IntraAlpha
Create free account Start free

GraniteShares 2x Short SpaceX Daily ETF SNK

i

Market dataready · fetched 2026-10-22T16:50:26.021Z

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 · 2026-10-22T16:49:40.674510052Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T16:50:25.197784+00:00

Share price$13.79
1D+7.6%
$12.69$12.98$13.28$13.58$13.875:30 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$0.14$2.37$4.59$6.82$9.05$7.63$10.42$13.22$16.01$18.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNK spot · $13.79SNK PRICE$0.38$0.51$0.63$0.75$0.88$1.04$1.23$1.42$1.62$1.82$2.06$2.29$2.60$0.58$0.76$1.02$1.33$1.72$2.16$2.67$3.22$3.77$4.50$5.77$7.12$8.41
PutsFair1.03×
CallsCheap0.91×
SkewBearish+38.71 pp
Implied moveBearish±$3.89
TiltBearish42.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.2599.7%35.1%11.11113.6%23.6%
25Δ17.3999.2%29.8%11.75110.4%20.3%
30Δ16.6397.8%25.2%12.33112.6%17.9%
35Δ15.8894.2%20.6%12.87117.9%16.3%
40Δ15.2991.7%17.3%13.48123.6%14.8%
45Δ14.7790.9%14.7%14.13128.9%13.3%
50Δ14.3191.6%12.6%14.84132.7%11.7%
55Δ13.8591.7%10.7%15.62135.1%10.1%
60Δ13.4090.6%8.9%16.39135.0%8.5%
65Δ12.9689.4%7.2%17.31137.0%7.1%
70Δ12.5387.5%5.8%18.73146.7%6.0%
75Δ12.1085.5%4.4%20.26151.6%4.7%
80Δ11.6583.4%3.3%21.73151.1%3.4%

20Δ

Calls
Pseudo strike
18.25
IV
99.7%
B/E move
35.1%
Puts
Pseudo strike
11.11
IV
113.6%
B/E move
23.6%

25Δ

Calls
Pseudo strike
17.39
IV
99.2%
B/E move
29.8%
Puts
Pseudo strike
11.75
IV
110.4%
B/E move
20.3%

30Δ

Calls
Pseudo strike
16.63
IV
97.8%
B/E move
25.2%
Puts
Pseudo strike
12.33
IV
112.6%
B/E move
17.9%

35Δ

Calls
Pseudo strike
15.88
IV
94.2%
B/E move
20.6%
Puts
Pseudo strike
12.87
IV
117.9%
B/E move
16.3%

40Δ

Calls
Pseudo strike
15.29
IV
91.7%
B/E move
17.3%
Puts
Pseudo strike
13.48
IV
123.6%
B/E move
14.8%

45Δ

Calls
Pseudo strike
14.77
IV
90.9%
B/E move
14.7%
Puts
Pseudo strike
14.13
IV
128.9%
B/E move
13.3%

50Δ

Calls
Pseudo strike
14.31
IV
91.6%
B/E move
12.6%
Puts
Pseudo strike
14.84
IV
132.7%
B/E move
11.7%

55Δ

Calls
Pseudo strike
13.85
IV
91.7%
B/E move
10.7%
Puts
Pseudo strike
15.62
IV
135.1%
B/E move
10.1%

60Δ

Calls
Pseudo strike
13.40
IV
90.6%
B/E move
8.9%
Puts
Pseudo strike
16.39
IV
135.0%
B/E move
8.5%

65Δ

Calls
Pseudo strike
12.96
IV
89.4%
B/E move
7.2%
Puts
Pseudo strike
17.31
IV
137.0%
B/E move
7.1%

70Δ

Calls
Pseudo strike
12.53
IV
87.5%
B/E move
5.8%
Puts
Pseudo strike
18.73
IV
146.7%
B/E move
6.0%

75Δ

Calls
Pseudo strike
12.10
IV
85.5%
B/E move
4.4%
Puts
Pseudo strike
20.26
IV
151.6%
B/E move
4.7%

80Δ

Calls
Pseudo strike
11.65
IV
83.4%
B/E move
3.3%
Puts
Pseudo strike
21.73
IV
151.1%
B/E move
3.4%

Options history

No recorded observations