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FundStrat Granny Shots US Large GRNY 28.37 0.49 1.75%

GRNY Delta Exposure (DEX)

GRNY (FundStrat Granny Shots US Large): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.174
Put Call Ratio (OI)
0.0672
Put Call Ratio (Vol)
0.408
IV Rank
0.68
IV Percentile
5.2
Max Pain
28

Delta exposure (2026-09-21)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
25.0
487.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-14.4
14.4
View values by strike
GRNY · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
14.00 13.5 K -51.4
15.00 12.5 K -18.9
16.00 10.9 K 0
17.00 1.07 K -4.66
18.00 762 -58.4
19.00 773 -154
20.00 43.4 K -221
21.00 6.76 K -201
22.00 48.2 K -414
23.00 15.3 K -911
24.00 24.1 K -1.12 K
25.00 110 K -4.79 K
26.00 60.2 K -1.72 K
27.00 110 K -3.37 K
28.00 149 K -2.75 K
29.00 31.8 K -3.18 K
30.00 68.6 K -1.04 K
31.00 82.8 K -773
32.00 3.3 K 0
33.00 1.43 K -1.36 K
34.00 1.22 K -74.6
35.00 44.2 K 0
40.00 21.1 0