IntraAlpha
Create free account Start free

GraniteShares ETF Trust GraniteShares 2x Long NBIS Daily ETF NBIL

i

Market datapartial · fetched 2026-10-22T18:41:02.650Z

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 · 2026-10-22T18:40:58.867256506Z

FundamentalsAlpha Vantage · unavailable

Share price$10.92
1D-10.8%
$10.64$11.11$11.57$12.03$12.505:30 AM6:30 AM9:00 AM1:00 PMNBIL
Sold putSold call

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$0.27$2.74$5.20$7.66$10.12$1.83$9.68$17.53$25.39$33.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NBIL spot · $10.92NBIL PRICE$0.54$0.69$0.87$1.06$1.27$1.47$1.68$1.95$2.26$2.56$2.97$3.43$3.91$0.94$1.31$1.67$2.06$2.49$2.96$3.51$4.03$4.81$5.72$6.90$8.79$9.41
PutsExpensive1.08×
CallsExpensive1.20×
SkewBearish+5.36 pp
Implied moveBearish±$5.18
TiltBearish37.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.70200.1%94.5%7.97202.4%35.6%
25Δ18.25191.1%73.4%8.77205.3%31.8%
30Δ16.79190.3%61.7%9.55202.9%27.9%
35Δ15.58190.2%52.3%10.33199.4%24.2%
40Δ14.48190.0%44.2%11.11197.4%21.1%
45Δ13.50188.2%37.1%11.89194.8%18.2%
50Δ12.50181.7%29.8%12.71193.3%15.7%
55Δ11.73183.5%25.3%13.50189.0%13.2%
60Δ11.03188.7%21.7%14.51190.3%11.2%
65Δ10.28187.3%17.6%15.63191.6%9.3%
70Δ9.53192.4%14.5%17.00194.7%7.5%
75Δ8.78199.7%11.8%19.06203.7%6.0%
80Δ7.98201.9%8.9%19.88190.0%4.1%

20Δ

Calls
Pseudo strike
20.70
IV
200.1%
B/E move
94.5%
Puts
Pseudo strike
7.97
IV
202.4%
B/E move
35.6%

25Δ

Calls
Pseudo strike
18.25
IV
191.1%
B/E move
73.4%
Puts
Pseudo strike
8.77
IV
205.3%
B/E move
31.8%

30Δ

Calls
Pseudo strike
16.79
IV
190.3%
B/E move
61.7%
Puts
Pseudo strike
9.55
IV
202.9%
B/E move
27.9%

35Δ

Calls
Pseudo strike
15.58
IV
190.2%
B/E move
52.3%
Puts
Pseudo strike
10.33
IV
199.4%
B/E move
24.2%

40Δ

Calls
Pseudo strike
14.48
IV
190.0%
B/E move
44.2%
Puts
Pseudo strike
11.11
IV
197.4%
B/E move
21.1%

45Δ

Calls
Pseudo strike
13.50
IV
188.2%
B/E move
37.1%
Puts
Pseudo strike
11.89
IV
194.8%
B/E move
18.2%

50Δ

Calls
Pseudo strike
12.50
IV
181.7%
B/E move
29.8%
Puts
Pseudo strike
12.71
IV
193.3%
B/E move
15.7%

55Δ

Calls
Pseudo strike
11.73
IV
183.5%
B/E move
25.3%
Puts
Pseudo strike
13.50
IV
189.0%
B/E move
13.2%

60Δ

Calls
Pseudo strike
11.03
IV
188.7%
B/E move
21.7%
Puts
Pseudo strike
14.51
IV
190.3%
B/E move
11.2%

65Δ

Calls
Pseudo strike
10.28
IV
187.3%
B/E move
17.6%
Puts
Pseudo strike
15.63
IV
191.6%
B/E move
9.3%

70Δ

Calls
Pseudo strike
9.53
IV
192.4%
B/E move
14.5%
Puts
Pseudo strike
17.00
IV
194.7%
B/E move
7.5%

75Δ

Calls
Pseudo strike
8.78
IV
199.7%
B/E move
11.8%
Puts
Pseudo strike
19.06
IV
203.7%
B/E move
6.0%

80Δ

Calls
Pseudo strike
7.98
IV
201.9%
B/E move
8.9%
Puts
Pseudo strike
19.88
IV
190.0%
B/E move
4.1%

Options history

No recorded observations