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GraniteShares ETF Trust GraniteShares 2x Long TSM Daily ETF TSMU

i

Market dataready · fetched 2026-11-11T15:49:52.668Z

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 · 2026-11-11T15:49:38.23406967Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:49:52.163274+00:00

Share price$59.74
1D-2.0%
$58.85$59.54$60.22$60.90$61.595:30 AM6:30 AM9:00 AM1:00 PMTSMU
Sold putSold call

GraniteShares ETF Trust GraniteShares 2x Long TSM Daily ETF options

Live interpolated TSMU call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long TSM Daily ETF$0.60$2.96$5.32$7.68$10.04$41.43$50.13$58.82$67.51$76.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSMU spot · $59.74TSMU PRICE$0.85$1.14$1.43$1.78$2.10$2.50$2.98$3.40$3.87$4.40$5.17$6.08$7.27$1.13$1.45$1.81$2.20$2.69$3.16$3.67$4.43$5.06$5.95$6.93$7.78$9.35
PutsCheap0.74×
CallsCheap0.62×
SkewBearish+6.81 pp
Implied moveBearish±$6.65
TiltBearish12.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.6686.4%14.7%52.8198.5%13.5%
25Δ66.2087.1%12.7%54.5795.5%11.1%
30Δ64.7585.6%10.8%55.9493.2%9.4%
35Δ63.6186.7%9.5%57.1691.6%8.0%
40Δ62.4084.6%8.0%58.2592.1%7.0%
45Δ61.3484.6%6.9%59.3390.8%6.0%
50Δ60.3586.2%6.0%60.4089.4%5.0%
55Δ59.3484.8%5.0%61.5491.8%4.4%
60Δ58.3483.5%4.1%62.6190.5%3.7%
65Δ57.3682.5%3.4%63.8791.7%3.0%
70Δ56.2484.2%2.8%65.2092.2%2.5%
75Δ55.0287.4%2.3%66.4189.6%1.9%
80Δ53.5486.9%1.8%68.2692.1%1.4%

20Δ

Calls
Pseudo strike
67.66
IV
86.4%
B/E move
14.7%
Puts
Pseudo strike
52.81
IV
98.5%
B/E move
13.5%

25Δ

Calls
Pseudo strike
66.20
IV
87.1%
B/E move
12.7%
Puts
Pseudo strike
54.57
IV
95.5%
B/E move
11.1%

30Δ

Calls
Pseudo strike
64.75
IV
85.6%
B/E move
10.8%
Puts
Pseudo strike
55.94
IV
93.2%
B/E move
9.4%

35Δ

Calls
Pseudo strike
63.61
IV
86.7%
B/E move
9.5%
Puts
Pseudo strike
57.16
IV
91.6%
B/E move
8.0%

40Δ

Calls
Pseudo strike
62.40
IV
84.6%
B/E move
8.0%
Puts
Pseudo strike
58.25
IV
92.1%
B/E move
7.0%

45Δ

Calls
Pseudo strike
61.34
IV
84.6%
B/E move
6.9%
Puts
Pseudo strike
59.33
IV
90.8%
B/E move
6.0%

50Δ

Calls
Pseudo strike
60.35
IV
86.2%
B/E move
6.0%
Puts
Pseudo strike
60.40
IV
89.4%
B/E move
5.0%

55Δ

Calls
Pseudo strike
59.34
IV
84.8%
B/E move
5.0%
Puts
Pseudo strike
61.54
IV
91.8%
B/E move
4.4%

60Δ

Calls
Pseudo strike
58.34
IV
83.5%
B/E move
4.1%
Puts
Pseudo strike
62.61
IV
90.5%
B/E move
3.7%

65Δ

Calls
Pseudo strike
57.36
IV
82.5%
B/E move
3.4%
Puts
Pseudo strike
63.87
IV
91.7%
B/E move
3.0%

70Δ

Calls
Pseudo strike
56.24
IV
84.2%
B/E move
2.8%
Puts
Pseudo strike
65.20
IV
92.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
55.02
IV
87.4%
B/E move
2.3%
Puts
Pseudo strike
66.41
IV
89.6%
B/E move
1.9%

80Δ

Calls
Pseudo strike
53.54
IV
86.9%
B/E move
1.8%
Puts
Pseudo strike
68.26
IV
92.1%
B/E move
1.4%

Options history

IV · four-Friday blend72.31%
Daily EOD
TSMU67.3%70.0%72.7%2026-10-22: 67.71%2026-10-30: 72.31%Oct 22Oct 30
2 observations2026-10-22 — 2026-10-30
Table
DateIV (%)
67.71%
72.31%