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GraniteShares ETF Trust GraniteShares 2x Long MRVL Daily ETF MVLL

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Market datapartial · fetched 2026-10-22T22:06:19.610Z

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 · 2026-10-22T22:06:02.7146085Z

FundamentalsAlpha Vantage · unavailable

Share price$24.21
1D-10.7%
AH$24$25$26$27$285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMVLL
Sold putSold callAH

GraniteShares ETF Trust GraniteShares 2x Long MRVL Daily ETF options

Live interpolated MVLL call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long MRVL Daily ETF$0.55$3.40$6.24$9.09$11.94$10.19$19.76$29.33$38.90$48.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MVLL spot · $24.21MVLL PRICE$0.86$1.16$1.47$1.84$2.14$2.45$2.95$3.38$3.93$4.50$5.08$5.86$6.76$1.22$1.71$2.20$2.70$3.36$4.14$4.79$5.45$6.36$7.21$8.45$9.97$11.11
PutsCheap0.87×
CallsCheap0.89×
SkewBullish-3.44 pp
Implied moveBearish±$7.74
TiltBearish23.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.70132.6%51.0%19.01132.4%26.5%
25Δ33.87136.0%44.7%20.17136.7%23.8%
30Δ32.00136.4%38.3%21.38135.9%20.8%
35Δ30.55139.7%33.8%22.55134.2%18.0%
40Δ28.79135.2%27.8%23.72135.9%15.9%
45Δ27.20130.0%22.5%24.95138.3%14.0%
50Δ26.11135.0%20.0%26.12135.5%11.9%
55Δ24.88134.0%16.7%27.26131.8%9.9%
60Δ23.72136.0%14.2%28.56131.1%8.3%
65Δ22.55136.9%11.7%29.80128.2%6.7%
70Δ21.38135.3%9.3%31.36128.3%5.4%
75Δ20.15138.1%7.4%33.17129.0%4.2%
80Δ18.81140.3%5.6%34.63123.8%2.9%

20Δ

Calls
Pseudo strike
35.70
IV
132.6%
B/E move
51.0%
Puts
Pseudo strike
19.01
IV
132.4%
B/E move
26.5%

25Δ

Calls
Pseudo strike
33.87
IV
136.0%
B/E move
44.7%
Puts
Pseudo strike
20.17
IV
136.7%
B/E move
23.8%

30Δ

Calls
Pseudo strike
32.00
IV
136.4%
B/E move
38.3%
Puts
Pseudo strike
21.38
IV
135.9%
B/E move
20.8%

35Δ

Calls
Pseudo strike
30.55
IV
139.7%
B/E move
33.8%
Puts
Pseudo strike
22.55
IV
134.2%
B/E move
18.0%

40Δ

Calls
Pseudo strike
28.79
IV
135.2%
B/E move
27.8%
Puts
Pseudo strike
23.72
IV
135.9%
B/E move
15.9%

45Δ

Calls
Pseudo strike
27.20
IV
130.0%
B/E move
22.5%
Puts
Pseudo strike
24.95
IV
138.3%
B/E move
14.0%

50Δ

Calls
Pseudo strike
26.11
IV
135.0%
B/E move
20.0%
Puts
Pseudo strike
26.12
IV
135.5%
B/E move
11.9%

55Δ

Calls
Pseudo strike
24.88
IV
134.0%
B/E move
16.7%
Puts
Pseudo strike
27.26
IV
131.8%
B/E move
9.9%

60Δ

Calls
Pseudo strike
23.72
IV
136.0%
B/E move
14.2%
Puts
Pseudo strike
28.56
IV
131.1%
B/E move
8.3%

65Δ

Calls
Pseudo strike
22.55
IV
136.9%
B/E move
11.7%
Puts
Pseudo strike
29.80
IV
128.2%
B/E move
6.7%

70Δ

Calls
Pseudo strike
21.38
IV
135.3%
B/E move
9.3%
Puts
Pseudo strike
31.36
IV
128.3%
B/E move
5.4%

75Δ

Calls
Pseudo strike
20.15
IV
138.1%
B/E move
7.4%
Puts
Pseudo strike
33.17
IV
129.0%
B/E move
4.2%

80Δ

Calls
Pseudo strike
18.81
IV
140.3%
B/E move
5.6%
Puts
Pseudo strike
34.63
IV
123.8%
B/E move
2.9%

Options history

No recorded observations