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GraniteShares ETF Trust GraniteShares YieldBoost AMZN ETF AZYY

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Market dataready · fetched 2026-11-12T16:03:57.328Z

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 · 2026-11-11T21:00:00.548132556Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:03:56.710886+00:00

Share price$14.32
1D-0.0%
AH$14.32$14.32$14.33$14.33$14.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAZYY
Sold putSold callAH

GraniteShares ETF Trust GraniteShares YieldBoost AMZN ETF options

Live interpolated AZYY call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares YieldBoost AMZN ETF$0.32$0.62$0.93$1.24$1.54$12.51$13.43$14.35$15.27$16.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AZYY spot · $14.32AZYY PRICE$0.35$0.35$0.35$0.35$0.38$0.41$0.44$0.48$0.51$0.54$0.68$0.84$1.00$0.35$0.35$0.36$0.37$0.40$0.46$0.51$0.57$0.63$0.69$0.75$0.84$1.45
PutsExpensive2.76×
CallsExpensive5.02×
SkewBullish-2.64 pp
Implied moveBearish±$0.96
TiltBearish7.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.17163.5%29.3%12.31135.2%16.5%
25Δ16.50120.6%17.7%13.06102.7%11.3%
30Δ15.6694.4%11.8%13.4287.3%8.8%
35Δ15.0874.1%7.7%13.7871.9%6.4%
40Δ14.8667.2%6.4%14.0561.3%4.7%
45Δ14.6962.4%5.4%14.1958.8%4.1%
50Δ14.5357.5%4.5%14.3356.3%3.6%
55Δ14.3652.6%3.6%14.4653.8%3.0%
60Δ14.2047.8%2.7%14.6051.3%2.5%
65Δ14.0342.9%1.7%14.7448.7%1.9%
70Δ13.8443.1%1.4%14.8746.2%1.4%
75Δ13.6544.4%1.2%15.0445.1%0.9%
80Δ13.4645.7%0.9%15.6563.6%0.9%

20Δ

Calls
Pseudo strike
18.17
IV
163.5%
B/E move
29.3%
Puts
Pseudo strike
12.31
IV
135.2%
B/E move
16.5%

25Δ

Calls
Pseudo strike
16.50
IV
120.6%
B/E move
17.7%
Puts
Pseudo strike
13.06
IV
102.7%
B/E move
11.3%

30Δ

Calls
Pseudo strike
15.66
IV
94.4%
B/E move
11.8%
Puts
Pseudo strike
13.42
IV
87.3%
B/E move
8.8%

35Δ

Calls
Pseudo strike
15.08
IV
74.1%
B/E move
7.7%
Puts
Pseudo strike
13.78
IV
71.9%
B/E move
6.4%

40Δ

Calls
Pseudo strike
14.86
IV
67.2%
B/E move
6.4%
Puts
Pseudo strike
14.05
IV
61.3%
B/E move
4.7%

45Δ

Calls
Pseudo strike
14.69
IV
62.4%
B/E move
5.4%
Puts
Pseudo strike
14.19
IV
58.8%
B/E move
4.1%

50Δ

Calls
Pseudo strike
14.53
IV
57.5%
B/E move
4.5%
Puts
Pseudo strike
14.33
IV
56.3%
B/E move
3.6%

55Δ

Calls
Pseudo strike
14.36
IV
52.6%
B/E move
3.6%
Puts
Pseudo strike
14.46
IV
53.8%
B/E move
3.0%

60Δ

Calls
Pseudo strike
14.20
IV
47.8%
B/E move
2.7%
Puts
Pseudo strike
14.60
IV
51.3%
B/E move
2.5%

65Δ

Calls
Pseudo strike
14.03
IV
42.9%
B/E move
1.7%
Puts
Pseudo strike
14.74
IV
48.7%
B/E move
1.9%

70Δ

Calls
Pseudo strike
13.84
IV
43.1%
B/E move
1.4%
Puts
Pseudo strike
14.87
IV
46.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
13.65
IV
44.4%
B/E move
1.2%
Puts
Pseudo strike
15.04
IV
45.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
13.46
IV
45.7%
B/E move
0.9%
Puts
Pseudo strike
15.65
IV
63.6%
B/E move
0.9%

Options history

IV · four-Friday blend40.07%
Daily close
AZYY36.0%56.3%76.5%2026-08-14: 50.25%2026-08-17: 55.66%2026-08-18: 58.53%2026-08-19: 65.47%2026-08-20: 73.70%2026-08-21: 42.82%2026-08-24: 44.29%2026-08-25: 43.90%2026-08-28: 42.83%2026-08-31: 43.55%2026-09-01: 44.80%2026-09-04: 43.72%2026-09-08: 47.38%2026-09-11: 48.46%2026-09-14: 53.81%2026-09-15: 53.37%2026-09-16: 58.80%2026-09-22: 43.54%2026-09-28: 43.79%2026-10-09: 47.69%2026-10-13: 54.26%2026-10-14: 59.79%2026-10-16: 38.83%2026-10-19: 41.76%2026-10-20: 39.96%2026-10-21: 40.77%2026-10-22: 40.32%2026-10-23: 38.80%2026-10-26: 39.33%2026-10-27: 39.96%2026-10-28: 40.97%2026-10-29: 40.07%Aug 14Sep 15Oct 29
32 observations2026-08-14 — 2026-10-29
Table
DateIV (%)
50.25%
55.66%
58.53%
65.47%
73.70%
42.82%
44.29%
43.90%
42.83%
43.55%
44.80%
43.72%
47.38%
48.46%
53.81%
53.37%
58.80%
43.54%
43.79%
47.69%
54.26%
59.79%
38.83%
41.76%
39.96%
40.77%
40.32%
38.80%
39.33%
39.96%
40.97%
40.07%