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GraniteShares ETF Trust GraniteShares 2x Long VRT Daily ETF VRTL

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Market dataready · fetched 2026-10-22T21:23:41.168Z

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 · 2026-10-22T21:23:11.131830608Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:23:39.501513+00:00

Share price$14.63
1D-8.4%
AH$14.06$14.57$15.08$15.58$16.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVRTL
Sold putSold callAH

GraniteShares ETF Trust GraniteShares 2x Long VRT Daily ETF options

Live interpolated VRTL call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long VRT Daily ETF$0.26$2.66$5.05$7.44$9.84$6.50$11.86$17.23$22.59$27.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VRTL spot · $14.63VRTL PRICE$0.52$0.70$0.86$1.05$1.27$1.52$1.77$2.00$2.31$2.62$2.95$3.33$3.76$0.82$1.09$1.46$1.84$2.23$2.67$3.27$3.89$4.42$5.17$6.21$7.35$9.15
PutsExpensive1.14×
CallsExpensive1.13×
SkewBearish+16.10 pp
Implied moveBearish±$5.04
TiltBearish33.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.70134.3%51.9%11.31143.9%28.3%
25Δ20.44135.5%44.5%12.14142.3%24.5%
30Δ19.14132.2%36.7%12.87146.4%22.0%
35Δ18.11130.8%31.0%13.63147.1%19.4%
40Δ17.28131.7%26.8%14.39146.0%16.9%
45Δ16.52133.3%23.3%15.16145.1%14.6%
50Δ15.77133.6%19.9%16.02148.7%12.8%
55Δ14.99130.4%16.2%16.91149.5%11.0%
60Δ14.31130.9%13.6%17.72145.8%9.1%
65Δ13.63130.1%11.1%18.71145.4%7.4%
70Δ12.96128.3%8.7%19.95148.4%6.1%
75Δ12.29126.8%6.8%21.30149.1%4.7%
80Δ11.61124.6%5.0%23.27154.2%3.4%

20Δ

Calls
Pseudo strike
21.70
IV
134.3%
B/E move
51.9%
Puts
Pseudo strike
11.31
IV
143.9%
B/E move
28.3%

25Δ

Calls
Pseudo strike
20.44
IV
135.5%
B/E move
44.5%
Puts
Pseudo strike
12.14
IV
142.3%
B/E move
24.5%

30Δ

Calls
Pseudo strike
19.14
IV
132.2%
B/E move
36.7%
Puts
Pseudo strike
12.87
IV
146.4%
B/E move
22.0%

35Δ

Calls
Pseudo strike
18.11
IV
130.8%
B/E move
31.0%
Puts
Pseudo strike
13.63
IV
147.1%
B/E move
19.4%

40Δ

Calls
Pseudo strike
17.28
IV
131.7%
B/E move
26.8%
Puts
Pseudo strike
14.39
IV
146.0%
B/E move
16.9%

45Δ

Calls
Pseudo strike
16.52
IV
133.3%
B/E move
23.3%
Puts
Pseudo strike
15.16
IV
145.1%
B/E move
14.6%

50Δ

Calls
Pseudo strike
15.77
IV
133.6%
B/E move
19.9%
Puts
Pseudo strike
16.02
IV
148.7%
B/E move
12.8%

55Δ

Calls
Pseudo strike
14.99
IV
130.4%
B/E move
16.2%
Puts
Pseudo strike
16.91
IV
149.5%
B/E move
11.0%

60Δ

Calls
Pseudo strike
14.31
IV
130.9%
B/E move
13.6%
Puts
Pseudo strike
17.72
IV
145.8%
B/E move
9.1%

65Δ

Calls
Pseudo strike
13.63
IV
130.1%
B/E move
11.1%
Puts
Pseudo strike
18.71
IV
145.4%
B/E move
7.4%

70Δ

Calls
Pseudo strike
12.96
IV
128.3%
B/E move
8.7%
Puts
Pseudo strike
19.95
IV
148.4%
B/E move
6.1%

75Δ

Calls
Pseudo strike
12.29
IV
126.8%
B/E move
6.8%
Puts
Pseudo strike
21.30
IV
149.1%
B/E move
4.7%

80Δ

Calls
Pseudo strike
11.61
IV
124.6%
B/E move
5.0%
Puts
Pseudo strike
23.27
IV
154.2%
B/E move
3.4%

Options history

No recorded observations