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GraniteShares ETF Trust GraniteShares 2x Long MU Daily ETF MULL

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Market datapartial · fetched 2026-11-12T02:42:09.596Z

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 · 2026-11-12T00:59:07.533535871Z

FundamentalsAlpha Vantage · unavailable

Share price$12.30
1D+9.0%
AH$11.62$12.11$12.61$13.10$13.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMULL
Sold putSold callAH

GraniteShares ETF Trust GraniteShares 2x Long MU Daily ETF options

Live interpolated MULL call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long MU Daily ETF$0.21$1.18$2.14$3.10$4.06$7.32$9.81$12.29$14.78$17.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MULL spot · $12.30MULL PRICE$0.32$0.42$0.56$0.71$0.87$1.05$1.24$1.50$1.76$2.14$2.54$3.05$3.79$0.34$0.40$0.53$0.67$0.80$0.93$1.05$1.18$1.30$1.39$1.48$1.57$1.66
PutsCheap0.54×
CallsFair0.97×
SkewBullish-90.18 pp
Implied moveBullish±$2.30
TiltBullish20.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.87167.8%31.7%10.40143.9%18.2%
25Δ15.19165.7%26.9%10.99125.2%13.9%
30Δ14.69170.5%24.0%11.31125.9%12.4%
35Δ14.26177.9%21.7%11.62126.9%10.9%
40Δ13.81183.7%19.4%11.94127.9%9.4%
45Δ13.34186.9%17.0%12.23124.6%8.1%
50Δ12.87191.5%14.8%12.51120.1%6.9%
55Δ12.42199.4%13.1%12.79115.7%5.6%
60Δ11.95207.9%11.5%13.05110.5%4.5%
65Δ11.41222.2%10.1%13.23103.0%3.8%
70Δ10.84237.7%8.8%13.4195.4%3.0%
75Δ10.17257.1%7.5%13.5987.9%2.3%
80Δ9.30291.6%6.4%13.7780.4%1.6%

20Δ

Calls
Pseudo strike
15.87
IV
167.8%
B/E move
31.7%
Puts
Pseudo strike
10.40
IV
143.9%
B/E move
18.2%

25Δ

Calls
Pseudo strike
15.19
IV
165.7%
B/E move
26.9%
Puts
Pseudo strike
10.99
IV
125.2%
B/E move
13.9%

30Δ

Calls
Pseudo strike
14.69
IV
170.5%
B/E move
24.0%
Puts
Pseudo strike
11.31
IV
125.9%
B/E move
12.4%

35Δ

Calls
Pseudo strike
14.26
IV
177.9%
B/E move
21.7%
Puts
Pseudo strike
11.62
IV
126.9%
B/E move
10.9%

40Δ

Calls
Pseudo strike
13.81
IV
183.7%
B/E move
19.4%
Puts
Pseudo strike
11.94
IV
127.9%
B/E move
9.4%

45Δ

Calls
Pseudo strike
13.34
IV
186.9%
B/E move
17.0%
Puts
Pseudo strike
12.23
IV
124.6%
B/E move
8.1%

50Δ

Calls
Pseudo strike
12.87
IV
191.5%
B/E move
14.8%
Puts
Pseudo strike
12.51
IV
120.1%
B/E move
6.9%

55Δ

Calls
Pseudo strike
12.42
IV
199.4%
B/E move
13.1%
Puts
Pseudo strike
12.79
IV
115.7%
B/E move
5.6%

60Δ

Calls
Pseudo strike
11.95
IV
207.9%
B/E move
11.5%
Puts
Pseudo strike
13.05
IV
110.5%
B/E move
4.5%

65Δ

Calls
Pseudo strike
11.41
IV
222.2%
B/E move
10.1%
Puts
Pseudo strike
13.23
IV
103.0%
B/E move
3.8%

70Δ

Calls
Pseudo strike
10.84
IV
237.7%
B/E move
8.8%
Puts
Pseudo strike
13.41
IV
95.4%
B/E move
3.0%

75Δ

Calls
Pseudo strike
10.17
IV
257.1%
B/E move
7.5%
Puts
Pseudo strike
13.59
IV
87.9%
B/E move
2.3%

80Δ

Calls
Pseudo strike
9.30
IV
291.6%
B/E move
6.4%
Puts
Pseudo strike
13.77
IV
80.4%
B/E move
1.6%

Options history

IV · four-Friday blend104.68%
Daily EOD
MULL102.2%103.5%104.9%2026-10-22: 102.41%2026-10-29: 104.68%Oct 22Oct 29
2 observations2026-10-22 — 2026-10-29
Table
DateIV (%)
102.41%
104.68%