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GraniteShares ETF Trust GraniteShares 2x Long NOW Daily ETF NOWL

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Market datapartial · fetched 2026-10-22T16:35:37.459Z

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 · 2026-10-22T16:35:24.297196843Z

FundamentalsAlpha Vantage · unavailable

Share price$9.51
1D+5.2%
$9.01$9.15$9.29$9.42$9.565:30 AM6:30 AM9:00 AM1:00 PMNOWL
Sold putSold call

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$0.15$1.53$2.91$4.29$5.67$5.02$7.11$9.19$11.27$13.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NOWL spot · $9.51NOWL PRICE$0.30$0.35$0.48$0.60$0.73$0.86$0.99$1.18$1.37$1.58$1.83$2.08$2.27$0.50$0.66$0.85$1.06$1.26$1.46$1.77$2.31$2.75$3.17$3.95$4.96$5.27
PutsExpensive1.52×
CallsExpensive1.11×
SkewBearish+23.73 pp
Implied moveBearish±$2.76
TiltBearish34.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.37117.2%43.9%7.41135.6%27.3%
25Δ12.01100.2%30.0%7.93133.6%23.4%
30Δ11.64105.1%27.5%8.40133.3%20.6%
35Δ11.27110.1%25.0%8.85133.2%18.0%
40Δ10.89113.6%22.3%9.29130.7%15.6%
45Δ10.46112.7%19.1%9.71127.0%13.2%
50Δ10.02111.8%15.9%10.20127.9%11.3%
55Δ9.64113.8%13.8%10.83138.7%10.3%
60Δ9.25116.0%11.8%11.42140.7%8.8%
65Δ8.86118.0%9.9%11.99139.5%7.2%
70Δ8.44119.5%8.1%12.89145.9%6.0%
75Δ8.03120.9%6.4%14.01152.7%4.8%
80Δ7.69112.3%4.8%14.46141.0%3.3%

20Δ

Calls
Pseudo strike
13.37
IV
117.2%
B/E move
43.9%
Puts
Pseudo strike
7.41
IV
135.6%
B/E move
27.3%

25Δ

Calls
Pseudo strike
12.01
IV
100.2%
B/E move
30.0%
Puts
Pseudo strike
7.93
IV
133.6%
B/E move
23.4%

30Δ

Calls
Pseudo strike
11.64
IV
105.1%
B/E move
27.5%
Puts
Pseudo strike
8.40
IV
133.3%
B/E move
20.6%

35Δ

Calls
Pseudo strike
11.27
IV
110.1%
B/E move
25.0%
Puts
Pseudo strike
8.85
IV
133.2%
B/E move
18.0%

40Δ

Calls
Pseudo strike
10.89
IV
113.6%
B/E move
22.3%
Puts
Pseudo strike
9.29
IV
130.7%
B/E move
15.6%

45Δ

Calls
Pseudo strike
10.46
IV
112.7%
B/E move
19.1%
Puts
Pseudo strike
9.71
IV
127.0%
B/E move
13.2%

50Δ

Calls
Pseudo strike
10.02
IV
111.8%
B/E move
15.9%
Puts
Pseudo strike
10.20
IV
127.9%
B/E move
11.3%

55Δ

Calls
Pseudo strike
9.64
IV
113.8%
B/E move
13.8%
Puts
Pseudo strike
10.83
IV
138.7%
B/E move
10.3%

60Δ

Calls
Pseudo strike
9.25
IV
116.0%
B/E move
11.8%
Puts
Pseudo strike
11.42
IV
140.7%
B/E move
8.8%

65Δ

Calls
Pseudo strike
8.86
IV
118.0%
B/E move
9.9%
Puts
Pseudo strike
11.99
IV
139.5%
B/E move
7.2%

70Δ

Calls
Pseudo strike
8.44
IV
119.5%
B/E move
8.1%
Puts
Pseudo strike
12.89
IV
145.9%
B/E move
6.0%

75Δ

Calls
Pseudo strike
8.03
IV
120.9%
B/E move
6.4%
Puts
Pseudo strike
14.01
IV
152.7%
B/E move
4.8%

80Δ

Calls
Pseudo strike
7.69
IV
112.3%
B/E move
4.8%
Puts
Pseudo strike
14.46
IV
141.0%
B/E move
3.3%

Options history

No recorded observations