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GraniteShares ETF Trust GraniteShares 2x Long NBIS Daily ETF NBIL

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Market dataready · fetched 2026-11-12T02:47:52.689Z

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 · 2026-11-12T00:59:59.538829073Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:47:51.700411+00:00

Share price$8.73
1D+7.4%
AH$8.54$8.90$9.26$9.62$9.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNBIL
Sold putSold callAH

GraniteShares ETF Trust GraniteShares 2x Long NBIS Daily ETF options

Live interpolated NBIL call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long NBIS Daily ETF$0.30$1.13$1.95$2.77$3.60$3.25$6.05$8.85$11.65$14.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NBIL spot · $8.72NBIL PRICE$0.39$0.52$0.65$0.80$0.96$1.16$1.36$1.63$1.88$2.08$2.39$2.75$3.36$0.45$0.61$0.79$0.97$1.16$1.36$1.59$1.85$2.09$2.29$2.49$2.75$3.15
PutsCheap0.68×
CallsExpensive1.15×
SkewBullish-120.89 pp
Implied moveBearish±$2.96
TiltBearish3.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.10323.3%77.6%6.80244.6%27.2%
25Δ13.86322.1%64.8%7.26242.5%23.8%
30Δ12.84321.3%54.7%7.69242.1%21.0%
35Δ12.00322.7%46.7%8.10240.4%18.3%
40Δ11.27324.5%40.2%8.51235.2%15.9%
45Δ10.63329.1%35.0%8.91230.0%13.5%
50Δ10.03335.4%30.6%9.31226.8%11.6%
55Δ9.47349.6%27.2%9.72224.2%9.8%
60Δ8.89359.2%23.4%10.10219.2%8.1%
65Δ8.22345.0%18.1%10.44209.0%6.6%
70Δ7.60350.7%14.5%10.77198.9%5.1%
75Δ7.00366.6%11.7%11.15190.4%3.7%
80Δ6.24411.0%10.0%11.64185.8%2.7%

20Δ

Calls
Pseudo strike
15.10
IV
323.3%
B/E move
77.6%
Puts
Pseudo strike
6.80
IV
244.6%
B/E move
27.2%

25Δ

Calls
Pseudo strike
13.86
IV
322.1%
B/E move
64.8%
Puts
Pseudo strike
7.26
IV
242.5%
B/E move
23.8%

30Δ

Calls
Pseudo strike
12.84
IV
321.3%
B/E move
54.7%
Puts
Pseudo strike
7.69
IV
242.1%
B/E move
21.0%

35Δ

Calls
Pseudo strike
12.00
IV
322.7%
B/E move
46.7%
Puts
Pseudo strike
8.10
IV
240.4%
B/E move
18.3%

40Δ

Calls
Pseudo strike
11.27
IV
324.5%
B/E move
40.2%
Puts
Pseudo strike
8.51
IV
235.2%
B/E move
15.9%

45Δ

Calls
Pseudo strike
10.63
IV
329.1%
B/E move
35.0%
Puts
Pseudo strike
8.91
IV
230.0%
B/E move
13.5%

50Δ

Calls
Pseudo strike
10.03
IV
335.4%
B/E move
30.6%
Puts
Pseudo strike
9.31
IV
226.8%
B/E move
11.6%

55Δ

Calls
Pseudo strike
9.47
IV
349.6%
B/E move
27.2%
Puts
Pseudo strike
9.72
IV
224.2%
B/E move
9.8%

60Δ

Calls
Pseudo strike
8.89
IV
359.2%
B/E move
23.4%
Puts
Pseudo strike
10.10
IV
219.2%
B/E move
8.1%

65Δ

Calls
Pseudo strike
8.22
IV
345.0%
B/E move
18.1%
Puts
Pseudo strike
10.44
IV
209.0%
B/E move
6.6%

70Δ

Calls
Pseudo strike
7.60
IV
350.7%
B/E move
14.5%
Puts
Pseudo strike
10.77
IV
198.9%
B/E move
5.1%

75Δ

Calls
Pseudo strike
7.00
IV
366.6%
B/E move
11.7%
Puts
Pseudo strike
11.15
IV
190.4%
B/E move
3.7%

80Δ

Calls
Pseudo strike
6.24
IV
411.0%
B/E move
10.0%
Puts
Pseudo strike
11.64
IV
185.8%
B/E move
2.7%

Options history

IV · four-Friday blend189.85%
Daily EOD
NBIL162.5%177.2%191.9%2026-10-19: 164.51%2026-10-20: 165.54%2026-10-21: 167.98%2026-10-22: 174.85%2026-10-23: 175.94%2026-10-26: 179.91%2026-10-27: 178.52%2026-10-29: 177.96%2026-10-30: 189.85%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
164.51%
165.54%
167.98%
174.85%
175.94%
179.91%
178.52%
177.96%
189.85%