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GraniteShares ETF Trust GraniteShares 1.25x Long TSLA Daily ETF TSL

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Market dataready · fetched 2026-10-22T19:21:24.601Z

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 · 2026-10-22T19:12:44.778145759Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T19:21:24.119330+00:00

Share price$14.23
1D-0.4%
$14.10$14.27$14.44$14.62$14.795:30 AM6:30 AM9:00 AM1:00 PMTSL
Sold putSold call

GraniteShares ETF Trust GraniteShares 1.25x Long TSLA Daily ETF options

Live interpolated TSL call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 1.25x Long TSLA Daily ETF$0.17$0.72$1.27$1.82$2.37$11.46$12.87$14.27$15.68$17.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSL spot · $14.23TSL PRICE$0.23$0.29$0.36$0.43$0.52$0.65$0.77$0.90$1.04$1.20$1.36$1.53$1.85$0.29$0.34$0.46$0.57$0.68$0.80$0.93$1.06$1.19$1.41$1.65$1.89$2.21
PutsFair0.96×
CallsCheap0.89×
SkewBearish+1.74 pp
Implied moveBearish±$1.71
TiltBearish9.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.5756.1%18.1%12.0569.9%17.4%
25Δ15.9351.5%14.0%13.0552.9%10.7%
30Δ15.5850.1%12.0%13.3353.2%9.5%
35Δ15.2348.7%10.0%13.6153.5%8.4%
40Δ14.9148.3%8.4%13.8953.9%7.2%
45Δ14.6649.4%7.6%14.1653.3%6.2%
50Δ14.4150.6%6.7%14.4252.1%5.2%
55Δ14.1651.8%5.8%14.6851.0%4.3%
60Δ13.9052.4%4.9%14.9449.9%3.4%
65Δ13.6252.0%4.2%15.2449.8%2.8%
70Δ13.3551.6%3.4%15.5650.0%2.2%
75Δ13.0851.3%2.6%15.8850.3%1.6%
80Δ12.6753.4%2.1%16.2850.1%1.1%

20Δ

Calls
Pseudo strike
16.57
IV
56.1%
B/E move
18.1%
Puts
Pseudo strike
12.05
IV
69.9%
B/E move
17.4%

25Δ

Calls
Pseudo strike
15.93
IV
51.5%
B/E move
14.0%
Puts
Pseudo strike
13.05
IV
52.9%
B/E move
10.7%

30Δ

Calls
Pseudo strike
15.58
IV
50.1%
B/E move
12.0%
Puts
Pseudo strike
13.33
IV
53.2%
B/E move
9.5%

35Δ

Calls
Pseudo strike
15.23
IV
48.7%
B/E move
10.0%
Puts
Pseudo strike
13.61
IV
53.5%
B/E move
8.4%

40Δ

Calls
Pseudo strike
14.91
IV
48.3%
B/E move
8.4%
Puts
Pseudo strike
13.89
IV
53.9%
B/E move
7.2%

45Δ

Calls
Pseudo strike
14.66
IV
49.4%
B/E move
7.6%
Puts
Pseudo strike
14.16
IV
53.3%
B/E move
6.2%

50Δ

Calls
Pseudo strike
14.41
IV
50.6%
B/E move
6.7%
Puts
Pseudo strike
14.42
IV
52.1%
B/E move
5.2%

55Δ

Calls
Pseudo strike
14.16
IV
51.8%
B/E move
5.8%
Puts
Pseudo strike
14.68
IV
51.0%
B/E move
4.3%

60Δ

Calls
Pseudo strike
13.90
IV
52.4%
B/E move
4.9%
Puts
Pseudo strike
14.94
IV
49.9%
B/E move
3.4%

65Δ

Calls
Pseudo strike
13.62
IV
52.0%
B/E move
4.2%
Puts
Pseudo strike
15.24
IV
49.8%
B/E move
2.8%

70Δ

Calls
Pseudo strike
13.35
IV
51.6%
B/E move
3.4%
Puts
Pseudo strike
15.56
IV
50.0%
B/E move
2.2%

75Δ

Calls
Pseudo strike
13.08
IV
51.3%
B/E move
2.6%
Puts
Pseudo strike
15.88
IV
50.3%
B/E move
1.6%

80Δ

Calls
Pseudo strike
12.67
IV
53.4%
B/E move
2.1%
Puts
Pseudo strike
16.28
IV
50.1%
B/E move
1.1%

Options history

No recorded observations