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GraniteShares 2x Long SpaceX Daily ETF SPAL

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Market datapartial · fetched 2026-10-22T23:46:35.548Z

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 · 2026-10-22T23:42:52.778515474Z

FundamentalsAlpha Vantage · unavailable

Share price$15.30
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$0.27$2.20$4.13$6.07$8.00$8.94$12.82$16.70$20.57$24.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPAL spot · $15.30SPAL PRICE$0.48$0.61$0.73$0.88$1.08$1.30$1.53$1.77$2.01$2.27$2.59$2.98$3.39$0.61$0.83$1.06$1.35$1.69$2.01$2.35$2.77$3.32$3.97$4.69$5.50$7.44
PutsExpensive1.10×
CallsCheap0.90×
SkewBearish+8.29 pp
Implied moveBearish±$3.88
TiltBearish27.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.28115.2%42.2%12.43108.0%22.8%
25Δ19.88110.3%33.9%13.07109.0%20.0%
30Δ18.67103.2%26.8%13.69108.2%17.4%
35Δ17.7899.2%21.9%14.30109.5%15.3%
40Δ17.21102.0%19.5%14.90112.7%13.7%
45Δ16.63104.1%17.2%15.50111.8%11.8%
50Δ16.05106.0%14.9%16.11110.5%10.0%
55Δ15.46105.2%12.6%16.76110.5%8.6%
60Δ14.88104.2%10.4%17.51112.4%7.3%
65Δ14.32102.7%8.4%18.34114.9%6.1%
70Δ13.74102.4%6.8%19.24116.1%4.9%
75Δ13.14103.9%5.4%20.22116.3%3.8%
80Δ12.53102.8%4.1%22.28129.1%3.0%

20Δ

Calls
Pseudo strike
21.28
IV
115.2%
B/E move
42.2%
Puts
Pseudo strike
12.43
IV
108.0%
B/E move
22.8%

25Δ

Calls
Pseudo strike
19.88
IV
110.3%
B/E move
33.9%
Puts
Pseudo strike
13.07
IV
109.0%
B/E move
20.0%

30Δ

Calls
Pseudo strike
18.67
IV
103.2%
B/E move
26.8%
Puts
Pseudo strike
13.69
IV
108.2%
B/E move
17.4%

35Δ

Calls
Pseudo strike
17.78
IV
99.2%
B/E move
21.9%
Puts
Pseudo strike
14.30
IV
109.5%
B/E move
15.3%

40Δ

Calls
Pseudo strike
17.21
IV
102.0%
B/E move
19.5%
Puts
Pseudo strike
14.90
IV
112.7%
B/E move
13.7%

45Δ

Calls
Pseudo strike
16.63
IV
104.1%
B/E move
17.2%
Puts
Pseudo strike
15.50
IV
111.8%
B/E move
11.8%

50Δ

Calls
Pseudo strike
16.05
IV
106.0%
B/E move
14.9%
Puts
Pseudo strike
16.11
IV
110.5%
B/E move
10.0%

55Δ

Calls
Pseudo strike
15.46
IV
105.2%
B/E move
12.6%
Puts
Pseudo strike
16.76
IV
110.5%
B/E move
8.6%

60Δ

Calls
Pseudo strike
14.88
IV
104.2%
B/E move
10.4%
Puts
Pseudo strike
17.51
IV
112.4%
B/E move
7.3%

65Δ

Calls
Pseudo strike
14.32
IV
102.7%
B/E move
8.4%
Puts
Pseudo strike
18.34
IV
114.9%
B/E move
6.1%

70Δ

Calls
Pseudo strike
13.74
IV
102.4%
B/E move
6.8%
Puts
Pseudo strike
19.24
IV
116.1%
B/E move
4.9%

75Δ

Calls
Pseudo strike
13.14
IV
103.9%
B/E move
5.4%
Puts
Pseudo strike
20.22
IV
116.3%
B/E move
3.8%

80Δ

Calls
Pseudo strike
12.53
IV
102.8%
B/E move
4.1%
Puts
Pseudo strike
22.28
IV
129.1%
B/E move
3.0%

Options history

No recorded observations