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GraniteShares ETF Trust GraniteShares 2x Long UBER Daily ETF UBRL

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Market dataready · fetched 2026-11-12T02:18:44.244Z

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 · 2026-11-11T23:26:31.006254879Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:18:43.852521+00:00

Share price$13.06
1D+1.2%
AH$12.72$12.94$13.15$13.36$13.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUBRL
Sold putSold callAH

GraniteShares ETF Trust GraniteShares 2x Long UBER Daily ETF options

Live interpolated UBRL call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long UBER Daily ETF$0.14$0.73$1.33$1.92$2.51$9.69$11.25$12.81$14.37$15.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UBRL spot · $13.06UBRL PRICE$0.21$0.30$0.39$0.49$0.58$0.67$0.77$0.87$1.05$1.24$1.42$1.81$2.34$0.25$0.31$0.36$0.41$0.46$0.52$0.59$0.66$0.73$0.80$0.87$0.94$1.01
PutsCheap0.53×
CallsCheap0.91×
SkewBullish-29.87 pp
Implied moveBullish±$1.35
TiltBullish21.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.8486.8%15.2%11.33109.5%15.2%
25Δ14.5788.6%13.9%11.65101.6%13.1%
30Δ14.3190.5%12.5%11.9893.7%11.0%
35Δ14.0492.4%11.2%12.3085.8%9.0%
40Δ13.7794.3%9.9%12.6377.9%6.9%
45Δ13.5196.1%8.6%12.9570.0%4.8%
50Δ13.2498.0%7.2%13.1266.3%4.0%
55Δ12.97100.0%6.0%13.2663.3%3.5%
60Δ12.69102.8%5.2%13.4060.3%2.9%
65Δ12.40105.7%4.4%13.5557.3%2.4%
70Δ12.12108.6%3.7%13.6954.3%1.8%
75Δ11.66121.8%3.2%13.8351.3%1.3%
80Δ11.09142.1%2.8%13.9748.3%0.8%

20Δ

Calls
Pseudo strike
14.84
IV
86.8%
B/E move
15.2%
Puts
Pseudo strike
11.33
IV
109.5%
B/E move
15.2%

25Δ

Calls
Pseudo strike
14.57
IV
88.6%
B/E move
13.9%
Puts
Pseudo strike
11.65
IV
101.6%
B/E move
13.1%

30Δ

Calls
Pseudo strike
14.31
IV
90.5%
B/E move
12.5%
Puts
Pseudo strike
11.98
IV
93.7%
B/E move
11.0%

35Δ

Calls
Pseudo strike
14.04
IV
92.4%
B/E move
11.2%
Puts
Pseudo strike
12.30
IV
85.8%
B/E move
9.0%

40Δ

Calls
Pseudo strike
13.77
IV
94.3%
B/E move
9.9%
Puts
Pseudo strike
12.63
IV
77.9%
B/E move
6.9%

45Δ

Calls
Pseudo strike
13.51
IV
96.1%
B/E move
8.6%
Puts
Pseudo strike
12.95
IV
70.0%
B/E move
4.8%

50Δ

Calls
Pseudo strike
13.24
IV
98.0%
B/E move
7.2%
Puts
Pseudo strike
13.12
IV
66.3%
B/E move
4.0%

55Δ

Calls
Pseudo strike
12.97
IV
100.0%
B/E move
6.0%
Puts
Pseudo strike
13.26
IV
63.3%
B/E move
3.5%

60Δ

Calls
Pseudo strike
12.69
IV
102.8%
B/E move
5.2%
Puts
Pseudo strike
13.40
IV
60.3%
B/E move
2.9%

65Δ

Calls
Pseudo strike
12.40
IV
105.7%
B/E move
4.4%
Puts
Pseudo strike
13.55
IV
57.3%
B/E move
2.4%

70Δ

Calls
Pseudo strike
12.12
IV
108.6%
B/E move
3.7%
Puts
Pseudo strike
13.69
IV
54.3%
B/E move
1.8%

75Δ

Calls
Pseudo strike
11.66
IV
121.8%
B/E move
3.2%
Puts
Pseudo strike
13.83
IV
51.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
11.09
IV
142.1%
B/E move
2.8%
Puts
Pseudo strike
13.97
IV
48.3%
B/E move
0.8%

Options history

IV · four-Friday blend84.81%
Daily EOD
UBRL72.6%80.0%87.3%2026-10-19: 75.46%2026-10-20: 75.59%2026-10-21: 73.64%2026-10-22: 78.44%2026-10-23: 81.02%2026-10-26: 79.86%2026-10-27: 80.46%2026-10-28: 81.34%2026-10-29: 86.32%2026-10-30: 84.81%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
75.46%
75.59%
73.64%
78.44%
81.02%
79.86%
80.46%
81.34%
86.32%
84.81%