV
57.9%
B/E move
3.4%
Puts
Pseudo strike
27.18
IV
65.4%
B/E move
3.2%

60Δ

Calls
Pseudo strike
26.18
IV
57.8%
B/E move
2.9%
Puts
Pseudo strike
27.59
IV
67.8%
B/E move
2.8%

65Δ

Calls
Pseudo strike
25.86
IV
57.7%
B/E move
2.4%
Puts
Pseudo strike
28.00
IV
70.1%
B/E move
2.3%

70Δ

Calls
Pseudo strike
25.52
IV
57.7%
B/E move
1.9%
Puts
Pseudo strike
28.34
IV
66.9%
B/E move
1.9%

75Δ

Calls
Pseudo strike
25.18
IV
57.8%
B/E move
1.5%
Puts
Pseudo strike
28.68
IV
63.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
24.72
IV
59.9%
B/E move
1.2%
Puts
Pseudo strike
29.13
IV
62.5%
B/E move
0.9%

Options history

IV · four-Friday blend56.30%
Daily EOD
MSFL54.3%59.1%63.9%2026-10-19: 59.49%2026-10-20: 59.56%2026-10-21: 59.77%2026-10-22: 61.14%2026-10-23: 60.98%2026-10-26: 63.28%2026-10-27: 62.41%2026-10-28: 60.83%2026-10-29: 55.00%2026-10-30: 56.30%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
59.49%
59.56%
59.77%
61.14%
60.98%
63.28%
62.41%
60.83%
55.00%
56.30%