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GraniteShares ETF Trust GraniteShares 2x Long SMCI Daily ETF SMCL

i

Market dataready · fetched 2026-11-04T09:48:24.509Z

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 · 2026-11-04T09:47:31.337823838Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:48:22.493643+00:00

Share price$11.84
1D
Price history unavailable.

GraniteShares ETF Trust GraniteShares 2x Long SMCI Daily ETF options

Live interpolated SMCL call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long SMCI Daily ETF$0.00$4.72$9.43$14.15$18.86$7.04$9.80$12.55$15.31$18.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SMCL spot · $11.84SMCL PRICE$0.43$0.52$0.69$0.82$0.95$1.09$1.23$1.37$1.50$1.64$1.74$1.83$1.93$1.00$1.37$1.81$2.38$3.10$3.91$4.87$6.50$11.73$17.50
Puts——
CallsCheap0.70×
Skew——
Implied moveBearish±$6.10
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.74182.5%53.5%8.65264.2%35.4%
25Δ15.92163.2%38.9%9.51266.1%31.2%
30Δ15.32170.2%35.2%10.36272.2%27.8%
35Δ14.51168.2%29.5%11.25281.0%25.1%
40Δ13.68160.2%23.5%12.25292.1%22.7%
45Δ13.04155.9%19.3%13.36299.5%20.1%
50Δ12.48149.2%15.8%14.60304.9%17.8%
55Δ11.95142.3%12.5%16.44325.5%16.1%
60Δ11.53135.0%10.0%
65Δ11.10127.7%7.6%22.10374.1%12.5%
70Δ10.80117.7%6.0%28.05418.2%10.9%
75Δ10.54106.8%4.5%
80Δ10.2995.9%3.1%

20Δ

Calls
Pseudo strike
17.74
IV
182.5%
B/E move
53.5%
Puts
Pseudo strike
8.65
IV
264.2%
B/E move
35.4%

25Δ

Calls
Pseudo strike
15.92
IV
163.2%
B/E move
38.9%
Puts
Pseudo strike
9.51
IV
266.1%
B/E move
31.2%

30Δ

Calls
Pseudo strike
15.32
IV
170.2%
B/E move
35.2%
Puts
Pseudo strike
10.36
IV
272.2%
B/E move
27.8%

35Δ

Calls
Pseudo strike
14.51
IV
168.2%
B/E move
29.5%
Puts
Pseudo strike
11.25
IV
281.0%
B/E move
25.1%

40Δ

Calls
Pseudo strike
13.68
IV
160.2%
B/E move
23.5%
Puts
Pseudo strike
12.25
IV
292.1%
B/E move
22.7%

45Δ

Calls
Pseudo strike
13.04
IV
155.9%
B/E move
19.3%
Puts
Pseudo strike
13.36
IV
299.5%
B/E move
20.1%

50Δ

Calls
Pseudo strike
12.48
IV
149.2%
B/E move
15.8%
Puts
Pseudo strike
14.60
IV
304.9%
B/E move
17.8%

55Δ

Calls
Pseudo strike
11.95
IV
142.3%
B/E move
12.5%
Puts
Pseudo strike
16.44
IV
325.5%
B/E move
16.1%

60Δ

Calls
Pseudo strike
11.53
IV
135.0%
B/E move
10.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
11.10
IV
127.7%
B/E move
7.6%
Puts
Pseudo strike
22.10
IV
374.1%
B/E move
12.5%

70Δ

Calls
Pseudo strike
10.80
IV
117.7%
B/E move
6.0%
Puts
Pseudo strike
28.05
IV
418.2%
B/E move
10.9%

75Δ

Calls
Pseudo strike
10.54
IV
106.8%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.29
IV
95.9%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend155.57%
Daily EOD
SMCL152.9%155.2%157.6%2026-10-19: 153.19%2026-10-20: 156.77%2026-10-22: 156.87%2026-10-23: 157.24%2026-10-26: 155.69%2026-10-29: 155.57%Oct 19Oct 22Oct 29
6 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
153.19%
156.77%
156.87%
157.24%
155.69%
155.57%