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GraniteShares ETF Trust GraniteShares 2x Long MARA Daily ETF MRAL

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Market dataready · fetched 2026-11-03T23:19:42.342Z

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 · 2026-11-03T22:23:46.69138244Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T23:19:41.172301+00:00

Share price$13.50
1D+17.6%
AH$11.23$11.89$12.54$13.19$13.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMRAL
Sold putSold callAH

GraniteShares ETF Trust GraniteShares 2x Long MARA Daily ETF options

Live interpolated MRAL call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long MARA Daily ETF$0.27$3.14$6.01$8.88$11.75$4.64$8.89$13.14$17.39$21.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRAL spot · $13.50MRAL PRICE$0.58$0.76$0.97$1.18$1.41$1.70$1.97$2.25$2.63$3.05$3.45$3.89$4.47$1.14$1.54$2.00$2.40$2.97$3.52$4.08$4.88$5.78$6.76$7.94$9.42$10.92
PutsExpensive1.34×
CallsExpensive1.24×
SkewBearish+24.75 pp
Implied moveBearish±$6.05
TiltBearish38.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.39217.4%70.1%9.87260.3%35.3%
25Δ20.66216.6%58.7%10.85258.8%31.0%
30Δ19.38219.4%50.7%11.79258.5%27.4%
35Δ18.11218.4%42.9%12.70250.2%23.7%
40Δ16.98216.5%36.2%13.66251.0%20.8%
45Δ16.14223.4%32.2%14.59247.8%18.0%
50Δ15.19222.8%27.1%15.51242.0%15.4%
55Δ14.26219.2%22.3%16.59243.2%13.2%
60Δ13.45225.2%19.1%17.77244.7%11.2%
65Δ12.64231.4%16.2%19.02244.2%9.2%
70Δ11.79231.5%12.9%20.44243.4%7.5%
75Δ10.95229.4%9.9%22.13244.0%5.8%
80Δ10.04235.0%7.5%23.85239.6%4.2%

20Δ

Calls
Pseudo strike
22.39
IV
217.4%
B/E move
70.1%
Puts
Pseudo strike
9.87
IV
260.3%
B/E move
35.3%

25Δ

Calls
Pseudo strike
20.66
IV
216.6%
B/E move
58.7%
Puts
Pseudo strike
10.85
IV
258.8%
B/E move
31.0%

30Δ

Calls
Pseudo strike
19.38
IV
219.4%
B/E move
50.7%
Puts
Pseudo strike
11.79
IV
258.5%
B/E move
27.4%

35Δ

Calls
Pseudo strike
18.11
IV
218.4%
B/E move
42.9%
Puts
Pseudo strike
12.70
IV
250.2%
B/E move
23.7%

40Δ

Calls
Pseudo strike
16.98
IV
216.5%
B/E move
36.2%
Puts
Pseudo strike
13.66
IV
251.0%
B/E move
20.8%

45Δ

Calls
Pseudo strike
16.14
IV
223.4%
B/E move
32.2%
Puts
Pseudo strike
14.59
IV
247.8%
B/E move
18.0%

50Δ

Calls
Pseudo strike
15.19
IV
222.8%
B/E move
27.1%
Puts
Pseudo strike
15.51
IV
242.0%
B/E move
15.4%

55Δ

Calls
Pseudo strike
14.26
IV
219.2%
B/E move
22.3%
Puts
Pseudo strike
16.59
IV
243.2%
B/E move
13.2%

60Δ

Calls
Pseudo strike
13.45
IV
225.2%
B/E move
19.1%
Puts
Pseudo strike
17.77
IV
244.7%
B/E move
11.2%

65Δ

Calls
Pseudo strike
12.64
IV
231.4%
B/E move
16.2%
Puts
Pseudo strike
19.02
IV
244.2%
B/E move
9.2%

70Δ

Calls
Pseudo strike
11.79
IV
231.5%
B/E move
12.9%
Puts
Pseudo strike
20.44
IV
243.4%
B/E move
7.5%

75Δ

Calls
Pseudo strike
10.95
IV
229.4%
B/E move
9.9%
Puts
Pseudo strike
22.13
IV
244.0%
B/E move
5.8%

80Δ

Calls
Pseudo strike
10.04
IV
235.0%
B/E move
7.5%
Puts
Pseudo strike
23.85
IV
239.6%
B/E move
4.2%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations