IntraAlpha
Create free account Start free

GraniteShares 2x Long SpaceX Daily ETF SPAL

i

Market datapartial · fetched 2026-10-22T22:55:07.117Z

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 · 2026-10-22T22:41:36.144444185Z

FundamentalsAlpha Vantage · unavailable

Share price$15.75
1D-11.8%
AH$14.92$15.61$16.31$17.01$17.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPAL
Sold putSold callAH

GraniteShares 2x Long SpaceX Daily ETF options

Live interpolated SPAL call and put midpoint premiums by absolute delta.GraniteShares 2x Long SpaceX Daily ETF$0.21$2.62$5.04$7.46$9.87$8.47$12.48$16.49$20.49$24.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPAL spot · $15.75SPAL PRICE$0.47$0.59$0.71$0.82$1.00$1.20$1.41$1.62$1.83$2.03$2.25$2.48$2.78$0.69$0.93$1.19$1.57$1.94$2.31$2.80$3.44$4.22$5.07$6.63$9.18
PutsExpensive1.27×
CallsCheap0.78×
SkewBearish+38.49 pp
Implied moveBearish±$4.21
TiltBearish35.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.43108.4%39.0%12.65115.9%24.1%
25Δ20.05103.1%31.1%13.35117.0%21.2%
30Δ18.9196.2%24.5%14.03117.1%18.5%
35Δ17.9588.8%19.2%14.69121.6%16.7%
40Δ17.4290.5%17.0%15.37123.3%14.8%
45Δ16.8891.9%14.8%16.06122.7%12.7%
50Δ16.3592.4%12.8%16.80124.1%11.1%
55Δ15.8291.9%10.8%17.67128.3%9.7%
60Δ15.3189.6%8.8%18.65132.9%8.4%
65Δ14.8286.9%7.0%19.71135.8%7.0%
70Δ14.3783.4%5.5%21.43147.4%6.0%
75Δ13.9280.1%4.1%24.13165.5%5.1%
80Δ13.4577.3%3.1%

20Δ

Calls
Pseudo strike
21.43
IV
108.4%
B/E move
39.0%
Puts
Pseudo strike
12.65
IV
115.9%
B/E move
24.1%

25Δ

Calls
Pseudo strike
20.05
IV
103.1%
B/E move
31.1%
Puts
Pseudo strike
13.35
IV
117.0%
B/E move
21.2%

30Δ

Calls
Pseudo strike
18.91
IV
96.2%
B/E move
24.5%
Puts
Pseudo strike
14.03
IV
117.1%
B/E move
18.5%

35Δ

Calls
Pseudo strike
17.95
IV
88.8%
B/E move
19.2%
Puts
Pseudo strike
14.69
IV
121.6%
B/E move
16.7%

40Δ

Calls
Pseudo strike
17.42
IV
90.5%
B/E move
17.0%
Puts
Pseudo strike
15.37
IV
123.3%
B/E move
14.8%

45Δ

Calls
Pseudo strike
16.88
IV
91.9%
B/E move
14.8%
Puts
Pseudo strike
16.06
IV
122.7%
B/E move
12.7%

50Δ

Calls
Pseudo strike
16.35
IV
92.4%
B/E move
12.8%
Puts
Pseudo strike
16.80
IV
124.1%
B/E move
11.1%

55Δ

Calls
Pseudo strike
15.82
IV
91.9%
B/E move
10.8%
Puts
Pseudo strike
17.67
IV
128.3%
B/E move
9.7%

60Δ

Calls
Pseudo strike
15.31
IV
89.6%
B/E move
8.8%
Puts
Pseudo strike
18.65
IV
132.9%
B/E move
8.4%

65Δ

Calls
Pseudo strike
14.82
IV
86.9%
B/E move
7.0%
Puts
Pseudo strike
19.71
IV
135.8%
B/E move
7.0%

70Δ

Calls
Pseudo strike
14.37
IV
83.4%
B/E move
5.5%
Puts
Pseudo strike
21.43
IV
147.4%
B/E move
6.0%

75Δ

Calls
Pseudo strike
13.92
IV
80.1%
B/E move
4.1%
Puts
Pseudo strike
24.13
IV
165.5%
B/E move
5.1%

80Δ

Calls
Pseudo strike
13.45
IV
77.3%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations