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GraniteShares ETF Trust GraniteShares 2x Short TSLA Daily ETF TSDD

i

Market dataready · fetched 2026-11-06T21:49:10.423Z

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 · 2026-11-06T21:48:00.362570109Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:49:09.990986+00:00

Share price$7.35
1D-4.8%
AH$7.06$7.27$7.48$7.68$7.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSDD
Sold putSold callAH

GraniteShares ETF Trust GraniteShares 2x Short TSLA Daily ETF options

Live interpolated TSDD call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Short TSLA Daily ETF$0.10$1.23$2.35$3.48$4.60$4.79$5.97$7.15$8.33$9.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSDD spot · $7.35TSDD PRICE$0.22$0.24$0.29$0.35$0.41$0.51$0.60$0.70$0.79$0.90$1.04$1.17$1.31$0.23$0.31$0.39$0.47$0.62$0.83$1.03$1.23$1.51$1.80$2.20$3.09$4.28
PutsExpensive1.45×
CallsExpensive1.08×
SkewBearish+27.72 pp
Implied moveBearish±$1.63
TiltBearish35.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.08160.2%40.1%6.17122.4%19.2%
25Δ8.94123.3%24.8%6.41121.4%17.0%
30Δ8.61119.5%21.1%6.66120.4%14.7%
35Δ8.29115.7%17.5%6.90119.4%12.5%
40Δ7.98112.4%14.1%7.16124.0%11.0%
45Δ7.76113.4%12.5%7.43132.4%10.1%
50Δ7.55114.4%10.9%7.71140.9%9.2%
55Δ7.34115.4%9.4%7.98149.3%8.2%
60Δ7.13116.4%7.8%8.34152.7%7.1%
65Δ6.92116.1%6.4%8.71155.7%6.0%
70Δ6.70113.6%5.3%9.18163.0%5.0%
75Δ6.49111.1%4.2%10.12188.4%4.4%
80Δ6.27108.6%3.1%11.37210.6%3.6%

20Δ

Calls
Pseudo strike
10.08
IV
160.2%
B/E move
40.1%
Puts
Pseudo strike
6.17
IV
122.4%
B/E move
19.2%

25Δ

Calls
Pseudo strike
8.94
IV
123.3%
B/E move
24.8%
Puts
Pseudo strike
6.41
IV
121.4%
B/E move
17.0%

30Δ

Calls
Pseudo strike
8.61
IV
119.5%
B/E move
21.1%
Puts
Pseudo strike
6.66
IV
120.4%
B/E move
14.7%

35Δ

Calls
Pseudo strike
8.29
IV
115.7%
B/E move
17.5%
Puts
Pseudo strike
6.90
IV
119.4%
B/E move
12.5%

40Δ

Calls
Pseudo strike
7.98
IV
112.4%
B/E move
14.1%
Puts
Pseudo strike
7.16
IV
124.0%
B/E move
11.0%

45Δ

Calls
Pseudo strike
7.76
IV
113.4%
B/E move
12.5%
Puts
Pseudo strike
7.43
IV
132.4%
B/E move
10.1%

50Δ

Calls
Pseudo strike
7.55
IV
114.4%
B/E move
10.9%
Puts
Pseudo strike
7.71
IV
140.9%
B/E move
9.2%

55Δ

Calls
Pseudo strike
7.34
IV
115.4%
B/E move
9.4%
Puts
Pseudo strike
7.98
IV
149.3%
B/E move
8.2%

60Δ

Calls
Pseudo strike
7.13
IV
116.4%
B/E move
7.8%
Puts
Pseudo strike
8.34
IV
152.7%
B/E move
7.1%

65Δ

Calls
Pseudo strike
6.92
IV
116.1%
B/E move
6.4%
Puts
Pseudo strike
8.71
IV
155.7%
B/E move
6.0%

70Δ

Calls
Pseudo strike
6.70
IV
113.6%
B/E move
5.3%
Puts
Pseudo strike
9.18
IV
163.0%
B/E move
5.0%

75Δ

Calls
Pseudo strike
6.49
IV
111.1%
B/E move
4.2%
Puts
Pseudo strike
10.12
IV
188.4%
B/E move
4.4%

80Δ

Calls
Pseudo strike
6.27
IV
108.6%
B/E move
3.1%
Puts
Pseudo strike
11.37
IV
210.6%
B/E move
3.6%

Options history

IV · four-Friday blend100.47%
Daily EOD
TSDD93.9%100.3%106.7%2026-10-19: 94.77%2026-10-20: 102.11%2026-10-21: 105.84%2026-10-22: 104.27%2026-10-23: 96.24%2026-10-26: 97.14%2026-10-27: 100.29%2026-10-28: 99.06%2026-10-29: 98.98%2026-10-30: 100.47%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
94.77%
102.11%
105.84%
104.27%
96.24%
97.14%
100.29%
99.06%
98.98%
100.47%