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GraniteShares 2x Long SpaceX Daily ETF SPAL

i

Market dataready · fetched 2026-11-12T00:55:05.047Z

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 · 2026-11-12T00:52:45.685217886Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:55:04.610248+00:00

Share price$13.40
1D-6.0%
AH$13.58$13.87$14.17$14.46$14.755:30 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$0.23$1.05$1.87$2.69$3.52$9.19$11.39$13.59$15.79$17.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPAL spot · $13.40SPAL PRICE$0.34$0.46$0.58$0.68$0.83$1.00$1.19$1.41$1.63$1.91$2.20$2.71$3.28$0.32$0.41$0.55$0.70$0.85$0.97$1.09$1.21$1.39$1.60$1.81$2.09$2.44
PutsCheap0.71×
CallsFair0.96×
SkewBullish-57.50 pp
Implied moveBullish±$2.28
TiltBullish8.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.19163.6%30.8%11.55125.4%16.2%
25Δ16.56166.4%27.0%12.06115.7%13.0%
30Δ15.93166.3%23.2%12.38119.3%11.8%
35Δ15.20155.1%18.4%12.69122.9%10.5%
40Δ14.70155.5%15.9%13.01126.3%9.3%
45Δ14.29160.2%14.1%13.31120.9%8.0%
50Δ13.87164.5%12.4%13.60115.4%6.6%
55Δ13.43167.8%10.7%13.90110.0%5.3%
60Δ12.99171.1%9.1%14.21107.4%4.3%
65Δ12.52174.3%7.7%14.52106.1%3.6%
70Δ12.05177.5%6.3%14.83104.8%2.8%
75Δ11.41195.1%5.4%15.20103.9%2.2%
80Δ10.71211.6%4.4%15.63103.4%1.6%

20Δ

Calls
Pseudo strike
17.19
IV
163.6%
B/E move
30.8%
Puts
Pseudo strike
11.55
IV
125.4%
B/E move
16.2%

25Δ

Calls
Pseudo strike
16.56
IV
166.4%
B/E move
27.0%
Puts
Pseudo strike
12.06
IV
115.7%
B/E move
13.0%

30Δ

Calls
Pseudo strike
15.93
IV
166.3%
B/E move
23.2%
Puts
Pseudo strike
12.38
IV
119.3%
B/E move
11.8%

35Δ

Calls
Pseudo strike
15.20
IV
155.1%
B/E move
18.4%
Puts
Pseudo strike
12.69
IV
122.9%
B/E move
10.5%

40Δ

Calls
Pseudo strike
14.70
IV
155.5%
B/E move
15.9%
Puts
Pseudo strike
13.01
IV
126.3%
B/E move
9.3%

45Δ

Calls
Pseudo strike
14.29
IV
160.2%
B/E move
14.1%
Puts
Pseudo strike
13.31
IV
120.9%
B/E move
8.0%

50Δ

Calls
Pseudo strike
13.87
IV
164.5%
B/E move
12.4%
Puts
Pseudo strike
13.60
IV
115.4%
B/E move
6.6%

55Δ

Calls
Pseudo strike
13.43
IV
167.8%
B/E move
10.7%
Puts
Pseudo strike
13.90
IV
110.0%
B/E move
5.3%

60Δ

Calls
Pseudo strike
12.99
IV
171.1%
B/E move
9.1%
Puts
Pseudo strike
14.21
IV
107.4%
B/E move
4.3%

65Δ

Calls
Pseudo strike
12.52
IV
174.3%
B/E move
7.7%
Puts
Pseudo strike
14.52
IV
106.1%
B/E move
3.6%

70Δ

Calls
Pseudo strike
12.05
IV
177.5%
B/E move
6.3%
Puts
Pseudo strike
14.83
IV
104.8%
B/E move
2.8%

75Δ

Calls
Pseudo strike
11.41
IV
195.1%
B/E move
5.4%
Puts
Pseudo strike
15.20
IV
103.9%
B/E move
2.2%

80Δ

Calls
Pseudo strike
10.71
IV
211.6%
B/E move
4.4%
Puts
Pseudo strike
15.63
IV
103.4%
B/E move
1.6%

Options history

IV · four-Friday blend105.68%
Daily EOD
SPAL98.1%102.2%106.2%2026-10-19: 103.71%2026-10-20: 103.82%2026-10-21: 100.25%2026-10-22: 104.37%2026-10-23: 102.16%2026-10-26: 101.61%2026-10-27: 99.32%2026-10-28: 98.99%2026-10-29: 98.67%2026-10-30: 105.68%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
103.71%
103.82%
100.25%
104.37%
102.16%
101.61%
99.32%
98.99%
98.67%
105.68%