IntraAlpha
Create free account Start free

GraniteShares ETF Trust GraniteShares YieldBOOST AMD ETF AMYY

i

Market dataready · fetched 2026-10-22T15:23:12.180Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-05-21

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:57:29.578539771Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T15:23:09.176775+00:00

Share price$12.31
1D-0.6%
$12.30$12.33$12.36$12.38$12.415:30 AM6:30 AM9:00 AM1:00 PMAMYY
Sold putSold call

GraniteShares ETF Trust GraniteShares YieldBOOST AMD ETF options

Live interpolated AMYY call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares YieldBOOST AMD ETF$0.93$3.00$5.07$7.14$9.22$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEAMYY PRICE$1.15$1.46$8.62
PutsExpensive4.66×
CallsCheap0.54×
SkewBearish+143.58 pp
Implied move——
TiltBearish53.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ16.64158.6%34.9%
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ11.6314.6%3.8%
80Δ11.2115.4%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.64
IV
158.6%
B/E move
34.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
11.63
IV
14.6%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
11.21
IV
15.4%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations