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GraniteShares 2x Short SpaceX Daily ETF SNK

i

Market dataready · fetched 2026-11-04T07:23:50.549Z

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 · 2026-11-04T01:00:06.739290518Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T07:23:48.770297+00:00

Share price$14.68
1D-6.1%
AH$14.37$14.71$15.06$15.40$15.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNK
Sold putSold callAH

GraniteShares 2x Short SpaceX Daily ETF options

Live interpolated SNK call and put midpoint premiums by absolute delta.GraniteShares 2x Short SpaceX Daily ETF$0.26$1.82$3.38$4.94$6.50$9.27$11.88$14.49$17.10$19.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNK spot · $14.68SNK PRICE$0.43$0.56$0.69$0.81$0.99$1.16$1.31$1.51$1.74$1.99$2.27$2.62$3.07$0.48$0.64$0.84$1.06$1.33$1.66$2.04$2.49$2.93$3.51$4.32$5.03$6.05
PutsFair0.96×
CallsExpensive1.15×
SkewBearish+7.22 pp
Implied moveBearish±$3.35
TiltBearish25.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.75139.2%37.4%12.22123.3%20.1%
25Δ18.68137.1%31.0%12.78121.4%17.3%
30Δ17.82136.8%26.1%13.29122.1%15.2%
35Δ16.90127.8%20.6%13.76124.6%13.5%
40Δ16.35129.6%18.1%14.26127.8%12.0%
45Δ15.80129.1%15.5%14.77131.8%10.7%
50Δ15.23124.7%12.7%15.34136.3%9.5%
55Δ14.72123.0%10.5%15.95141.2%8.3%
60Δ14.24123.2%8.8%16.58141.5%7.0%
65Δ13.76123.2%7.3%17.32144.7%5.9%
70Δ13.27123.0%5.9%18.27150.6%4.9%
75Δ12.74124.8%4.6%19.15148.4%3.8%
80Δ12.14129.2%3.6%20.32150.8%2.8%

20Δ

Calls
Pseudo strike
19.75
IV
139.2%
B/E move
37.4%
Puts
Pseudo strike
12.22
IV
123.3%
B/E move
20.1%

25Δ

Calls
Pseudo strike
18.68
IV
137.1%
B/E move
31.0%
Puts
Pseudo strike
12.78
IV
121.4%
B/E move
17.3%

30Δ

Calls
Pseudo strike
17.82
IV
136.8%
B/E move
26.1%
Puts
Pseudo strike
13.29
IV
122.1%
B/E move
15.2%

35Δ

Calls
Pseudo strike
16.90
IV
127.8%
B/E move
20.6%
Puts
Pseudo strike
13.76
IV
124.6%
B/E move
13.5%

40Δ

Calls
Pseudo strike
16.35
IV
129.6%
B/E move
18.1%
Puts
Pseudo strike
14.26
IV
127.8%
B/E move
12.0%

45Δ

Calls
Pseudo strike
15.80
IV
129.1%
B/E move
15.5%
Puts
Pseudo strike
14.77
IV
131.8%
B/E move
10.7%

50Δ

Calls
Pseudo strike
15.23
IV
124.7%
B/E move
12.7%
Puts
Pseudo strike
15.34
IV
136.3%
B/E move
9.5%

55Δ

Calls
Pseudo strike
14.72
IV
123.0%
B/E move
10.5%
Puts
Pseudo strike
15.95
IV
141.2%
B/E move
8.3%

60Δ

Calls
Pseudo strike
14.24
IV
123.2%
B/E move
8.8%
Puts
Pseudo strike
16.58
IV
141.5%
B/E move
7.0%

65Δ

Calls
Pseudo strike
13.76
IV
123.2%
B/E move
7.3%
Puts
Pseudo strike
17.32
IV
144.7%
B/E move
5.9%

70Δ

Calls
Pseudo strike
13.27
IV
123.0%
B/E move
5.9%
Puts
Pseudo strike
18.27
IV
150.6%
B/E move
4.9%

75Δ

Calls
Pseudo strike
12.74
IV
124.8%
B/E move
4.6%
Puts
Pseudo strike
19.15
IV
148.4%
B/E move
3.8%

80Δ

Calls
Pseudo strike
12.14
IV
129.2%
B/E move
3.6%
Puts
Pseudo strike
20.32
IV
150.8%
B/E move
2.8%

Options history

IV · four-Friday blend109.36%
Daily EOD
SNK109.3%109.4%109.5%2026-10-21: 109.36%Oct 21
1 observations2026-10-21 — 2026-10-21
Table
DateIV (%)
109.36%