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GraniteShares ETF Trust GraniteShares 2x Long VRT Daily ETF VRTL

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Market datapartial · fetched 2026-10-23T03:29:53.453Z

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 · 2026-10-22T23:32:37.624127831Z

FundamentalsAlpha Vantage · unavailable

Share price$14.37
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$0.33$2.19$4.06$5.93$7.80$6.78$12.07$17.35$22.64$27.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VRTL spot · $14.37VRTL PRICE$0.53$0.71$0.87$1.07$1.30$1.56$1.82$2.08$2.40$2.74$3.12$3.55$4.06$0.78$1.02$1.36$1.72$2.08$2.45$2.96$3.53$4.07$4.54$5.29$6.26$7.27
PutsExpensive1.07×
CallsExpensive1.20×
SkewBullish-2.44 pp
Implied moveBearish±$4.77
TiltBearish25.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.64139.0%54.2%11.17140.0%27.7%
25Δ20.40141.1%46.9%11.97136.6%23.8%
30Δ19.01136.9%38.4%12.67139.8%21.3%
35Δ18.02136.8%32.8%13.38141.2%18.8%
40Δ17.18138.5%28.6%14.10140.3%16.3%
45Δ16.40140.9%25.0%14.80137.8%14.0%
50Δ15.61141.1%21.3%15.58139.1%12.2%
55Δ14.82139.5%17.6%16.39140.4%10.5%
60Δ14.11141.1%14.9%17.19139.0%8.7%
65Δ13.39141.0%12.2%17.91134.1%7.0%
70Δ12.66141.0%9.8%18.86133.6%5.6%
75Δ11.92141.7%7.7%20.01134.6%4.3%
80Δ11.14142.4%5.8%21.19132.8%3.1%

20Δ

Calls
Pseudo strike
21.64
IV
139.0%
B/E move
54.2%
Puts
Pseudo strike
11.17
IV
140.0%
B/E move
27.7%

25Δ

Calls
Pseudo strike
20.40
IV
141.1%
B/E move
46.9%
Puts
Pseudo strike
11.97
IV
136.6%
B/E move
23.8%

30Δ

Calls
Pseudo strike
19.01
IV
136.9%
B/E move
38.4%
Puts
Pseudo strike
12.67
IV
139.8%
B/E move
21.3%

35Δ

Calls
Pseudo strike
18.02
IV
136.8%
B/E move
32.8%
Puts
Pseudo strike
13.38
IV
141.2%
B/E move
18.8%

40Δ

Calls
Pseudo strike
17.18
IV
138.5%
B/E move
28.6%
Puts
Pseudo strike
14.10
IV
140.3%
B/E move
16.3%

45Δ

Calls
Pseudo strike
16.40
IV
140.9%
B/E move
25.0%
Puts
Pseudo strike
14.80
IV
137.8%
B/E move
14.0%

50Δ

Calls
Pseudo strike
15.61
IV
141.1%
B/E move
21.3%
Puts
Pseudo strike
15.58
IV
139.1%
B/E move
12.2%

55Δ

Calls
Pseudo strike
14.82
IV
139.5%
B/E move
17.6%
Puts
Pseudo strike
16.39
IV
140.4%
B/E move
10.5%

60Δ

Calls
Pseudo strike
14.11
IV
141.1%
B/E move
14.9%
Puts
Pseudo strike
17.19
IV
139.0%
B/E move
8.7%

65Δ

Calls
Pseudo strike
13.39
IV
141.0%
B/E move
12.2%
Puts
Pseudo strike
17.91
IV
134.1%
B/E move
7.0%

70Δ

Calls
Pseudo strike
12.66
IV
141.0%
B/E move
9.8%
Puts
Pseudo strike
18.86
IV
133.6%
B/E move
5.6%

75Δ

Calls
Pseudo strike
11.92
IV
141.7%
B/E move
7.7%
Puts
Pseudo strike
20.01
IV
134.6%
B/E move
4.3%

80Δ

Calls
Pseudo strike
11.14
IV
142.4%
B/E move
5.8%
Puts
Pseudo strike
21.19
IV
132.8%
B/E move
3.1%

Options history

No recorded observations