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GraniteShares 2x Short SpaceX Daily ETF SNK

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Market datapartial · fetched 2026-10-22T14:49:44.407Z

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 · 2026-10-22T14:49:26.07654827Z

FundamentalsAlpha Vantage · unavailable

Share price$13.44
1D+4.8%
$12.72$12.91$13.11$13.30$13.495:30 AM6:30 AM9:00 AM1:00 PMSNK
Sold putSold call

GraniteShares 2x Short SpaceX Daily ETF options

Live interpolated SNK call and put midpoint premiums by absolute delta.GraniteShares 2x Short SpaceX Daily ETF$0.11$2.59$5.07$7.55$10.04$7.55$10.24$12.93$15.61$18.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNK spot · $13.44SNK PRICE$0.37$0.49$0.61$0.75$0.90$1.04$1.18$1.35$1.53$1.72$1.92$2.13$2.37$0.53$0.75$0.98$1.23$1.52$2.00$2.42$2.82$3.68$4.43$5.18$6.76$9.32
PutsFair1.01×
CallsCheap0.90×
SkewBearish+37.14 pp
Implied moveBearish±$3.60
TiltBearish43.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.81100.2%35.3%10.92108.2%22.7%
25Δ16.9198.6%29.5%11.47110.2%20.2%
30Δ16.1396.0%24.5%12.00113.1%18.0%
35Δ15.5496.2%21.2%12.54113.4%15.8%
40Δ15.0096.8%18.3%13.10114.9%13.9%
45Δ14.4693.5%15.3%13.73122.7%12.7%
50Δ13.9390.5%12.4%14.36125.5%11.2%
55Δ13.5089.1%10.5%14.99124.6%9.4%
60Δ13.0687.7%8.5%15.98135.4%8.5%
65Δ12.6685.6%7.0%16.91138.2%7.1%
70Δ12.2683.3%5.5%17.85138.2%5.7%
75Δ11.8780.5%4.2%19.57148.4%4.7%
80Δ11.4976.7%3.1%22.27164.7%3.6%

20Δ

Calls
Pseudo strike
17.81
IV
100.2%
B/E move
35.3%
Puts
Pseudo strike
10.92
IV
108.2%
B/E move
22.7%

25Δ

Calls
Pseudo strike
16.91
IV
98.6%
B/E move
29.5%
Puts
Pseudo strike
11.47
IV
110.2%
B/E move
20.2%

30Δ

Calls
Pseudo strike
16.13
IV
96.0%
B/E move
24.5%
Puts
Pseudo strike
12.00
IV
113.1%
B/E move
18.0%

35Δ

Calls
Pseudo strike
15.54
IV
96.2%
B/E move
21.2%
Puts
Pseudo strike
12.54
IV
113.4%
B/E move
15.8%

40Δ

Calls
Pseudo strike
15.00
IV
96.8%
B/E move
18.3%
Puts
Pseudo strike
13.10
IV
114.9%
B/E move
13.9%

45Δ

Calls
Pseudo strike
14.46
IV
93.5%
B/E move
15.3%
Puts
Pseudo strike
13.73
IV
122.7%
B/E move
12.7%

50Δ

Calls
Pseudo strike
13.93
IV
90.5%
B/E move
12.4%
Puts
Pseudo strike
14.36
IV
125.5%
B/E move
11.2%

55Δ

Calls
Pseudo strike
13.50
IV
89.1%
B/E move
10.5%
Puts
Pseudo strike
14.99
IV
124.6%
B/E move
9.4%

60Δ

Calls
Pseudo strike
13.06
IV
87.7%
B/E move
8.5%
Puts
Pseudo strike
15.98
IV
135.4%
B/E move
8.5%

65Δ

Calls
Pseudo strike
12.66
IV
85.6%
B/E move
7.0%
Puts
Pseudo strike
16.91
IV
138.2%
B/E move
7.1%

70Δ

Calls
Pseudo strike
12.26
IV
83.3%
B/E move
5.5%
Puts
Pseudo strike
17.85
IV
138.2%
B/E move
5.7%

75Δ

Calls
Pseudo strike
11.87
IV
80.5%
B/E move
4.2%
Puts
Pseudo strike
19.57
IV
148.4%
B/E move
4.7%

80Δ

Calls
Pseudo strike
11.49
IV
76.7%
B/E move
3.1%
Puts
Pseudo strike
22.27
IV
164.7%
B/E move
3.6%

Options history

No recorded observations