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GraniteShares ETF Trust GraniteShares 2x Long BABA Daily ETF BABX

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Market dataready · fetched 2026-11-04T07:19:55.899Z

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 · 2026-11-04T00:59:34.081178895Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T07:19:54.692607+00:00

Share price$13.82
1D-3.8%
AH$13.71$13.93$14.15$14.36$14.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBABX
Sold putSold callAH

GraniteShares ETF Trust GraniteShares 2x Long BABA Daily ETF options

Live interpolated BABX call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long BABA Daily ETF$0.22$0.97$1.72$2.47$3.21$10.33$12.18$14.04$15.89$17.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BABX spot · $13.82BABX PRICE$0.30$0.40$0.51$0.65$0.79$0.89$0.99$1.15$1.35$1.54$1.80$2.08$2.41$0.32$0.45$0.58$0.72$0.92$1.11$1.29$1.45$1.61$1.83$2.20$2.57$3.00
PutsFair0.98×
CallsExpensive1.44×
SkewBullish-9.05 pp
Implied moveBearish±$2.28
TiltBearish9.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.99103.0%25.1%12.0488.6%15.1%
25Δ16.41102.8%21.7%12.3990.3%13.6%
30Δ15.88103.3%18.6%12.7492.0%12.0%
35Δ15.46105.6%16.6%13.0993.8%10.5%
40Δ15.04107.9%14.5%13.4495.7%9.4%
45Δ14.60102.8%12.1%13.7997.7%8.3%
50Δ14.1597.0%9.6%14.1397.4%7.1%
55Δ13.7795.9%8.0%14.4593.7%5.9%
60Δ13.4197.2%6.8%14.7790.0%4.8%
65Δ13.0698.6%5.7%15.1387.9%3.8%
70Δ12.6699.8%4.7%15.5990.0%3.1%
75Δ12.26100.9%3.7%16.0691.7%2.4%
80Δ11.80102.5%2.8%16.5790.6%1.8%

20Δ

Calls
Pseudo strike
16.99
IV
103.0%
B/E move
25.1%
Puts
Pseudo strike
12.04
IV
88.6%
B/E move
15.1%

25Δ

Calls
Pseudo strike
16.41
IV
102.8%
B/E move
21.7%
Puts
Pseudo strike
12.39
IV
90.3%
B/E move
13.6%

30Δ

Calls
Pseudo strike
15.88
IV
103.3%
B/E move
18.6%
Puts
Pseudo strike
12.74
IV
92.0%
B/E move
12.0%

35Δ

Calls
Pseudo strike
15.46
IV
105.6%
B/E move
16.6%
Puts
Pseudo strike
13.09
IV
93.8%
B/E move
10.5%

40Δ

Calls
Pseudo strike
15.04
IV
107.9%
B/E move
14.5%
Puts
Pseudo strike
13.44
IV
95.7%
B/E move
9.4%

45Δ

Calls
Pseudo strike
14.60
IV
102.8%
B/E move
12.1%
Puts
Pseudo strike
13.79
IV
97.7%
B/E move
8.3%

50Δ

Calls
Pseudo strike
14.15
IV
97.0%
B/E move
9.6%
Puts
Pseudo strike
14.13
IV
97.4%
B/E move
7.1%

55Δ

Calls
Pseudo strike
13.77
IV
95.9%
B/E move
8.0%
Puts
Pseudo strike
14.45
IV
93.7%
B/E move
5.9%

60Δ

Calls
Pseudo strike
13.41
IV
97.2%
B/E move
6.8%
Puts
Pseudo strike
14.77
IV
90.0%
B/E move
4.8%

65Δ

Calls
Pseudo strike
13.06
IV
98.6%
B/E move
5.7%
Puts
Pseudo strike
15.13
IV
87.9%
B/E move
3.8%

70Δ

Calls
Pseudo strike
12.66
IV
99.8%
B/E move
4.7%
Puts
Pseudo strike
15.59
IV
90.0%
B/E move
3.1%

75Δ

Calls
Pseudo strike
12.26
IV
100.9%
B/E move
3.7%
Puts
Pseudo strike
16.06
IV
91.7%
B/E move
2.4%

80Δ

Calls
Pseudo strike
11.80
IV
102.5%
B/E move
2.8%
Puts
Pseudo strike
16.57
IV
90.6%
B/E move
1.8%

Options history

IV · four-Friday blend87.79%
Daily close
BABX75.0%100.2%125.4%2026-08-06: 89.60%2026-08-07: 94.11%2026-08-10: 94.78%2026-08-11: 95.15%2026-08-12: 94.85%2026-08-13: 93.11%2026-08-14: 95.50%2026-08-17: 106.58%2026-08-18: 112.94%2026-08-19: 121.91%2026-08-20: 94.03%2026-08-21: 84.90%2026-08-24: 86.36%2026-08-25: 86.18%2026-08-26: 85.24%2026-08-27: 84.48%2026-08-28: 84.74%2026-08-31: 81.02%2026-09-01: 81.47%2026-09-02: 79.54%2026-09-03: 81.94%2026-09-04: 82.50%2026-09-08: 85.39%2026-09-09: 78.49%2026-09-10: 81.13%2026-09-11: 81.58%2026-09-14: 85.08%2026-09-15: 86.38%2026-09-17: 87.82%2026-09-18: 90.24%2026-09-21: 92.99%2026-09-22: 86.63%2026-09-23: 84.12%2026-09-24: 83.11%2026-09-25: 80.55%2026-09-28: 79.49%2026-09-29: 81.50%2026-09-30: 80.92%2026-10-01: 79.61%2026-10-02: 78.97%2026-10-05: 85.56%2026-10-06: 82.29%2026-10-07: 83.81%2026-10-08: 79.46%2026-10-09: 79.94%2026-10-12: 82.55%2026-10-13: 87.61%2026-10-14: 86.60%2026-10-15: 92.04%2026-10-16: 84.81%2026-10-19: 82.22%2026-10-20: 84.37%2026-10-21: 84.25%2026-10-22: 86.18%2026-10-23: 85.72%2026-10-26: 86.87%2026-10-27: 84.55%2026-10-28: 85.34%2026-10-29: 85.72%2026-10-30: 87.79%Aug 6Sep 18Oct 30
60 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
89.60%
94.11%
94.78%
95.15%
94.85%
93.11%
95.50%
106.58%
112.94%
121.91%
94.03%
84.90%
86.36%
86.18%
85.24%
84.48%
84.74%
81.02%
81.47%
79.54%
81.94%
82.50%
85.39%
78.49%
81.13%
81.58%
85.08%
86.38%
87.82%
90.24%
92.99%
86.63%
84.12%
83.11%
80.55%
79.49%
81.50%
80.92%
79.61%
78.97%
85.56%
82.29%
83.81%
79.46%
79.94%
82.55%
87.61%
86.60%
92.04%
84.81%
82.22%
84.37%
84.25%
86.18%
85.72%
86.87%
84.55%
85.34%
85.72%
87.79%