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GraniteShares ETF Trust GraniteShares 2x Long MRVL Daily ETF MVLL

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Market dataready · fetched 2026-10-22T23:55:20.101Z

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 · 2026-10-22T23:55:07.596726051Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:47:55.704425+00:00

Share price$23.90
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$0.59$3.16$5.74$8.32$10.89$9.98$19.61$29.23$38.86$48.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MVLL spot · $23.90MVLL PRICE$0.87$1.17$1.48$1.87$2.17$2.49$3.03$3.43$3.98$4.61$5.28$6.25$7.28$1.18$1.65$2.09$2.52$3.04$3.62$4.25$5.06$5.97$6.70$7.56$8.77$10.15
PutsCheap0.83×
CallsCheap0.93×
SkewBullish-17.46 pp
Implied moveBearish±$7.28
TiltBearish17.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.66136.2%52.8%18.81130.6%26.3%
25Δ33.81139.9%46.4%19.97133.6%23.4%
30Δ31.91140.3%39.7%21.14131.9%20.3%
35Δ30.47144.2%35.3%22.26128.0%17.4%
40Δ28.61139.0%28.8%23.34126.7%15.0%
45Δ27.03134.7%23.5%24.42125.8%13.0%
50Δ25.98142.0%21.4%25.50124.6%11.1%
55Δ24.63138.4%17.4%26.69125.6%9.5%
60Δ23.46140.8%14.8%27.95126.3%8.0%
65Δ22.26143.6%12.4%29.06122.1%6.5%
70Δ21.04145.0%10.1%30.26119.0%5.0%
75Δ19.66153.5%8.4%31.75118.3%3.8%
80Δ18.18158.5%6.5%33.39116.8%2.7%

20Δ

Calls
Pseudo strike
35.66
IV
136.2%
B/E move
52.8%
Puts
Pseudo strike
18.81
IV
130.6%
B/E move
26.3%

25Δ

Calls
Pseudo strike
33.81
IV
139.9%
B/E move
46.4%
Puts
Pseudo strike
19.97
IV
133.6%
B/E move
23.4%

30Δ

Calls
Pseudo strike
31.91
IV
140.3%
B/E move
39.7%
Puts
Pseudo strike
21.14
IV
131.9%
B/E move
20.3%

35Δ

Calls
Pseudo strike
30.47
IV
144.2%
B/E move
35.3%
Puts
Pseudo strike
22.26
IV
128.0%
B/E move
17.4%

40Δ

Calls
Pseudo strike
28.61
IV
139.0%
B/E move
28.8%
Puts
Pseudo strike
23.34
IV
126.7%
B/E move
15.0%

45Δ

Calls
Pseudo strike
27.03
IV
134.7%
B/E move
23.5%
Puts
Pseudo strike
24.42
IV
125.8%
B/E move
13.0%

50Δ

Calls
Pseudo strike
25.98
IV
142.0%
B/E move
21.4%
Puts
Pseudo strike
25.50
IV
124.6%
B/E move
11.1%

55Δ

Calls
Pseudo strike
24.63
IV
138.4%
B/E move
17.4%
Puts
Pseudo strike
26.69
IV
125.6%
B/E move
9.5%

60Δ

Calls
Pseudo strike
23.46
IV
140.8%
B/E move
14.8%
Puts
Pseudo strike
27.95
IV
126.3%
B/E move
8.0%

65Δ

Calls
Pseudo strike
22.26
IV
143.6%
B/E move
12.4%
Puts
Pseudo strike
29.06
IV
122.1%
B/E move
6.5%

70Δ

Calls
Pseudo strike
21.04
IV
145.0%
B/E move
10.1%
Puts
Pseudo strike
30.26
IV
119.0%
B/E move
5.0%

75Δ

Calls
Pseudo strike
19.66
IV
153.5%
B/E move
8.4%
Puts
Pseudo strike
31.75
IV
118.3%
B/E move
3.8%

80Δ

Calls
Pseudo strike
18.18
IV
158.5%
B/E move
6.5%
Puts
Pseudo strike
33.39
IV
116.8%
B/E move
2.7%

Options history

No recorded observations