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GraniteShares ETF Trust GraniteShares 2x Long MU Daily ETF MULL

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Market dataready · fetched 2026-10-24T04:27:05.664Z

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 · 2026-10-23T23:58:33.750621475Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:27:05.411016+00:00

Share price$16.75
1D+3.2%
AH$15.99$16.31$16.64$16.96$17.285:30 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$0.25$2.19$4.13$6.07$8.01$9.61$14.64$19.67$24.71$29.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MULL spot · $16.75MULL PRICE$0.46$0.60$0.78$0.96$1.14$1.33$1.60$1.87$2.11$2.43$2.82$3.24$3.69$0.70$0.90$1.13$1.35$1.66$2.05$2.40$2.74$3.10$3.99$4.83$5.57$7.45
PutsFair0.98×
CallsFair0.95×
SkewBearish+7.50 pp
Implied moveBearish±$4.00
TiltBearish24.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.16103.4%35.0%13.49117.2%23.6%
25Δ20.99100.9%28.9%14.31112.3%19.9%
30Δ20.22102.4%25.3%15.01110.2%17.1%
35Δ19.47102.8%22.0%15.66106.4%14.6%
40Δ18.75102.3%18.8%16.29105.9%12.6%
45Δ18.06100.8%15.8%16.92109.3%11.2%
50Δ17.47103.3%13.9%17.54107.9%9.6%
55Δ16.89105.1%12.0%18.15105.6%8.0%
60Δ16.28102.8%9.8%18.75102.8%6.6%
65Δ15.67103.1%8.1%19.78111.2%5.7%
70Δ15.05105.7%6.7%20.78114.7%4.7%
75Δ14.40106.3%5.3%21.72113.6%3.6%
80Δ13.73105.9%4.0%23.72125.1%2.9%

20Δ

Calls
Pseudo strike
22.16
IV
103.4%
B/E move
35.0%
Puts
Pseudo strike
13.49
IV
117.2%
B/E move
23.6%

25Δ

Calls
Pseudo strike
20.99
IV
100.9%
B/E move
28.9%
Puts
Pseudo strike
14.31
IV
112.3%
B/E move
19.9%

30Δ

Calls
Pseudo strike
20.22
IV
102.4%
B/E move
25.3%
Puts
Pseudo strike
15.01
IV
110.2%
B/E move
17.1%

35Δ

Calls
Pseudo strike
19.47
IV
102.8%
B/E move
22.0%
Puts
Pseudo strike
15.66
IV
106.4%
B/E move
14.6%

40Δ

Calls
Pseudo strike
18.75
IV
102.3%
B/E move
18.8%
Puts
Pseudo strike
16.29
IV
105.9%
B/E move
12.6%

45Δ

Calls
Pseudo strike
18.06
IV
100.8%
B/E move
15.8%
Puts
Pseudo strike
16.92
IV
109.3%
B/E move
11.2%

50Δ

Calls
Pseudo strike
17.47
IV
103.3%
B/E move
13.9%
Puts
Pseudo strike
17.54
IV
107.9%
B/E move
9.6%

55Δ

Calls
Pseudo strike
16.89
IV
105.1%
B/E move
12.0%
Puts
Pseudo strike
18.15
IV
105.6%
B/E move
8.0%

60Δ

Calls
Pseudo strike
16.28
IV
102.8%
B/E move
9.8%
Puts
Pseudo strike
18.75
IV
102.8%
B/E move
6.6%

65Δ

Calls
Pseudo strike
15.67
IV
103.1%
B/E move
8.1%
Puts
Pseudo strike
19.78
IV
111.2%
B/E move
5.7%

70Δ

Calls
Pseudo strike
15.05
IV
105.7%
B/E move
6.7%
Puts
Pseudo strike
20.78
IV
114.7%
B/E move
4.7%

75Δ

Calls
Pseudo strike
14.40
IV
106.3%
B/E move
5.3%
Puts
Pseudo strike
21.72
IV
113.6%
B/E move
3.6%

80Δ

Calls
Pseudo strike
13.73
IV
105.9%
B/E move
4.0%
Puts
Pseudo strike
23.72
IV
125.1%
B/E move
2.9%

Options history

No recorded observations