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GraniteShares ETF Trust GraniteShares 2x Long SMCI Daily ETF SMCL

i

Market dataready · fetched 2026-11-13T16:10:14.923Z

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 · 2026-11-13T16:09:59.311855914Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T16:10:13.847373+00:00

Share price$6.95
1D-8.7%
$6.82$7.03$7.25$7.46$7.675:30 AM6:30 AM9:00 AM1:00 PMSMCL
Sold putSold call

GraniteShares ETF Trust GraniteShares 2x Long SMCI Daily ETF options

Live interpolated SMCL call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long SMCI Daily ETF$0.19$0.71$1.23$1.76$2.28$4.07$5.69$7.31$8.92$10.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMCL spot · $6.95SMCL PRICE$0.24$0.27$0.34$0.41$0.49$0.58$0.67$0.76$0.91$1.05$1.20$1.38$1.71$0.27$0.31$0.41$0.51$0.61$0.71$0.87$1.06$1.24$1.42$1.66$1.89$2.13
PutsCheap0.82×
CallsFair1.03×
SkewBullish-24.17 pp
Implied moveBearish±$1.54
TiltBearish13.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.22265.3%50.6%5.57220.3%23.7%
25Δ8.90211.3%31.9%6.03186.2%17.7%
30Δ8.50209.0%27.2%6.26185.4%15.8%
35Δ8.11206.8%22.5%6.49184.6%13.9%
40Δ7.80205.1%19.3%6.72183.8%12.0%
45Δ7.53203.8%16.6%6.96183.0%10.1%
50Δ7.25202.4%14.0%7.21185.1%8.8%
55Δ6.98201.3%11.4%7.47188.0%7.7%
60Δ6.73204.1%9.8%7.73190.9%6.5%
65Δ6.47206.8%8.3%8.00193.8%5.4%
70Δ6.22209.6%6.7%8.30189.5%4.4%
75Δ5.94214.4%5.2%8.60185.1%3.4%
80Δ5.53230.6%4.2%8.91180.6%2.5%

20Δ

Calls
Pseudo strike
10.22
IV
265.3%
B/E move
50.6%
Puts
Pseudo strike
5.57
IV
220.3%
B/E move
23.7%

25Δ

Calls
Pseudo strike
8.90
IV
211.3%
B/E move
31.9%
Puts
Pseudo strike
6.03
IV
186.2%
B/E move
17.7%

30Δ

Calls
Pseudo strike
8.50
IV
209.0%
B/E move
27.2%
Puts
Pseudo strike
6.26
IV
185.4%
B/E move
15.8%

35Δ

Calls
Pseudo strike
8.11
IV
206.8%
B/E move
22.5%
Puts
Pseudo strike
6.49
IV
184.6%
B/E move
13.9%

40Δ

Calls
Pseudo strike
7.80
IV
205.1%
B/E move
19.3%
Puts
Pseudo strike
6.72
IV
183.8%
B/E move
12.0%

45Δ

Calls
Pseudo strike
7.53
IV
203.8%
B/E move
16.6%
Puts
Pseudo strike
6.96
IV
183.0%
B/E move
10.1%

50Δ

Calls
Pseudo strike
7.25
IV
202.4%
B/E move
14.0%
Puts
Pseudo strike
7.21
IV
185.1%
B/E move
8.8%

55Δ

Calls
Pseudo strike
6.98
IV
201.3%
B/E move
11.4%
Puts
Pseudo strike
7.47
IV
188.0%
B/E move
7.7%

60Δ

Calls
Pseudo strike
6.73
IV
204.1%
B/E move
9.8%
Puts
Pseudo strike
7.73
IV
190.9%
B/E move
6.5%

65Δ

Calls
Pseudo strike
6.47
IV
206.8%
B/E move
8.3%
Puts
Pseudo strike
8.00
IV
193.8%
B/E move
5.4%

70Δ

Calls
Pseudo strike
6.22
IV
209.6%
B/E move
6.7%
Puts
Pseudo strike
8.30
IV
189.5%
B/E move
4.4%

75Δ

Calls
Pseudo strike
5.94
IV
214.4%
B/E move
5.2%
Puts
Pseudo strike
8.60
IV
185.1%
B/E move
3.4%

80Δ

Calls
Pseudo strike
5.53
IV
230.6%
B/E move
4.2%
Puts
Pseudo strike
8.91
IV
180.6%
B/E move
2.5%

Options history

IV · four-Friday blend155.57%
Daily EOD
SMCL152.9%155.2%157.6%2026-10-19: 153.19%2026-10-20: 156.77%2026-10-22: 156.87%2026-10-23: 157.24%2026-10-26: 155.69%2026-10-29: 155.57%Oct 19Oct 22Oct 29
6 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
153.19%
156.77%
156.87%
157.24%
155.69%
155.57%