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GraniteShares ETF Trust GraniteShares 2x Short NVDA Daily ETF NVD

i

Market dataready · fetched 2026-11-12T16:03:31.768Z

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 · 2026-11-12T16:03:26.34794281Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:03:28.338025+00:00

Share price$6.47
1D-7.1%
$6.34$6.63$6.93$7.23$7.525:30 AM6:30 AM9:00 AM1:00 PMNVD
Sold putSold call

GraniteShares ETF Trust GraniteShares 2x Short NVDA Daily ETF options

Live interpolated NVD call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Short NVDA Daily ETF$0.12$0.59$1.05$1.51$1.98$3.72$5.05$6.38$7.70$9.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVD spot · $6.47NVD PRICE$0.17$0.22$0.29$0.36$0.43$0.50$0.58$0.66$0.74$0.82$0.94$1.10$1.25$0.23$0.30$0.37$0.46$0.58$0.71$0.83$0.96$1.11$1.28$1.44$1.61$1.84
PutsExpensive1.06×
CallsCheap0.80×
SkewBearish+1.88 pp
Implied moveBearish±$1.41
TiltBearish18.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.50181.2%34.2%5.34173.5%21.0%
25Δ8.01175.6%27.3%5.58173.1%18.4%
30Δ7.73176.4%24.0%5.82172.7%15.7%
35Δ7.46177.3%20.9%6.06172.8%13.4%
40Δ7.19178.2%17.7%6.28173.9%12.0%
45Δ6.93177.5%14.9%6.49175.1%10.6%
50Δ6.72173.4%12.9%6.71176.2%9.1%
55Δ6.51169.3%10.8%6.93177.4%7.7%
60Δ6.30165.2%8.7%7.16174.9%6.5%
65Δ6.08161.1%6.7%7.40170.5%5.4%
70Δ5.87158.0%5.3%7.63166.2%4.3%
75Δ5.65155.5%4.3%7.87161.9%3.2%
80Δ5.43153.0%3.2%8.17157.8%2.3%

20Δ

Calls
Pseudo strike
8.50
IV
181.2%
B/E move
34.2%
Puts
Pseudo strike
5.34
IV
173.5%
B/E move
21.0%

25Δ

Calls
Pseudo strike
8.01
IV
175.6%
B/E move
27.3%
Puts
Pseudo strike
5.58
IV
173.1%
B/E move
18.4%

30Δ

Calls
Pseudo strike
7.73
IV
176.4%
B/E move
24.0%
Puts
Pseudo strike
5.82
IV
172.7%
B/E move
15.7%

35Δ

Calls
Pseudo strike
7.46
IV
177.3%
B/E move
20.9%
Puts
Pseudo strike
6.06
IV
172.8%
B/E move
13.4%

40Δ

Calls
Pseudo strike
7.19
IV
178.2%
B/E move
17.7%
Puts
Pseudo strike
6.28
IV
173.9%
B/E move
12.0%

45Δ

Calls
Pseudo strike
6.93
IV
177.5%
B/E move
14.9%
Puts
Pseudo strike
6.49
IV
175.1%
B/E move
10.6%

50Δ

Calls
Pseudo strike
6.72
IV
173.4%
B/E move
12.9%
Puts
Pseudo strike
6.71
IV
176.2%
B/E move
9.1%

55Δ

Calls
Pseudo strike
6.51
IV
169.3%
B/E move
10.8%
Puts
Pseudo strike
6.93
IV
177.4%
B/E move
7.7%

60Δ

Calls
Pseudo strike
6.30
IV
165.2%
B/E move
8.7%
Puts
Pseudo strike
7.16
IV
174.9%
B/E move
6.5%

65Δ

Calls
Pseudo strike
6.08
IV
161.1%
B/E move
6.7%
Puts
Pseudo strike
7.40
IV
170.5%
B/E move
5.4%

70Δ

Calls
Pseudo strike
5.87
IV
158.0%
B/E move
5.3%
Puts
Pseudo strike
7.63
IV
166.2%
B/E move
4.3%

75Δ

Calls
Pseudo strike
5.65
IV
155.5%
B/E move
4.3%
Puts
Pseudo strike
7.87
IV
161.9%
B/E move
3.2%

80Δ

Calls
Pseudo strike
5.43
IV
153.0%
B/E move
3.2%
Puts
Pseudo strike
8.17
IV
157.8%
B/E move
2.3%

Options history

IV · four-Friday blend118.47%
Daily EOD
NVD97.5%108.8%120.0%2026-10-19: 107.00%2026-10-20: 104.65%2026-10-21: 102.81%2026-10-22: 99.06%2026-10-23: 105.48%2026-10-26: 107.12%2026-10-27: 111.62%2026-10-28: 105.38%2026-10-29: 103.60%2026-10-30: 118.47%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
107.00%
104.65%
102.81%
99.06%
105.48%
107.12%
111.62%
105.38%
103.60%
118.47%