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GraniteShares ETF Trust GraniteShares 2x Long TSLA Daily ETF TSLR

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Market datapartial · fetched 2026-10-22T23:42:18.959Z

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 · 2026-10-22T23:26:34.214040721Z

FundamentalsAlpha Vantage · unavailable

Share price$17.04
1D+0.5%
AH$16.72$17.19$17.66$18.12$18.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSLR
Sold putSold callAH

GraniteShares ETF Trust GraniteShares 2x Long TSLA Daily ETF options

Live interpolated TSLR call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long TSLA Daily ETF$0.33$1.24$2.14$3.05$3.95$12.11$14.67$17.23$19.79$22.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSLR spot · $17.04TSLR PRICE$0.43$0.57$0.70$0.86$1.01$1.14$1.40$1.66$2.00$2.36$2.82$3.26$3.69$0.44$0.59$0.77$0.95$1.12$1.30$1.55$1.80$2.12$2.46$2.75$3.01$3.29
PutsCheap0.85×
CallsFair1.00×
SkewBullish-19.68 pp
Implied moveBearish±$2.95
TiltBalanced0.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.8189.2%30.5%14.6373.8%16.7%
25Δ20.9088.9%26.0%15.1873.4%14.4%
30Δ20.0186.4%21.5%15.6574.0%12.7%
35Δ19.3586.2%18.6%16.1174.0%11.0%
40Δ18.6984.1%15.6%16.5672.2%9.4%
45Δ18.0479.8%12.6%17.0070.5%7.9%
50Δ17.5582.8%11.2%17.4470.3%6.8%
55Δ17.0786.2%9.9%17.8770.1%5.7%
60Δ16.5390.5%8.8%18.3570.3%4.8%
65Δ15.9894.9%7.7%18.8470.6%3.9%
70Δ15.3399.4%6.5%19.2768.5%3.1%
75Δ14.68101.3%5.3%19.6765.0%2.2%
80Δ14.02100.6%3.9%20.0861.4%1.4%

20Δ

Calls
Pseudo strike
21.81
IV
89.2%
B/E move
30.5%
Puts
Pseudo strike
14.63
IV
73.8%
B/E move
16.7%

25Δ

Calls
Pseudo strike
20.90
IV
88.9%
B/E move
26.0%
Puts
Pseudo strike
15.18
IV
73.4%
B/E move
14.4%

30Δ

Calls
Pseudo strike
20.01
IV
86.4%
B/E move
21.5%
Puts
Pseudo strike
15.65
IV
74.0%
B/E move
12.7%

35Δ

Calls
Pseudo strike
19.35
IV
86.2%
B/E move
18.6%
Puts
Pseudo strike
16.11
IV
74.0%
B/E move
11.0%

40Δ

Calls
Pseudo strike
18.69
IV
84.1%
B/E move
15.6%
Puts
Pseudo strike
16.56
IV
72.2%
B/E move
9.4%

45Δ

Calls
Pseudo strike
18.04
IV
79.8%
B/E move
12.6%
Puts
Pseudo strike
17.00
IV
70.5%
B/E move
7.9%

50Δ

Calls
Pseudo strike
17.55
IV
82.8%
B/E move
11.2%
Puts
Pseudo strike
17.44
IV
70.3%
B/E move
6.8%

55Δ

Calls
Pseudo strike
17.07
IV
86.2%
B/E move
9.9%
Puts
Pseudo strike
17.87
IV
70.1%
B/E move
5.7%

60Δ

Calls
Pseudo strike
16.53
IV
90.5%
B/E move
8.8%
Puts
Pseudo strike
18.35
IV
70.3%
B/E move
4.8%

65Δ

Calls
Pseudo strike
15.98
IV
94.9%
B/E move
7.7%
Puts
Pseudo strike
18.84
IV
70.6%
B/E move
3.9%

70Δ

Calls
Pseudo strike
15.33
IV
99.4%
B/E move
6.5%
Puts
Pseudo strike
19.27
IV
68.5%
B/E move
3.1%

75Δ

Calls
Pseudo strike
14.68
IV
101.3%
B/E move
5.3%
Puts
Pseudo strike
19.67
IV
65.0%
B/E move
2.2%

80Δ

Calls
Pseudo strike
14.02
IV
100.6%
B/E move
3.9%
Puts
Pseudo strike
20.08
IV
61.4%
B/E move
1.4%

Options history

No recorded observations