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GraniteShares 2x Short SpaceX Daily ETF SNK

i

Market dataready · fetched 2026-11-12T02:27:38.182Z

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 · 2026-11-12T01:00:06.649014261Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:27:37.780686+00:00

Share price$14.11
1D+5.8%
AH$13.09$13.38$13.67$13.96$14.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNK
Sold putSold callAH

GraniteShares 2x Short SpaceX Daily ETF options

Live interpolated SNK call and put midpoint premiums by absolute delta.GraniteShares 2x Short SpaceX Daily ETF$0.20$1.25$2.30$3.36$4.41$9.16$11.91$14.67$17.42$20.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNK spot · $14.11SNK PRICE$0.31$0.41$0.52$0.62$0.72$0.84$0.99$1.13$1.33$1.53$1.74$2.03$2.31$0.41$0.58$0.75$0.93$1.13$1.33$1.58$1.83$2.28$2.72$3.07$3.47$4.11
PutsCheap0.87×
CallsCheap0.87×
SkewBearish+25.42 pp
Implied moveBearish±$2.57
TiltBearish25.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.40139.1%25.5%11.93147.8%18.4%
25Δ16.71135.8%21.3%12.38150.2%16.4%
30Δ16.17135.6%18.3%12.81153.4%14.5%
35Δ15.66131.9%15.4%13.24154.2%12.8%
40Δ15.17126.5%12.6%13.67153.0%11.1%
45Δ14.76124.5%10.6%14.10152.0%9.5%
50Δ14.41124.1%9.1%14.53151.3%8.2%
55Δ14.05123.8%7.6%14.96150.6%6.9%
60Δ13.69124.6%6.4%15.53157.4%6.0%
65Δ13.34125.6%5.4%16.10162.5%5.2%
70Δ12.98126.5%4.3%16.60157.9%4.1%
75Δ12.57126.8%3.4%17.14154.7%3.1%
80Δ12.16127.2%2.6%17.89157.5%2.3%

20Δ

Calls
Pseudo strike
17.40
IV
139.1%
B/E move
25.5%
Puts
Pseudo strike
11.93
IV
147.8%
B/E move
18.4%

25Δ

Calls
Pseudo strike
16.71
IV
135.8%
B/E move
21.3%
Puts
Pseudo strike
12.38
IV
150.2%
B/E move
16.4%

30Δ

Calls
Pseudo strike
16.17
IV
135.6%
B/E move
18.3%
Puts
Pseudo strike
12.81
IV
153.4%
B/E move
14.5%

35Δ

Calls
Pseudo strike
15.66
IV
131.9%
B/E move
15.4%
Puts
Pseudo strike
13.24
IV
154.2%
B/E move
12.8%

40Δ

Calls
Pseudo strike
15.17
IV
126.5%
B/E move
12.6%
Puts
Pseudo strike
13.67
IV
153.0%
B/E move
11.1%

45Δ

Calls
Pseudo strike
14.76
IV
124.5%
B/E move
10.6%
Puts
Pseudo strike
14.10
IV
152.0%
B/E move
9.5%

50Δ

Calls
Pseudo strike
14.41
IV
124.1%
B/E move
9.1%
Puts
Pseudo strike
14.53
IV
151.3%
B/E move
8.2%

55Δ

Calls
Pseudo strike
14.05
IV
123.8%
B/E move
7.6%
Puts
Pseudo strike
14.96
IV
150.6%
B/E move
6.9%

60Δ

Calls
Pseudo strike
13.69
IV
124.6%
B/E move
6.4%
Puts
Pseudo strike
15.53
IV
157.4%
B/E move
6.0%

65Δ

Calls
Pseudo strike
13.34
IV
125.6%
B/E move
5.4%
Puts
Pseudo strike
16.10
IV
162.5%
B/E move
5.2%

70Δ

Calls
Pseudo strike
12.98
IV
126.5%
B/E move
4.3%
Puts
Pseudo strike
16.60
IV
157.9%
B/E move
4.1%

75Δ

Calls
Pseudo strike
12.57
IV
126.8%
B/E move
3.4%
Puts
Pseudo strike
17.14
IV
154.7%
B/E move
3.1%

80Δ

Calls
Pseudo strike
12.16
IV
127.2%
B/E move
2.6%
Puts
Pseudo strike
17.89
IV
157.5%
B/E move
2.3%

Options history

IV · four-Friday blend109.36%
Daily EOD
SNK109.3%109.4%109.5%2026-10-21: 109.36%Oct 21
1 observations2026-10-21 — 2026-10-21
Table
DateIV (%)
109.36%