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GraniteShares ETF Trust GraniteShares 2x Long TSM Daily ETF TSMU

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Market dataready · fetched 2026-11-04T03:20:03.280Z

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 · 2026-11-04T00:48:28.770720734Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T03:20:02.474090+00:00

Share price$59.51
1D+3.7%
AH$59.28$60.04$60.80$61.55$62.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSMU
Sold putSold callAH

GraniteShares ETF Trust GraniteShares 2x Long TSM Daily ETF options

Live interpolated TSMU call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long TSM Daily ETF$0.77$3.68$6.59$9.51$12.42$45.99$52.91$59.84$66.77$73.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSMU spot · $59.51TSMU PRICE$1.08$1.46$1.84$2.29$2.77$3.31$3.91$4.57$5.34$6.26$7.29$8.57$9.85$1.45$1.97$2.49$2.95$3.45$4.28$4.98$5.64$6.38$7.61$8.75$10.03$11.58
PutsFair1.05×
CallsExpensive1.11×
SkewBullish-1.18 pp
Implied moveBearish±$8.89
TiltBearish10.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.2581.7%19.9%51.6787.1%15.6%
25Δ68.3983.2%17.4%53.2589.1%13.8%
30Δ66.4982.3%14.8%54.8291.0%12.1%
35Δ64.9483.3%13.0%56.4087.6%10.2%
40Δ63.4283.4%11.2%57.8884.6%8.5%
45Δ62.0384.5%9.8%59.2787.3%7.6%
50Δ60.6485.3%8.5%60.6586.0%6.4%
55Δ59.2586.0%7.3%61.9883.6%5.3%
60Δ57.8687.3%6.2%63.3081.3%4.3%
65Δ56.3789.2%5.2%64.9483.4%3.7%
70Δ54.8091.1%4.3%66.5382.7%2.9%
75Δ53.0391.9%3.5%68.2281.8%2.2%
80Δ51.2592.6%2.7%70.1581.1%1.6%

20Δ

Calls
Pseudo strike
70.25
IV
81.7%
B/E move
19.9%
Puts
Pseudo strike
51.67
IV
87.1%
B/E move
15.6%

25Δ

Calls
Pseudo strike
68.39
IV
83.2%
B/E move
17.4%
Puts
Pseudo strike
53.25
IV
89.1%
B/E move
13.8%

30Δ

Calls
Pseudo strike
66.49
IV
82.3%
B/E move
14.8%
Puts
Pseudo strike
54.82
IV
91.0%
B/E move
12.1%

35Δ

Calls
Pseudo strike
64.94
IV
83.3%
B/E move
13.0%
Puts
Pseudo strike
56.40
IV
87.6%
B/E move
10.2%

40Δ

Calls
Pseudo strike
63.42
IV
83.4%
B/E move
11.2%
Puts
Pseudo strike
57.88
IV
84.6%
B/E move
8.5%

45Δ

Calls
Pseudo strike
62.03
IV
84.5%
B/E move
9.8%
Puts
Pseudo strike
59.27
IV
87.3%
B/E move
7.6%

50Δ

Calls
Pseudo strike
60.64
IV
85.3%
B/E move
8.5%
Puts
Pseudo strike
60.65
IV
86.0%
B/E move
6.4%

55Δ

Calls
Pseudo strike
59.25
IV
86.0%
B/E move
7.3%
Puts
Pseudo strike
61.98
IV
83.6%
B/E move
5.3%

60Δ

Calls
Pseudo strike
57.86
IV
87.3%
B/E move
6.2%
Puts
Pseudo strike
63.30
IV
81.3%
B/E move
4.3%

65Δ

Calls
Pseudo strike
56.37
IV
89.2%
B/E move
5.2%
Puts
Pseudo strike
64.94
IV
83.4%
B/E move
3.7%

70Δ

Calls
Pseudo strike
54.80
IV
91.1%
B/E move
4.3%
Puts
Pseudo strike
66.53
IV
82.7%
B/E move
2.9%

75Δ

Calls
Pseudo strike
53.03
IV
91.9%
B/E move
3.5%
Puts
Pseudo strike
68.22
IV
81.8%
B/E move
2.2%

80Δ

Calls
Pseudo strike
51.25
IV
92.6%
B/E move
2.7%
Puts
Pseudo strike
70.15
IV
81.1%
B/E move
1.6%

Options history

IV · four-Friday blend72.31%
Daily EOD
TSMU67.3%70.0%72.7%2026-10-22: 67.71%2026-10-30: 72.31%Oct 22Oct 30
2 observations2026-10-22 — 2026-10-30
Table
DateIV (%)
67.71%
72.31%