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GraniteShares ETF Trust GraniteShares 2x Long NOW Daily ETF NOWL

i

Market dataready · fetched 2026-11-12T01:11:12.286Z

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 · 2026-11-12T00:59:08.145056118Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:11:12.319783+00:00

Share price$3.29
1D+4.6%
AH$3.27$3.33$3.39$3.44$3.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNOWL
Sold putSold callAH

GraniteShares ETF Trust GraniteShares 2x Long NOW Daily ETF options

Live interpolated NOWL call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long NOW Daily ETF$0.20$0.45$0.69$0.94$1.18$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICENOWL PRICE$0.23$0.28$0.34$0.40$0.45$0.51$0.57$0.62$0.68$0.80$0.96$1.11
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ4.40200.9%40.7%
30Δ4.23210.0%37.3%
35Δ4.07219.1%33.9%
40Δ3.90228.2%30.5%
45Δ3.73237.3%27.1%
50Δ3.56246.4%23.8%
55Δ3.39255.5%20.4%
60Δ3.23264.6%17.0%
65Δ3.06273.7%13.6%
70Δ2.86283.6%11.1%
75Δ2.63293.9%9.1%
80Δ2.41304.3%7.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.40
IV
200.9%
B/E move
40.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.23
IV
210.0%
B/E move
37.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.07
IV
219.1%
B/E move
33.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.90
IV
228.2%
B/E move
30.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.73
IV
237.3%
B/E move
27.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.56
IV
246.4%
B/E move
23.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.39
IV
255.5%
B/E move
20.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.23
IV
264.6%
B/E move
17.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.06
IV
273.7%
B/E move
13.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.86
IV
283.6%
B/E move
11.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.63
IV
293.9%
B/E move
9.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.41
IV
304.3%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend113.77%
Daily EOD
NOWL106.3%112.2%118.1%2026-10-19: 107.11%2026-10-20: 113.63%2026-10-21: 111.02%2026-10-22: 108.75%2026-10-23: 109.74%2026-10-26: 112.48%2026-10-27: 112.08%2026-10-28: 117.32%2026-10-29: 115.26%2026-10-30: 113.77%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
107.11%
113.63%
111.02%
108.75%
109.74%
112.48%
112.08%
117.32%
115.26%
113.77%