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GraniteShares ETF Trust GraniteShares 2x Short TSLA Daily ETF TSDD

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Market dataready · fetched 2026-10-22T16:18:26.213Z

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 · 2026-10-22T16:18:22.261000526Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T16:18:25.586935+00:00

Share price$6.90
1D-4.5%
$6.61$6.78$6.96$7.13$7.305:30 AM6:30 AM9:00 AM1:00 PMTSDD
Sold putSold call

GraniteShares ETF Trust GraniteShares 2x Short TSLA Daily ETF options

Live interpolated TSDD call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Short TSLA Daily ETF$0.06$1.03$2.00$2.96$3.93$4.54$5.63$6.73$7.82$8.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSDD spot · $6.90TSDD PRICE$0.17$0.21$0.26$0.33$0.39$0.46$0.52$0.61$0.71$0.81$0.91$1.02$0.28$0.39$0.50$0.61$0.71$0.90$1.12$1.33$1.60$2.03$2.74$3.65
PutsExpensive1.07×
CallsFair0.97×
SkewBearish+22.61 pp
Implied moveBearish±$1.42
TiltBearish42.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.8187.0%30.2%
25Δ8.3782.2%24.4%6.1080.3%15.6%
30Δ7.9778.1%19.2%6.3182.8%14.2%
35Δ7.7577.5%17.0%6.5285.4%12.7%
40Δ7.5376.9%14.8%6.7287.9%11.3%
45Δ7.3176.3%12.6%6.9390.4%9.9%
50Δ7.0975.8%10.4%7.2093.6%8.7%
55Δ6.8975.1%8.7%7.4997.0%7.7%
60Δ6.7174.3%7.5%7.78100.4%6.6%
65Δ6.5273.6%6.3%8.12104.5%5.6%
70Δ6.3472.8%5.1%8.61110.7%4.7%
75Δ6.1572.1%3.9%9.37123.3%3.9%
80Δ10.33136.7%3.1%

20Δ

Calls
Pseudo strike
8.81
IV
87.0%
B/E move
30.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
8.37
IV
82.2%
B/E move
24.4%
Puts
Pseudo strike
6.10
IV
80.3%
B/E move
15.6%

30Δ

Calls
Pseudo strike
7.97
IV
78.1%
B/E move
19.2%
Puts
Pseudo strike
6.31
IV
82.8%
B/E move
14.2%

35Δ

Calls
Pseudo strike
7.75
IV
77.5%
B/E move
17.0%
Puts
Pseudo strike
6.52
IV
85.4%
B/E move
12.7%

40Δ

Calls
Pseudo strike
7.53
IV
76.9%
B/E move
14.8%
Puts
Pseudo strike
6.72
IV
87.9%
B/E move
11.3%

45Δ

Calls
Pseudo strike
7.31
IV
76.3%
B/E move
12.6%
Puts
Pseudo strike
6.93
IV
90.4%
B/E move
9.9%

50Δ

Calls
Pseudo strike
7.09
IV
75.8%
B/E move
10.4%
Puts
Pseudo strike
7.20
IV
93.6%
B/E move
8.7%

55Δ

Calls
Pseudo strike
6.89
IV
75.1%
B/E move
8.7%
Puts
Pseudo strike
7.49
IV
97.0%
B/E move
7.7%

60Δ

Calls
Pseudo strike
6.71
IV
74.3%
B/E move
7.5%
Puts
Pseudo strike
7.78
IV
100.4%
B/E move
6.6%

65Δ

Calls
Pseudo strike
6.52
IV
73.6%
B/E move
6.3%
Puts
Pseudo strike
8.12
IV
104.5%
B/E move
5.6%

70Δ

Calls
Pseudo strike
6.34
IV
72.8%
B/E move
5.1%
Puts
Pseudo strike
8.61
IV
110.7%
B/E move
4.7%

75Δ

Calls
Pseudo strike
6.15
IV
72.1%
B/E move
3.9%
Puts
Pseudo strike
9.37
IV
123.3%
B/E move
3.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.33
IV
136.7%
B/E move
3.1%

Options history

No recorded observations