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GraniteShares ETF Trust GraniteShares 2x Long SMCI Daily ETF SMCL

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Market dataready · fetched 2026-10-23T04:08:04.486Z

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 · 2026-10-22T23:42:34.592096569Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T04:08:03.884827+00:00

Share price$12.14
1D-3.9%
AH$11.64$11.99$12.34$12.69$13.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMCL
Sold putSold callAH

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$0.29$2.76$5.22$7.69$10.15$3.85$9.29$14.73$20.17$25.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMCL spot · $12.14SMCL PRICE$0.56$0.72$0.88$1.08$1.28$1.50$1.74$2.01$2.33$2.72$3.08$3.44$4.02$0.86$1.19$1.56$1.96$2.40$2.91$3.57$4.31$4.94$5.78$6.96$8.14$9.44
PutsExpensive1.23×
CallsExpensive1.06×
SkewBearish+7.31 pp
Implied moveBearish±$5.32
TiltBearish36.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.39182.8%80.8%9.09177.1%32.2%
25Δ19.38178.8%65.6%9.85179.2%28.6%
30Δ17.55170.4%51.8%10.62180.7%25.4%
35Δ16.42171.6%44.2%11.38181.3%22.4%
40Δ15.36170.6%37.1%12.17181.2%19.6%
45Δ14.44170.0%31.4%12.97181.7%17.1%
50Δ13.60169.4%26.4%13.89185.2%15.0%
55Δ12.81169.2%22.1%14.88187.4%12.9%
60Δ12.09172.8%18.8%15.78183.9%10.8%
65Δ11.36178.5%16.1%16.86181.4%8.8%
70Δ10.63178.4%12.9%18.24183.8%7.1%
75Δ9.87174.4%9.6%19.62182.5%5.5%
80Δ9.04182.7%7.6%21.11179.4%3.9%

20Δ

Calls
Pseudo strike
21.39
IV
182.8%
B/E move
80.8%
Puts
Pseudo strike
9.09
IV
177.1%
B/E move
32.2%

25Δ

Calls
Pseudo strike
19.38
IV
178.8%
B/E move
65.6%
Puts
Pseudo strike
9.85
IV
179.2%
B/E move
28.6%

30Δ

Calls
Pseudo strike
17.55
IV
170.4%
B/E move
51.8%
Puts
Pseudo strike
10.62
IV
180.7%
B/E move
25.4%

35Δ

Calls
Pseudo strike
16.42
IV
171.6%
B/E move
44.2%
Puts
Pseudo strike
11.38
IV
181.3%
B/E move
22.4%

40Δ

Calls
Pseudo strike
15.36
IV
170.6%
B/E move
37.1%
Puts
Pseudo strike
12.17
IV
181.2%
B/E move
19.6%

45Δ

Calls
Pseudo strike
14.44
IV
170.0%
B/E move
31.4%
Puts
Pseudo strike
12.97
IV
181.7%
B/E move
17.1%

50Δ

Calls
Pseudo strike
13.60
IV
169.4%
B/E move
26.4%
Puts
Pseudo strike
13.89
IV
185.2%
B/E move
15.0%

55Δ

Calls
Pseudo strike
12.81
IV
169.2%
B/E move
22.1%
Puts
Pseudo strike
14.88
IV
187.4%
B/E move
12.9%

60Δ

Calls
Pseudo strike
12.09
IV
172.8%
B/E move
18.8%
Puts
Pseudo strike
15.78
IV
183.9%
B/E move
10.8%

65Δ

Calls
Pseudo strike
11.36
IV
178.5%
B/E move
16.1%
Puts
Pseudo strike
16.86
IV
181.4%
B/E move
8.8%

70Δ

Calls
Pseudo strike
10.63
IV
178.4%
B/E move
12.9%
Puts
Pseudo strike
18.24
IV
183.8%
B/E move
7.1%

75Δ

Calls
Pseudo strike
9.87
IV
174.4%
B/E move
9.6%
Puts
Pseudo strike
19.62
IV
182.5%
B/E move
5.5%

80Δ

Calls
Pseudo strike
9.04
IV
182.7%
B/E move
7.6%
Puts
Pseudo strike
21.11
IV
179.4%
B/E move
3.9%

Options history

No recorded observations