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GraniteShares ETF Trust GraniteShares 2x Long QCOM Daily ETF QCML

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Market dataready · fetched 2026-11-04T02:44:45.763Z

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 · 2026-11-03T22:33:10.080935687Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T02:44:45.865384+00:00

Share price$14.19
1D-1.9%
AH$13.35$13.65$13.95$14.25$14.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQCML
Sold putSold callAH

GraniteShares ETF Trust GraniteShares 2x Long QCOM Daily ETF options

Live interpolated QCML call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long QCOM Daily ETF$0.22$1.80$3.37$4.95$6.53$8.61$11.26$13.91$16.56$19.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QCML spot · $14.19QCML PRICE$0.39$0.53$0.64$0.79$0.94$1.10$1.28$1.48$1.71$1.97$2.24$2.53$2.85$0.64$0.83$1.02$1.24$1.52$1.89$2.33$2.71$3.12$3.58$4.34$5.21$6.08
PutsExpensive1.41×
CallsExpensive1.31×
SkewBearish+26.21 pp
Implied moveBearish±$3.61
TiltBearish30.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.55126.0%33.4%11.31157.0%24.8%
25Δ17.97132.7%30.4%12.02152.5%21.2%
30Δ17.04126.8%24.6%12.64146.3%18.1%
35Δ16.39125.4%21.0%13.24142.9%15.5%
40Δ15.78124.2%17.9%13.79143.2%13.5%
45Δ15.24123.1%15.2%14.39146.9%12.0%
50Δ14.73122.2%12.8%15.01152.7%10.7%
55Δ14.24121.5%10.8%15.62150.7%9.0%
60Δ13.76121.7%9.0%16.24148.8%7.5%
65Δ13.29122.7%7.5%16.90147.0%6.1%
70Δ12.81122.6%6.1%17.81151.3%5.1%
75Δ12.33120.7%4.7%18.83155.3%4.0%
80Δ11.83118.6%3.4%19.85154.4%2.9%

20Δ

Calls
Pseudo strike
18.55
IV
126.0%
B/E move
33.4%
Puts
Pseudo strike
11.31
IV
157.0%
B/E move
24.8%

25Δ

Calls
Pseudo strike
17.97
IV
132.7%
B/E move
30.4%
Puts
Pseudo strike
12.02
IV
152.5%
B/E move
21.2%

30Δ

Calls
Pseudo strike
17.04
IV
126.8%
B/E move
24.6%
Puts
Pseudo strike
12.64
IV
146.3%
B/E move
18.1%

35Δ

Calls
Pseudo strike
16.39
IV
125.4%
B/E move
21.0%
Puts
Pseudo strike
13.24
IV
142.9%
B/E move
15.5%

40Δ

Calls
Pseudo strike
15.78
IV
124.2%
B/E move
17.9%
Puts
Pseudo strike
13.79
IV
143.2%
B/E move
13.5%

45Δ

Calls
Pseudo strike
15.24
IV
123.1%
B/E move
15.2%
Puts
Pseudo strike
14.39
IV
146.9%
B/E move
12.0%

50Δ

Calls
Pseudo strike
14.73
IV
122.2%
B/E move
12.8%
Puts
Pseudo strike
15.01
IV
152.7%
B/E move
10.7%

55Δ

Calls
Pseudo strike
14.24
IV
121.5%
B/E move
10.8%
Puts
Pseudo strike
15.62
IV
150.7%
B/E move
9.0%

60Δ

Calls
Pseudo strike
13.76
IV
121.7%
B/E move
9.0%
Puts
Pseudo strike
16.24
IV
148.8%
B/E move
7.5%

65Δ

Calls
Pseudo strike
13.29
IV
122.7%
B/E move
7.5%
Puts
Pseudo strike
16.90
IV
147.0%
B/E move
6.1%

70Δ

Calls
Pseudo strike
12.81
IV
122.6%
B/E move
6.1%
Puts
Pseudo strike
17.81
IV
151.3%
B/E move
5.1%

75Δ

Calls
Pseudo strike
12.33
IV
120.7%
B/E move
4.7%
Puts
Pseudo strike
18.83
IV
155.3%
B/E move
4.0%

80Δ

Calls
Pseudo strike
11.83
IV
118.6%
B/E move
3.4%
Puts
Pseudo strike
19.85
IV
154.4%
B/E move
2.9%

Options history

IV · four-Friday blend117.73%
Daily EOD
QCML110.5%114.4%118.3%2026-10-23: 110.99%2026-10-30: 117.73%Oct 23Oct 30
2 observations2026-10-23 — 2026-10-30
Table
DateIV (%)
110.99%
117.73%