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GraniteShares 2x Long SpaceX Daily ETF SPAL

i

Market dataready · fetched 2026-11-03T18:48:36.361Z

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 · 2026-11-03T18:48:31.545963091Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T18:48:32.160121+00:00

Share price$14.30
1D+5.4%
$13.49$13.77$14.05$14.33$14.615:30 AM6:30 AM9:00 AM1:00 PMSPAL
Sold putSold call

GraniteShares 2x Long SpaceX Daily ETF options

Live interpolated SPAL call and put midpoint premiums by absolute delta.GraniteShares 2x Long SpaceX Daily ETF$0.24$1.38$2.52$3.66$4.80$9.39$12.26$15.12$17.99$20.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPAL spot · $14.30SPAL PRICE$0.36$0.47$0.60$0.73$0.89$1.06$1.25$1.48$1.72$2.00$2.31$2.73$3.29$0.54$0.72$0.90$1.09$1.28$1.51$1.75$2.04$2.36$2.75$3.18$3.68$4.47
PutsExpensive1.20×
CallsFair1.03×
SkewBearish+1.92 pp
Implied moveBearish±$3.01
TiltBearish16.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.37118.1%31.0%11.67135.2%22.2%
25Δ17.51115.4%25.8%12.29133.2%19.1%
30Δ16.82114.0%21.8%12.85130.8%16.4%
35Δ16.26114.3%18.9%13.37127.3%14.1%
40Δ15.75114.9%16.3%13.87123.3%11.9%
45Δ15.26115.7%14.1%14.35121.1%10.2%
50Δ14.79117.3%12.2%14.81119.4%8.7%
55Δ14.34119.9%10.6%15.30118.3%7.3%
60Δ13.88122.3%9.1%15.79117.7%6.1%
65Δ13.39124.0%7.6%16.33117.4%5.0%
70Δ12.88126.4%6.2%16.91117.3%4.0%
75Δ12.30131.6%5.1%17.54116.3%3.1%
80Δ11.59138.2%4.0%18.45119.7%2.3%

20Δ

Calls
Pseudo strike
18.37
IV
118.1%
B/E move
31.0%
Puts
Pseudo strike
11.67
IV
135.2%
B/E move
22.2%

25Δ

Calls
Pseudo strike
17.51
IV
115.4%
B/E move
25.8%
Puts
Pseudo strike
12.29
IV
133.2%
B/E move
19.1%

30Δ

Calls
Pseudo strike
16.82
IV
114.0%
B/E move
21.8%
Puts
Pseudo strike
12.85
IV
130.8%
B/E move
16.4%

35Δ

Calls
Pseudo strike
16.26
IV
114.3%
B/E move
18.9%
Puts
Pseudo strike
13.37
IV
127.3%
B/E move
14.1%

40Δ

Calls
Pseudo strike
15.75
IV
114.9%
B/E move
16.3%
Puts
Pseudo strike
13.87
IV
123.3%
B/E move
11.9%

45Δ

Calls
Pseudo strike
15.26
IV
115.7%
B/E move
14.1%
Puts
Pseudo strike
14.35
IV
121.1%
B/E move
10.2%

50Δ

Calls
Pseudo strike
14.79
IV
117.3%
B/E move
12.2%
Puts
Pseudo strike
14.81
IV
119.4%
B/E move
8.7%

55Δ

Calls
Pseudo strike
14.34
IV
119.9%
B/E move
10.6%
Puts
Pseudo strike
15.30
IV
118.3%
B/E move
7.3%

60Δ

Calls
Pseudo strike
13.88
IV
122.3%
B/E move
9.1%
Puts
Pseudo strike
15.79
IV
117.7%
B/E move
6.1%

65Δ

Calls
Pseudo strike
13.39
IV
124.0%
B/E move
7.6%
Puts
Pseudo strike
16.33
IV
117.4%
B/E move
5.0%

70Δ

Calls
Pseudo strike
12.88
IV
126.4%
B/E move
6.2%
Puts
Pseudo strike
16.91
IV
117.3%
B/E move
4.0%

75Δ

Calls
Pseudo strike
12.30
IV
131.6%
B/E move
5.1%
Puts
Pseudo strike
17.54
IV
116.3%
B/E move
3.1%

80Δ

Calls
Pseudo strike
11.59
IV
138.2%
B/E move
4.0%
Puts
Pseudo strike
18.45
IV
119.7%
B/E move
2.3%

Options history

IV · four-Friday blend105.68%
Daily EOD
SPAL98.1%102.2%106.2%2026-10-19: 103.71%2026-10-20: 103.82%2026-10-21: 100.25%2026-10-22: 104.37%2026-10-23: 102.16%2026-10-26: 101.61%2026-10-27: 99.32%2026-10-28: 98.99%2026-10-29: 98.67%2026-10-30: 105.68%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
103.71%
103.82%
100.25%
104.37%
102.16%
101.61%
99.32%
98.99%
98.67%
105.68%