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GraniteShares ETF Trust GraniteShares 2x Long NBIS Daily ETF NBIL

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Market dataready · fetched 2026-10-22T23:09:40.777Z

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 · 2026-10-22T23:07:33.298540453Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:59:45.766743+00:00

Share price$10.85
1D-11.1%
AH$10.59$11.07$11.55$12.02$12.505:30 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$0.28$2.63$4.98$7.33$9.68$2.03$9.82$17.62$25.42$33.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NBIL spot · $10.85NBIL PRICE$0.54$0.71$0.88$1.10$1.30$1.55$1.79$2.04$2.33$2.71$3.10$3.56$4.15$0.86$1.26$1.62$1.96$2.30$2.86$3.42$3.98$4.68$5.56$6.37$7.66$9.00
PutsFair1.05×
CallsExpensive1.27×
SkewBullish-13.73 pp
Implied moveBearish±$5.20
TiltBearish33.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.55200.6%94.4%8.01189.1%34.1%
25Δ18.86203.0%80.4%8.74198.5%31.0%
30Δ16.98196.9%64.6%9.49199.0%27.5%
35Δ15.98203.1%57.5%10.23193.9%23.8%
40Δ14.67198.5%47.2%10.94187.4%20.3%
45Δ13.78202.7%41.3%11.76190.6%17.9%
50Δ12.78200.5%34.2%12.58190.7%15.5%
55Δ11.87199.0%28.3%13.40188.3%13.2%
60Δ11.05198.8%23.3%14.33187.8%11.1%
65Δ10.29204.4%19.8%15.41189.1%9.2%
70Δ9.50207.8%16.1%16.44185.8%7.2%
75Δ8.68212.7%12.8%17.90188.1%5.6%
80Δ7.80224.5%10.1%19.41185.9%4.0%

20Δ

Calls
Pseudo strike
20.55
IV
200.6%
B/E move
94.4%
Puts
Pseudo strike
8.01
IV
189.1%
B/E move
34.1%

25Δ

Calls
Pseudo strike
18.86
IV
203.0%
B/E move
80.4%
Puts
Pseudo strike
8.74
IV
198.5%
B/E move
31.0%

30Δ

Calls
Pseudo strike
16.98
IV
196.9%
B/E move
64.6%
Puts
Pseudo strike
9.49
IV
199.0%
B/E move
27.5%

35Δ

Calls
Pseudo strike
15.98
IV
203.1%
B/E move
57.5%
Puts
Pseudo strike
10.23
IV
193.9%
B/E move
23.8%

40Δ

Calls
Pseudo strike
14.67
IV
198.5%
B/E move
47.2%
Puts
Pseudo strike
10.94
IV
187.4%
B/E move
20.3%

45Δ

Calls
Pseudo strike
13.78
IV
202.7%
B/E move
41.3%
Puts
Pseudo strike
11.76
IV
190.6%
B/E move
17.9%

50Δ

Calls
Pseudo strike
12.78
IV
200.5%
B/E move
34.2%
Puts
Pseudo strike
12.58
IV
190.7%
B/E move
15.5%

55Δ

Calls
Pseudo strike
11.87
IV
199.0%
B/E move
28.3%
Puts
Pseudo strike
13.40
IV
188.3%
B/E move
13.2%

60Δ

Calls
Pseudo strike
11.05
IV
198.8%
B/E move
23.3%
Puts
Pseudo strike
14.33
IV
187.8%
B/E move
11.1%

65Δ

Calls
Pseudo strike
10.29
IV
204.4%
B/E move
19.8%
Puts
Pseudo strike
15.41
IV
189.1%
B/E move
9.2%

70Δ

Calls
Pseudo strike
9.50
IV
207.8%
B/E move
16.1%
Puts
Pseudo strike
16.44
IV
185.8%
B/E move
7.2%

75Δ

Calls
Pseudo strike
8.68
IV
212.7%
B/E move
12.8%
Puts
Pseudo strike
17.90
IV
188.1%
B/E move
5.6%

80Δ

Calls
Pseudo strike
7.80
IV
224.5%
B/E move
10.1%
Puts
Pseudo strike
19.41
IV
185.9%
B/E move
4.0%

Options history

No recorded observations