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GraniteShares ETF Trust GraniteShares 2x Long RDDT Daily ETF RDTL

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Market datapartial · fetched 2026-10-22T23:58:59.408Z

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 · 2026-10-22T23:06:52.404687689Z

FundamentalsAlpha Vantage · unavailable

Share price$11.76
1D-2.5%
AH$11.47$11.72$11.97$12.22$12.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRDTL
Sold putSold callAH

GraniteShares ETF Trust GraniteShares 2x Long RDDT Daily ETF options

Live interpolated RDTL call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long RDDT Daily ETF$0.50$2.29$4.07$5.86$7.64$5.83$9.11$12.39$15.66$18.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RDTL spot · $11.76RDTL PRICE$0.70$1.19$1.54$1.64$1.25$1.54$1.96$2.27$2.27$2.47$2.78$3.40$1.10$1.00$1.18$1.34$1.66$1.96$2.15$2.36$2.92$3.41$3.87$5.00$7.13
PutsExpensive1.23×
CallsExpensive1.55×
SkewBullish-37.86 pp
Implied moveBearish±$3.69
TiltBearish20.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.57214.1%36.4%
25Δ18.53170.9%63.5%9.62159.3%26.8%
30Δ22.95260.5%105.3%10.32147.9%22.3%
35Δ22.55290.3%104.8%10.95136.3%18.3%
40Δ18.07247.4%67.6%11.53136.5%16.0%
45Δ13.39137.7%24.4%12.09135.9%13.9%
50Δ12.74144.0%21.4%12.56127.6%11.5%
55Δ12.31164.7%21.4%13.04120.1%9.2%
60Δ11.78172.1%19.5%13.75125.1%8.0%
65Δ10.96143.3%12.4%14.40125.2%6.6%
70Δ10.41135.4%9.5%15.03122.9%5.2%
75Δ9.81133.0%7.1%16.26131.9%4.2%
80Δ9.06147.1%6.0%18.49150.3%3.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.57
IV
214.1%
B/E move
36.4%

25Δ

Calls
Pseudo strike
18.53
IV
170.9%
B/E move
63.5%
Puts
Pseudo strike
9.62
IV
159.3%
B/E move
26.8%

30Δ

Calls
Pseudo strike
22.95
IV
260.5%
B/E move
105.3%
Puts
Pseudo strike
10.32
IV
147.9%
B/E move
22.3%

35Δ

Calls
Pseudo strike
22.55
IV
290.3%
B/E move
104.8%
Puts
Pseudo strike
10.95
IV
136.3%
B/E move
18.3%

40Δ

Calls
Pseudo strike
18.07
IV
247.4%
B/E move
67.6%
Puts
Pseudo strike
11.53
IV
136.5%
B/E move
16.0%

45Δ

Calls
Pseudo strike
13.39
IV
137.7%
B/E move
24.4%
Puts
Pseudo strike
12.09
IV
135.9%
B/E move
13.9%

50Δ

Calls
Pseudo strike
12.74
IV
144.0%
B/E move
21.4%
Puts
Pseudo strike
12.56
IV
127.6%
B/E move
11.5%

55Δ

Calls
Pseudo strike
12.31
IV
164.7%
B/E move
21.4%
Puts
Pseudo strike
13.04
IV
120.1%
B/E move
9.2%

60Δ

Calls
Pseudo strike
11.78
IV
172.1%
B/E move
19.5%
Puts
Pseudo strike
13.75
IV
125.1%
B/E move
8.0%

65Δ

Calls
Pseudo strike
10.96
IV
143.3%
B/E move
12.4%
Puts
Pseudo strike
14.40
IV
125.2%
B/E move
6.6%

70Δ

Calls
Pseudo strike
10.41
IV
135.4%
B/E move
9.5%
Puts
Pseudo strike
15.03
IV
122.9%
B/E move
5.2%

75Δ

Calls
Pseudo strike
9.81
IV
133.0%
B/E move
7.1%
Puts
Pseudo strike
16.26
IV
131.9%
B/E move
4.2%

80Δ

Calls
Pseudo strike
9.06
IV
147.1%
B/E move
6.0%
Puts
Pseudo strike
18.49
IV
150.3%
B/E move
3.3%

Options history

No recorded observations