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GraniteShares ETF Trust GraniteShares 2x Long RDDT Daily ETF RDTL

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Market dataready · fetched 2026-11-12T03:19:51.819Z

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: 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 · 2026-11-12T00:46:26.930032249Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:19:51.064933+00:00

Share price$4.56
1D+9.9%
AH$4.20$4.35$4.50$4.65$4.805:30 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$0.75$1.19$1.63$2.06$2.50$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICERDTL PRICE$0.80$0.93$1.86$1.88$1.89$1.91$1.92$2.02$2.14$2.26$2.37
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ5.13537.2%28.3%
45Δ5.34488.0%24.1%
50Δ5.54438.7%19.9%
55Δ5.75389.4%15.7%
60Δ4.30233.6%11.9%5.96340.2%11.5%
65Δ4.15255.2%11.3%6.16312.6%9.3%
70Δ6.35290.5%7.5%
75Δ6.55268.5%5.8%
80Δ6.75246.4%4.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.13
IV
537.2%
B/E move
28.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.34
IV
488.0%
B/E move
24.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.54
IV
438.7%
B/E move
19.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.75
IV
389.4%
B/E move
15.7%

60Δ

Calls
Pseudo strike
4.30
IV
233.6%
B/E move
11.9%
Puts
Pseudo strike
5.96
IV
340.2%
B/E move
11.5%

65Δ

Calls
Pseudo strike
4.15
IV
255.2%
B/E move
11.3%
Puts
Pseudo strike
6.16
IV
312.6%
B/E move
9.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.35
IV
290.5%
B/E move
7.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.55
IV
268.5%
B/E move
5.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.75
IV
246.4%
B/E move
4.1%

Options history

IV · four-Friday blend149.50%
Daily EOD
RDTL137.0%144.6%152.2%2026-10-26: 138.06%2026-10-27: 148.77%2026-10-28: 151.12%2026-10-29: 149.50%Oct 26Oct 27Oct 29
4 observations2026-10-26 — 2026-10-29
Table
DateIV (%)
138.06%
148.77%
151.12%
149.50%