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GraniteShares ETF Trust GraniteShares 2x Long NVDA Daily ETF NVDL

i

Market dataready · fetched 2026-11-10T22:35:18.135Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:35:05.739519459Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:35:17.680830+00:00

Share price$19.35
1D-7.2%
AH$18.38$19.10$19.82$20.54$21.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNVDL
Sold putSold callAH

GraniteShares ETF Trust GraniteShares 2x Long NVDA Daily ETF options

Live interpolated NVDL call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long NVDA Daily ETF$0.26$0.97$1.67$2.38$3.08$15.98$17.81$19.63$21.46$23.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive NVDL spot · $19.35NVDL PRICE$0.34$0.43$0.54$0.65$0.78$0.93$1.09$1.29$1.54$1.72$2.18$2.88$0.35$0.46$0.57$0.70$0.84$0.96$1.09$1.34$1.60$1.91$2.22$2.41
Puts——
Calls——
Skew——
Implied moveBearish±$2.02
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.25163.1%12.6%
25Δ21.22137.0%11.4%17.70161.3%10.9%
30Δ20.83137.7%9.9%18.13158.9%9.3%
35Δ20.49140.4%8.7%18.51155.4%7.9%
40Δ20.15139.0%7.5%18.86153.5%6.8%
45Δ19.82140.4%6.5%19.20149.0%5.8%
50Δ19.52143.8%5.7%19.52143.6%4.8%
55Δ19.20144.9%4.9%19.87148.9%4.2%
60Δ18.87148.3%4.2%20.25152.8%3.6%
65Δ18.51156.1%3.6%20.66157.0%3.1%
70Δ18.18151.3%2.9%21.08158.5%2.5%
75Δ17.64168.0%2.4%21.39148.9%1.9%
80Δ16.90200.4%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.25
IV
163.1%
B/E move
12.6%

25Δ

Calls
Pseudo strike
21.22
IV
137.0%
B/E move
11.4%
Puts
Pseudo strike
17.70
IV
161.3%
B/E move
10.9%

30Δ

Calls
Pseudo strike
20.83
IV
137.7%
B/E move
9.9%
Puts
Pseudo strike
18.13
IV
158.9%
B/E move
9.3%

35Δ

Calls
Pseudo strike
20.49
IV
140.4%
B/E move
8.7%
Puts
Pseudo strike
18.51
IV
155.4%
B/E move
7.9%

40Δ

Calls
Pseudo strike
20.15
IV
139.0%
B/E move
7.5%
Puts
Pseudo strike
18.86
IV
153.5%
B/E move
6.8%

45Δ

Calls
Pseudo strike
19.82
IV
140.4%
B/E move
6.5%
Puts
Pseudo strike
19.20
IV
149.0%
B/E move
5.8%

50Δ

Calls
Pseudo strike
19.52
IV
143.8%
B/E move
5.7%
Puts
Pseudo strike
19.52
IV
143.6%
B/E move
4.8%

55Δ

Calls
Pseudo strike
19.20
IV
144.9%
B/E move
4.9%
Puts
Pseudo strike
19.87
IV
148.9%
B/E move
4.2%

60Δ

Calls
Pseudo strike
18.87
IV
148.3%
B/E move
4.2%
Puts
Pseudo strike
20.25
IV
152.8%
B/E move
3.6%

65Δ

Calls
Pseudo strike
18.51
IV
156.1%
B/E move
3.6%
Puts
Pseudo strike
20.66
IV
157.0%
B/E move
3.1%

70Δ

Calls
Pseudo strike
18.18
IV
151.3%
B/E move
2.9%
Puts
Pseudo strike
21.08
IV
158.5%
B/E move
2.5%

75Δ

Calls
Pseudo strike
17.64
IV
168.0%
B/E move
2.4%
Puts
Pseudo strike
21.39
IV
148.9%
B/E move
1.9%

80Δ

Calls
Pseudo strike
16.90
IV
200.4%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend87.54%
Daily close
NVDL47.9%87.8%127.7%2026-08-12: 76.98%2026-08-13: 76.49%2026-08-14: 73.09%2026-08-17: 78.73%2026-08-18: 80.59%2026-08-19: 82.49%2026-08-20: 87.26%2026-08-21: 88.85%2026-08-24: 103.92%2026-08-25: 109.05%2026-08-26: 122.20%2026-08-27: 73.49%2026-08-28: 67.14%2026-08-31: 63.69%2026-09-01: 62.55%2026-09-02: 67.15%2026-09-03: 65.15%2026-09-04: 62.32%2026-09-08: 71.56%2026-09-09: 68.95%2026-09-10: 68.55%2026-09-11: 60.96%2026-09-14: 66.08%2026-09-15: 67.49%2026-09-16: 67.39%2026-09-17: 61.95%2026-09-18: 56.13%2026-09-21: 65.48%2026-09-22: 59.65%2026-09-23: 62.84%2026-09-24: 63.31%2026-09-25: 59.82%2026-09-28: 61.87%2026-09-29: 63.06%2026-09-30: 63.54%2026-10-01: 59.60%2026-10-02: 53.44%2026-10-05: 56.01%2026-10-06: 54.30%2026-10-07: 57.91%2026-10-08: 63.50%2026-10-09: 59.59%2026-10-12: 61.64%2026-10-13: 67.45%2026-10-14: 73.79%2026-10-15: 76.33%2026-10-16: 70.74%2026-10-19: 68.91%2026-10-20: 71.08%2026-10-21: 68.73%2026-10-22: 81.55%2026-10-23: 77.51%2026-10-26: 76.05%2026-10-27: 73.74%2026-10-28: 77.90%2026-10-29: 72.19%2026-10-30: 87.54%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
76.98%
76.49%
73.09%
78.73%
80.59%
82.49%
87.26%
88.85%
103.92%
109.05%
122.20%
73.49%
67.14%
63.69%
62.55%
67.15%
65.15%
62.32%
71.56%
68.95%
68.55%
60.96%
66.08%
67.49%
67.39%
61.95%
56.13%
65.48%
59.65%
62.84%
63.31%
59.82%
61.87%
63.06%
63.54%
59.60%
53.44%
56.01%
54.30%
57.91%
63.50%
59.59%
61.64%
67.45%
73.79%
76.33%
70.74%
68.91%
71.08%
68.73%
81.55%
77.51%
76.05%
73.74%
77.90%
72.19%
87.54%