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GraniteShares ETF Trust GraniteShares 2x Short TSLA Daily ETF TSDD

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Market datapartial · fetched 2026-10-22T21:25:56.224Z

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 · 2026-10-22T21:21:15.465301787Z

FundamentalsAlpha Vantage · unavailable

Share price$7.17
1D-0.7%
AH$6.61$6.78$6.96$7.13$7.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSDD
Sold putSold callAH

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$0.00$1.75$3.51$5.26$7.02$4.29$5.53$6.77$8.01$9.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSDD spot · $7.17TSDD PRICE$0.16$0.22$0.28$0.34$0.42$0.50$0.58$0.66$0.74$0.81$0.89$0.96$1.04$0.22$0.33$0.44$0.55$0.66$0.91$1.17$1.44$1.79$2.14$3.18$4.26$6.51
PutsExpensive1.29×
CallsCheap0.95×
SkewBearish+43.71 pp
Implied moveBearish±$1.75
TiltBearish51.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.9379.7%26.8%6.0981.4%18.1%
25Δ8.6479.7%23.6%6.3185.1%16.6%
30Δ8.3579.8%20.3%6.5388.8%15.1%
35Δ8.0579.8%17.1%6.7592.5%13.5%
40Δ7.8379.6%14.9%6.9796.2%12.0%
45Δ7.6179.4%13.1%7.29103.7%11.0%
50Δ7.4079.1%11.2%7.62111.7%10.0%
55Δ7.1878.9%9.3%7.96119.7%9.1%
60Δ6.9877.9%7.6%8.39123.9%7.9%
65Δ6.8273.2%6.5%8.83127.5%6.7%
70Δ6.6768.5%5.5%9.90152.7%6.2%
75Δ6.5263.8%4.4%11.07167.5%5.1%
80Δ6.3759.2%3.3%13.38196.3%4.2%

20Δ

Calls
Pseudo strike
8.93
IV
79.7%
B/E move
26.8%
Puts
Pseudo strike
6.09
IV
81.4%
B/E move
18.1%

25Δ

Calls
Pseudo strike
8.64
IV
79.7%
B/E move
23.6%
Puts
Pseudo strike
6.31
IV
85.1%
B/E move
16.6%

30Δ

Calls
Pseudo strike
8.35
IV
79.8%
B/E move
20.3%
Puts
Pseudo strike
6.53
IV
88.8%
B/E move
15.1%

35Δ

Calls
Pseudo strike
8.05
IV
79.8%
B/E move
17.1%
Puts
Pseudo strike
6.75
IV
92.5%
B/E move
13.5%

40Δ

Calls
Pseudo strike
7.83
IV
79.6%
B/E move
14.9%
Puts
Pseudo strike
6.97
IV
96.2%
B/E move
12.0%

45Δ

Calls
Pseudo strike
7.61
IV
79.4%
B/E move
13.1%
Puts
Pseudo strike
7.29
IV
103.7%
B/E move
11.0%

50Δ

Calls
Pseudo strike
7.40
IV
79.1%
B/E move
11.2%
Puts
Pseudo strike
7.62
IV
111.7%
B/E move
10.0%

55Δ

Calls
Pseudo strike
7.18
IV
78.9%
B/E move
9.3%
Puts
Pseudo strike
7.96
IV
119.7%
B/E move
9.1%

60Δ

Calls
Pseudo strike
6.98
IV
77.9%
B/E move
7.6%
Puts
Pseudo strike
8.39
IV
123.9%
B/E move
7.9%

65Δ

Calls
Pseudo strike
6.82
IV
73.2%
B/E move
6.5%
Puts
Pseudo strike
8.83
IV
127.5%
B/E move
6.7%

70Δ

Calls
Pseudo strike
6.67
IV
68.5%
B/E move
5.5%
Puts
Pseudo strike
9.90
IV
152.7%
B/E move
6.2%

75Δ

Calls
Pseudo strike
6.52
IV
63.8%
B/E move
4.4%
Puts
Pseudo strike
11.07
IV
167.5%
B/E move
5.1%

80Δ

Calls
Pseudo strike
6.37
IV
59.2%
B/E move
3.3%
Puts
Pseudo strike
13.38
IV
196.3%
B/E move
4.2%

Options history

No recorded observations