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GraniteShares ETF Trust GraniteShares 2x Long QCOM Daily ETF QCML

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Market dataready · fetched 2026-10-22T23:50:33.899Z

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 · 2026-10-22T23:45:12.725564065Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:50:32.182544+00:00

Share price$15.71
1D-0.3%
AH$15.61$15.94$16.28$16.61$16.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQCML
Sold putSold callAH

GraniteShares ETF Trust GraniteShares 2x Long QCOM Daily ETF options

Live interpolated QCML call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long QCOM Daily ETF$0.33$2.01$3.69$5.37$7.05$9.30$13.04$16.79$20.53$24.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QCML spot · $15.71QCML PRICE$0.51$0.69$0.86$1.05$1.29$1.52$1.74$1.97$2.26$2.57$2.89$3.40$3.93$0.66$0.88$1.12$1.42$1.72$2.03$2.47$2.92$3.36$4.04$4.66$5.42$6.57
PutsFair1.01×
CallsExpensive1.16×
SkewBullish-6.74 pp
Implied moveBearish±$4.21
TiltBearish20.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.24120.6%44.9%12.67112.8%23.6%
25Δ21.09122.0%38.6%13.38112.1%20.5%
30Δ19.95120.5%32.5%14.04111.3%17.7%
35Δ19.00119.8%27.6%14.67112.0%15.7%
40Δ18.26122.6%24.5%15.29111.8%13.6%
45Δ17.48122.3%20.9%15.90110.3%11.7%
50Δ16.70119.8%17.4%16.58112.0%10.2%
55Δ15.96116.7%14.1%17.26112.9%8.7%
60Δ15.31116.6%11.8%17.93111.5%7.2%
65Δ14.66115.7%9.7%18.80114.1%6.0%
70Δ14.02114.3%7.6%19.61113.1%4.8%
75Δ13.29118.3%6.2%20.55112.6%3.7%
80Δ12.53120.2%4.8%21.85115.3%2.7%

20Δ

Calls
Pseudo strike
22.24
IV
120.6%
B/E move
44.9%
Puts
Pseudo strike
12.67
IV
112.8%
B/E move
23.6%

25Δ

Calls
Pseudo strike
21.09
IV
122.0%
B/E move
38.6%
Puts
Pseudo strike
13.38
IV
112.1%
B/E move
20.5%

30Δ

Calls
Pseudo strike
19.95
IV
120.5%
B/E move
32.5%
Puts
Pseudo strike
14.04
IV
111.3%
B/E move
17.7%

35Δ

Calls
Pseudo strike
19.00
IV
119.8%
B/E move
27.6%
Puts
Pseudo strike
14.67
IV
112.0%
B/E move
15.7%

40Δ

Calls
Pseudo strike
18.26
IV
122.6%
B/E move
24.5%
Puts
Pseudo strike
15.29
IV
111.8%
B/E move
13.6%

45Δ

Calls
Pseudo strike
17.48
IV
122.3%
B/E move
20.9%
Puts
Pseudo strike
15.90
IV
110.3%
B/E move
11.7%

50Δ

Calls
Pseudo strike
16.70
IV
119.8%
B/E move
17.4%
Puts
Pseudo strike
16.58
IV
112.0%
B/E move
10.2%

55Δ

Calls
Pseudo strike
15.96
IV
116.7%
B/E move
14.1%
Puts
Pseudo strike
17.26
IV
112.9%
B/E move
8.7%

60Δ

Calls
Pseudo strike
15.31
IV
116.6%
B/E move
11.8%
Puts
Pseudo strike
17.93
IV
111.5%
B/E move
7.2%

65Δ

Calls
Pseudo strike
14.66
IV
115.7%
B/E move
9.7%
Puts
Pseudo strike
18.80
IV
114.1%
B/E move
6.0%

70Δ

Calls
Pseudo strike
14.02
IV
114.3%
B/E move
7.6%
Puts
Pseudo strike
19.61
IV
113.1%
B/E move
4.8%

75Δ

Calls
Pseudo strike
13.29
IV
118.3%
B/E move
6.2%
Puts
Pseudo strike
20.55
IV
112.6%
B/E move
3.7%

80Δ

Calls
Pseudo strike
12.53
IV
120.2%
B/E move
4.8%
Puts
Pseudo strike
21.85
IV
115.3%
B/E move
2.7%

Options history

No recorded observations