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GraniteShares ETF Trust GraniteShares YieldBOOST AMD ETF AMYY

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Market dataready · fetched 2026-11-11T15:48:51.912Z

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 · 2026-11-11T15:31:46.305162422Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:48:51.502783+00:00

Share price$12.01
1D-0.1%
$11.99$12.00$12.01$12.02$12.035:30 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$0.18$1.50$2.83$4.15$5.47$11.27$11.87$12.46$13.06$13.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AMYY spot · $12.01AMYY PRICE$0.33$0.33$0.33$0.34$0.35$0.36$0.37$0.41$0.48$0.55$0.63$0.70$0.77$0.33$0.33$0.36$0.41$0.46$0.51$0.64$0.83$1.03$1.22$2.89$5.09
Puts——
CallsExpensive3.43×
Skew——
Implied moveBearish±$1.01
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.77173.3%34.0%10.19139.9%17.8%
25Δ14.05125.9%19.7%10.86106.6%12.3%
30Δ13.65111.0%16.4%11.1994.1%9.9%
35Δ13.2897.0%13.4%11.4387.2%8.3%
40Δ12.9283.0%10.5%11.6680.3%6.7%
45Δ12.5568.9%7.5%11.9073.4%5.1%
50Δ12.1954.9%4.5%12.1474.0%4.2%
55Δ11.9546.7%2.9%12.3979.7%3.8%
60Δ11.8444.6%2.6%12.6385.4%3.4%
65Δ11.7242.4%2.2%12.8791.1%3.0%
70Δ11.6140.3%1.9%
75Δ11.5038.2%1.6%14.54149.6%3.0%
80Δ11.3936.0%1.3%16.74206.5%3.0%

20Δ

Calls
Pseudo strike
15.77
IV
173.3%
B/E move
34.0%
Puts
Pseudo strike
10.19
IV
139.9%
B/E move
17.8%

25Δ

Calls
Pseudo strike
14.05
IV
125.9%
B/E move
19.7%
Puts
Pseudo strike
10.86
IV
106.6%
B/E move
12.3%

30Δ

Calls
Pseudo strike
13.65
IV
111.0%
B/E move
16.4%
Puts
Pseudo strike
11.19
IV
94.1%
B/E move
9.9%

35Δ

Calls
Pseudo strike
13.28
IV
97.0%
B/E move
13.4%
Puts
Pseudo strike
11.43
IV
87.2%
B/E move
8.3%

40Δ

Calls
Pseudo strike
12.92
IV
83.0%
B/E move
10.5%
Puts
Pseudo strike
11.66
IV
80.3%
B/E move
6.7%

45Δ

Calls
Pseudo strike
12.55
IV
68.9%
B/E move
7.5%
Puts
Pseudo strike
11.90
IV
73.4%
B/E move
5.1%

50Δ

Calls
Pseudo strike
12.19
IV
54.9%
B/E move
4.5%
Puts
Pseudo strike
12.14
IV
74.0%
B/E move
4.2%

55Δ

Calls
Pseudo strike
11.95
IV
46.7%
B/E move
2.9%
Puts
Pseudo strike
12.39
IV
79.7%
B/E move
3.8%

60Δ

Calls
Pseudo strike
11.84
IV
44.6%
B/E move
2.6%
Puts
Pseudo strike
12.63
IV
85.4%
B/E move
3.4%

65Δ

Calls
Pseudo strike
11.72
IV
42.4%
B/E move
2.2%
Puts
Pseudo strike
12.87
IV
91.1%
B/E move
3.0%

70Δ

Calls
Pseudo strike
11.61
IV
40.3%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
11.50
IV
38.2%
B/E move
1.6%
Puts
Pseudo strike
14.54
IV
149.6%
B/E move
3.0%

80Δ

Calls
Pseudo strike
11.39
IV
36.0%
B/E move
1.3%
Puts
Pseudo strike
16.74
IV
206.5%
B/E move
3.0%

Options history

IV · four-Friday blend87.49%
Daily close
AMYY87.4%87.5%87.6%2026-08-20: 87.49%Aug 20
1 observations2026-08-20 — 2026-08-20
Table
DateIV (%)
87.49%