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GraniteShares ETF Trust GraniteShares 2x Long UBER Daily ETF UBRL

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Market dataready · fetched 2026-11-04T04:20:12.047Z

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 · 2026-11-04T00:45:05.123311328Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:20:11.702369+00:00

Share price$11.90
1D-0.2%
AH$11.78$11.87$11.95$12.03$12.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUBRL
Sold putSold callAH

GraniteShares ETF Trust GraniteShares 2x Long UBER Daily ETF options

Live interpolated UBRL call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long UBER Daily ETF$0.26$1.03$1.80$2.57$3.34$8.73$10.06$11.39$12.71$14.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive UBRL spot · $11.90UBRL PRICE$0.34$0.45$0.57$0.69$0.84$0.99$1.14$1.31$1.48$1.72$2.05$2.39$0.39$0.49$0.59$0.72$0.88$1.04$1.24$1.47$1.69$1.94$2.20$2.50$3.11
PutsExpensive1.60×
Calls——
Skew——
Implied moveBearish±$2.23
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.90120.3%20.1%
25Δ14.1099.1%21.4%10.39112.4%16.8%
30Δ13.69100.5%18.8%10.83106.1%13.9%
35Δ13.33103.4%16.8%11.21103.7%11.9%
40Δ12.97106.2%14.8%11.55103.6%10.4%
45Δ12.62108.0%13.1%11.88103.4%8.9%
50Δ12.26109.7%11.3%12.23103.4%7.7%
55Δ11.91110.7%9.7%12.58103.4%6.6%
60Δ11.55109.3%8.1%12.94103.4%5.5%
65Δ11.20107.9%6.6%13.31101.7%4.5%
70Δ10.81109.3%5.3%13.6899.7%3.5%
75Δ10.37114.4%4.4%14.0998.2%2.6%
80Δ9.92118.8%3.4%14.7899.7%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.90
IV
120.3%
B/E move
20.1%

25Δ

Calls
Pseudo strike
14.10
IV
99.1%
B/E move
21.4%
Puts
Pseudo strike
10.39
IV
112.4%
B/E move
16.8%

30Δ

Calls
Pseudo strike
13.69
IV
100.5%
B/E move
18.8%
Puts
Pseudo strike
10.83
IV
106.1%
B/E move
13.9%

35Δ

Calls
Pseudo strike
13.33
IV
103.4%
B/E move
16.8%
Puts
Pseudo strike
11.21
IV
103.7%
B/E move
11.9%

40Δ

Calls
Pseudo strike
12.97
IV
106.2%
B/E move
14.8%
Puts
Pseudo strike
11.55
IV
103.6%
B/E move
10.4%

45Δ

Calls
Pseudo strike
12.62
IV
108.0%
B/E move
13.1%
Puts
Pseudo strike
11.88
IV
103.4%
B/E move
8.9%

50Δ

Calls
Pseudo strike
12.26
IV
109.7%
B/E move
11.3%
Puts
Pseudo strike
12.23
IV
103.4%
B/E move
7.7%

55Δ

Calls
Pseudo strike
11.91
IV
110.7%
B/E move
9.7%
Puts
Pseudo strike
12.58
IV
103.4%
B/E move
6.6%

60Δ

Calls
Pseudo strike
11.55
IV
109.3%
B/E move
8.1%
Puts
Pseudo strike
12.94
IV
103.4%
B/E move
5.5%

65Δ

Calls
Pseudo strike
11.20
IV
107.9%
B/E move
6.6%
Puts
Pseudo strike
13.31
IV
101.7%
B/E move
4.5%

70Δ

Calls
Pseudo strike
10.81
IV
109.3%
B/E move
5.3%
Puts
Pseudo strike
13.68
IV
99.7%
B/E move
3.5%

75Δ

Calls
Pseudo strike
10.37
IV
114.4%
B/E move
4.4%
Puts
Pseudo strike
14.09
IV
98.2%
B/E move
2.6%

80Δ

Calls
Pseudo strike
9.92
IV
118.8%
B/E move
3.4%
Puts
Pseudo strike
14.78
IV
99.7%
B/E move
2.0%

Options history

IV · four-Friday blend84.81%
Daily EOD
UBRL72.6%80.0%87.3%2026-10-19: 75.46%2026-10-20: 75.59%2026-10-21: 73.64%2026-10-22: 78.44%2026-10-23: 81.02%2026-10-26: 79.86%2026-10-27: 80.46%2026-10-28: 81.34%2026-10-29: 86.32%2026-10-30: 84.81%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
75.46%
75.59%
73.64%
78.44%
81.02%
79.86%
80.46%
81.34%
86.32%
84.81%