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GraniteShares ETF Trust GraniteShares 2x Short NVDA Daily ETF NVD

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Market datapartial · fetched 2026-10-23T04:26:36.397Z

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 · 2026-10-22T23:52:54.865520648Z

FundamentalsAlpha Vantage · unavailable

Share price$4.15
1D+4.0%
AH$3.90$3.97$4.04$4.11$4.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNVD
Sold putSold callAH

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$0.10$0.80$1.51$2.22$2.92$2.41$3.18$3.96$4.73$5.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVD spot · $4.15NVD PRICE$0.17$0.17$0.18$0.22$0.25$0.28$0.32$0.35$0.39$0.48$0.61$0.75$0.88$0.19$0.25$0.30$0.36$0.43$0.58$0.72$0.86$1.01$1.20$1.65$2.12$2.72
PutsExpensive1.94×
CallsExpensive1.47×
SkewBearish+32.86 pp
Implied moveBearish±$1.04
TiltBearish42.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.92166.7%71.0%3.25123.4%26.4%
25Δ5.84126.9%45.0%3.45118.9%22.9%
30Δ4.9795.1%24.1%3.65114.4%19.4%
35Δ4.8191.1%21.2%3.85109.9%16.0%
40Δ4.6687.1%18.4%4.04107.2%13.0%
45Δ4.5183.1%15.6%4.24110.6%11.6%
50Δ4.3679.1%12.8%4.44114.1%10.3%
55Δ4.2175.1%9.9%4.64117.5%9.0%
60Δ4.0671.1%7.1%4.84120.9%7.7%
65Δ3.9071.8%5.5%5.08126.0%6.5%
70Δ3.7375.4%4.7%5.57138.9%5.6%
75Δ3.5779.0%3.9%6.08151.2%4.7%
80Δ3.4082.6%3.1%6.72158.4%3.5%

20Δ

Calls
Pseudo strike
6.92
IV
166.7%
B/E move
71.0%
Puts
Pseudo strike
3.25
IV
123.4%
B/E move
26.4%

25Δ

Calls
Pseudo strike
5.84
IV
126.9%
B/E move
45.0%
Puts
Pseudo strike
3.45
IV
118.9%
B/E move
22.9%

30Δ

Calls
Pseudo strike
4.97
IV
95.1%
B/E move
24.1%
Puts
Pseudo strike
3.65
IV
114.4%
B/E move
19.4%

35Δ

Calls
Pseudo strike
4.81
IV
91.1%
B/E move
21.2%
Puts
Pseudo strike
3.85
IV
109.9%
B/E move
16.0%

40Δ

Calls
Pseudo strike
4.66
IV
87.1%
B/E move
18.4%
Puts
Pseudo strike
4.04
IV
107.2%
B/E move
13.0%

45Δ

Calls
Pseudo strike
4.51
IV
83.1%
B/E move
15.6%
Puts
Pseudo strike
4.24
IV
110.6%
B/E move
11.6%

50Δ

Calls
Pseudo strike
4.36
IV
79.1%
B/E move
12.8%
Puts
Pseudo strike
4.44
IV
114.1%
B/E move
10.3%

55Δ

Calls
Pseudo strike
4.21
IV
75.1%
B/E move
9.9%
Puts
Pseudo strike
4.64
IV
117.5%
B/E move
9.0%

60Δ

Calls
Pseudo strike
4.06
IV
71.1%
B/E move
7.1%
Puts
Pseudo strike
4.84
IV
120.9%
B/E move
7.7%

65Δ

Calls
Pseudo strike
3.90
IV
71.8%
B/E move
5.5%
Puts
Pseudo strike
5.08
IV
126.0%
B/E move
6.5%

70Δ

Calls
Pseudo strike
3.73
IV
75.4%
B/E move
4.7%
Puts
Pseudo strike
5.57
IV
138.9%
B/E move
5.6%

75Δ

Calls
Pseudo strike
3.57
IV
79.0%
B/E move
3.9%
Puts
Pseudo strike
6.08
IV
151.2%
B/E move
4.7%

80Δ

Calls
Pseudo strike
3.40
IV
82.6%
B/E move
3.1%
Puts
Pseudo strike
6.72
IV
158.4%
B/E move
3.5%

Options history

No recorded observations