IntraAlpha
Create free account Start free

GraniteShares ETF Trust GraniteShares 2x Long NVDA Daily ETF NVDL

i

Market dataready · fetched 2026-10-21T17:52:38.438Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

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 · 2026-10-21T17:52:05.097288139Z

FundamentalsAlpha Vantage · ready

Share price$34.23
1D+1.2%
$32.99$33.33$33.67$34.02$34.365:30 AM6:30 AM9:00 AM1:00 PMNVDL
Sold putSold call

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$0.15$1.08$2.02$2.96$3.89$31.08$32.61$34.13$35.66$37.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVDL spot · $34.23NVDL PRICE$0.52$0.34$0.35$0.42$0.48$0.55$0.70$0.85$1.01$1.17$1.39$1.66$2.05$0.25$0.33$0.42$0.52$0.61$0.72$0.89$1.05$1.17$1.60$2.61$2.27$3.62
PutsExpensive1.08×
CallsFair0.96×
SkewBearish+5.84 pp
Implied moveBearish±$1.59
TiltBearish16.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.88206.4%18.0%32.5485.0%5.7%
25Δ36.40101.1%7.3%32.8884.6%4.9%
30Δ35.2973.3%4.1%33.1984.5%4.3%
35Δ35.0172.8%3.5%33.4984.4%3.7%
40Δ34.7568.9%2.9%33.7781.7%3.1%
45Δ34.4965.4%2.3%34.0580.1%2.6%
50Δ34.2769.6%2.1%34.3283.7%2.4%
55Δ34.0573.8%1.9%34.5885.3%2.1%
60Δ33.8075.8%1.7%34.8382.3%1.7%
65Δ33.5577.1%1.4%35.3293.3%1.5%
70Δ33.2579.4%1.2%36.26131.0%1.7%
75Δ32.9183.0%1.0%36.14101.5%1.0%
80Δ32.4589.4%0.8%37.51134.5%1.0%

20Δ

Calls
Pseudo strike
39.88
IV
206.4%
B/E move
18.0%
Puts
Pseudo strike
32.54
IV
85.0%
B/E move
5.7%

25Δ

Calls
Pseudo strike
36.40
IV
101.1%
B/E move
7.3%
Puts
Pseudo strike
32.88
IV
84.6%
B/E move
4.9%

30Δ

Calls
Pseudo strike
35.29
IV
73.3%
B/E move
4.1%
Puts
Pseudo strike
33.19
IV
84.5%
B/E move
4.3%

35Δ

Calls
Pseudo strike
35.01
IV
72.8%
B/E move
3.5%
Puts
Pseudo strike
33.49
IV
84.4%
B/E move
3.7%

40Δ

Calls
Pseudo strike
34.75
IV
68.9%
B/E move
2.9%
Puts
Pseudo strike
33.77
IV
81.7%
B/E move
3.1%

45Δ

Calls
Pseudo strike
34.49
IV
65.4%
B/E move
2.3%
Puts
Pseudo strike
34.05
IV
80.1%
B/E move
2.6%

50Δ

Calls
Pseudo strike
34.27
IV
69.6%
B/E move
2.1%
Puts
Pseudo strike
34.32
IV
83.7%
B/E move
2.4%

55Δ

Calls
Pseudo strike
34.05
IV
73.8%
B/E move
1.9%
Puts
Pseudo strike
34.58
IV
85.3%
B/E move
2.1%

60Δ

Calls
Pseudo strike
33.80
IV
75.8%
B/E move
1.7%
Puts
Pseudo strike
34.83
IV
82.3%
B/E move
1.7%

65Δ

Calls
Pseudo strike
33.55
IV
77.1%
B/E move
1.4%
Puts
Pseudo strike
35.32
IV
93.3%
B/E move
1.5%

70Δ

Calls
Pseudo strike
33.25
IV
79.4%
B/E move
1.2%
Puts
Pseudo strike
36.26
IV
131.0%
B/E move
1.7%

75Δ

Calls
Pseudo strike
32.91
IV
83.0%
B/E move
1.0%
Puts
Pseudo strike
36.14
IV
101.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
32.45
IV
89.4%
B/E move
0.8%
Puts
Pseudo strike
37.51
IV
134.5%
B/E move
1.0%

Options history

NVDL68.7469.9171.092026-10-19: 68.90%2026-10-20: 70.93%Oct 19Oct 20
Table
DateIV
68.90%
70.93%