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GraniteShares ETF Trust GraniteShares 2x Long TSLA Daily ETF TSLR

i

Market dataready · fetched 2026-11-12T14:56:49.951Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T14:56:35.586758707Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:56:49.402003+00:00

Share price$18.47
1D+4.6%
$17.56$17.81$18.06$18.32$18.575:30 AM6:30 AM9:00 AM1:00 PMTSLR
Sold putSold call

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$0.18$0.91$1.65$2.38$3.11$12.48$15.23$17.98$20.73$23.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSLR spot · $18.46TSLR PRICE$0.26$0.34$0.42$0.54$0.65$0.77$0.94$1.10$1.27$1.47$1.67$1.86$2.18$0.35$0.45$0.57$0.70$0.83$1.00$1.18$1.36$1.61$1.86$2.14$2.49$2.90
PutsCheap0.64×
CallsCheap0.64×
SkewBearish+7.86 pp
Implied moveBearish±$2.12
TiltBearish12.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.9290.1%14.7%16.37105.4%13.2%
25Δ20.4087.9%12.3%16.87101.7%11.1%
30Δ19.9386.4%10.2%17.2799.9%9.5%
35Δ19.6187.4%9.1%17.6498.6%8.3%
40Δ19.2888.5%7.9%18.0097.4%7.0%
45Δ18.9689.6%6.8%18.3497.3%6.1%
50Δ18.6491.2%6.0%18.6897.1%5.2%
55Δ18.3392.9%5.2%19.0196.9%4.4%
60Δ18.0194.5%4.4%19.3897.1%3.7%
65Δ17.6893.6%3.7%19.7697.3%3.1%
70Δ17.3592.7%3.0%20.1597.2%2.5%
75Δ17.0291.8%2.3%20.6096.7%1.9%
80Δ16.6091.6%1.7%21.1097.6%1.4%

20Δ

Calls
Pseudo strike
20.92
IV
90.1%
B/E move
14.7%
Puts
Pseudo strike
16.37
IV
105.4%
B/E move
13.2%

25Δ

Calls
Pseudo strike
20.40
IV
87.9%
B/E move
12.3%
Puts
Pseudo strike
16.87
IV
101.7%
B/E move
11.1%

30Δ

Calls
Pseudo strike
19.93
IV
86.4%
B/E move
10.2%
Puts
Pseudo strike
17.27
IV
99.9%
B/E move
9.5%

35Δ

Calls
Pseudo strike
19.61
IV
87.4%
B/E move
9.1%
Puts
Pseudo strike
17.64
IV
98.6%
B/E move
8.3%

40Δ

Calls
Pseudo strike
19.28
IV
88.5%
B/E move
7.9%
Puts
Pseudo strike
18.00
IV
97.4%
B/E move
7.0%

45Δ

Calls
Pseudo strike
18.96
IV
89.6%
B/E move
6.8%
Puts
Pseudo strike
18.34
IV
97.3%
B/E move
6.1%

50Δ

Calls
Pseudo strike
18.64
IV
91.2%
B/E move
6.0%
Puts
Pseudo strike
18.68
IV
97.1%
B/E move
5.2%

55Δ

Calls
Pseudo strike
18.33
IV
92.9%
B/E move
5.2%
Puts
Pseudo strike
19.01
IV
96.9%
B/E move
4.4%

60Δ

Calls
Pseudo strike
18.01
IV
94.5%
B/E move
4.4%
Puts
Pseudo strike
19.38
IV
97.1%
B/E move
3.7%

65Δ

Calls
Pseudo strike
17.68
IV
93.6%
B/E move
3.7%
Puts
Pseudo strike
19.76
IV
97.3%
B/E move
3.1%

70Δ

Calls
Pseudo strike
17.35
IV
92.7%
B/E move
3.0%
Puts
Pseudo strike
20.15
IV
97.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
17.02
IV
91.8%
B/E move
2.3%
Puts
Pseudo strike
20.60
IV
96.7%
B/E move
1.9%

80Δ

Calls
Pseudo strike
16.60
IV
91.6%
B/E move
1.7%
Puts
Pseudo strike
21.10
IV
97.6%
B/E move
1.4%

Options history

IV · four-Friday blend83.71%
Daily EOD
TSLR77.5%81.2%84.8%2026-10-19: 83.64%2026-10-20: 84.31%2026-10-21: 82.87%2026-10-22: 78.04%2026-10-23: 79.50%2026-10-26: 79.61%2026-10-27: 79.99%2026-10-28: 78.58%2026-10-29: 78.68%2026-10-30: 83.71%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
83.64%
84.31%
82.87%
78.04%
79.50%
79.61%
79.99%
78.58%
78.68%
83.71%