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GraniteShares ETF Trust GraniteShares 2x Long VRT Daily ETF VRTL

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Market dataready · fetched 2026-11-12T00:48:48.121Z

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 · 2026-11-12T00:31:21.069865429Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:48:47.662691+00:00

Share price$14.55
1D+3.1%
AH$14.10$14.43$14.77$15.10$15.435:30 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$0.24$1.05$1.85$2.66$3.47$7.35$11.24$15.14$19.03$22.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VRTL spot · $14.55VRTL PRICE$0.32$0.46$0.60$0.72$0.85$1.02$1.19$1.39$1.60$1.86$2.13$2.46$2.85$0.39$0.51$0.69$0.88$1.08$1.27$1.46$1.71$1.99$2.29$2.63$2.95$3.24
PutsCheap0.54×
CallsCheap0.63×
SkewBullish-14.71 pp
Implied moveBearish±$2.64
TiltBearish9.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.92138.9%25.4%12.40136.9%17.4%
25Δ17.49147.5%23.4%12.92133.1%14.7%
30Δ17.07156.0%21.4%13.33136.4%13.1%
35Δ16.45151.7%18.0%13.71141.0%11.8%
40Δ15.87147.4%14.9%14.11143.6%10.4%
45Δ15.42148.6%13.0%14.51140.9%9.0%
50Δ14.97149.8%11.1%14.91138.2%7.5%
55Δ14.54150.5%9.5%15.33137.5%6.4%
60Δ14.11151.2%7.9%15.76137.4%5.4%
65Δ13.66152.3%6.6%16.20136.6%4.4%
70Δ13.20153.6%5.4%16.66134.9%3.6%
75Δ12.71156.0%4.3%17.11131.5%2.7%
80Δ12.17159.4%3.2%17.50123.7%2.0%

20Δ

Calls
Pseudo strike
17.92
IV
138.9%
B/E move
25.4%
Puts
Pseudo strike
12.40
IV
136.9%
B/E move
17.4%

25Δ

Calls
Pseudo strike
17.49
IV
147.5%
B/E move
23.4%
Puts
Pseudo strike
12.92
IV
133.1%
B/E move
14.7%

30Δ

Calls
Pseudo strike
17.07
IV
156.0%
B/E move
21.4%
Puts
Pseudo strike
13.33
IV
136.4%
B/E move
13.1%

35Δ

Calls
Pseudo strike
16.45
IV
151.7%
B/E move
18.0%
Puts
Pseudo strike
13.71
IV
141.0%
B/E move
11.8%

40Δ

Calls
Pseudo strike
15.87
IV
147.4%
B/E move
14.9%
Puts
Pseudo strike
14.11
IV
143.6%
B/E move
10.4%

45Δ

Calls
Pseudo strike
15.42
IV
148.6%
B/E move
13.0%
Puts
Pseudo strike
14.51
IV
140.9%
B/E move
9.0%

50Δ

Calls
Pseudo strike
14.97
IV
149.8%
B/E move
11.1%
Puts
Pseudo strike
14.91
IV
138.2%
B/E move
7.5%

55Δ

Calls
Pseudo strike
14.54
IV
150.5%
B/E move
9.5%
Puts
Pseudo strike
15.33
IV
137.5%
B/E move
6.4%

60Δ

Calls
Pseudo strike
14.11
IV
151.2%
B/E move
7.9%
Puts
Pseudo strike
15.76
IV
137.4%
B/E move
5.4%

65Δ

Calls
Pseudo strike
13.66
IV
152.3%
B/E move
6.6%
Puts
Pseudo strike
16.20
IV
136.6%
B/E move
4.4%

70Δ

Calls
Pseudo strike
13.20
IV
153.6%
B/E move
5.4%
Puts
Pseudo strike
16.66
IV
134.9%
B/E move
3.6%

75Δ

Calls
Pseudo strike
12.71
IV
156.0%
B/E move
4.3%
Puts
Pseudo strike
17.11
IV
131.5%
B/E move
2.7%

80Δ

Calls
Pseudo strike
12.17
IV
159.4%
B/E move
3.2%
Puts
Pseudo strike
17.50
IV
123.7%
B/E move
2.0%

Options history

IV · four-Friday blend119.57%
Daily EOD
VRTL114.1%118.6%123.0%2026-10-19: 114.69%2026-10-20: 115.48%2026-10-21: 116.03%2026-10-22: 122.41%2026-10-23: 120.21%2026-10-26: 122.39%2026-10-27: 119.57%Oct 19Oct 22Oct 27
7 observations2026-10-19 — 2026-10-27
Table
DateIV (%)
114.69%
115.48%
116.03%
122.41%
120.21%
122.39%
119.57%