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GraniteShares ETF Trust GraniteShares YieldBoost AMZN ETF AZYY

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Market dataready · fetched 2026-10-23T05:57:49.965Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.257266026Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T05:57:49.593060+00:00

Share price$14.04
1D-0.1%
AH$14.04$14.05$14.06$14.07$14.085:30 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$0.20$1.80$3.40$5.01$6.61$10.85$12.32$13.79$15.26$16.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AZYY spot · $14.04AZYY PRICE$0.38$0.38$0.38$0.38$0.41$0.44$0.47$0.38$0.42$0.47$0.55$0.62$0.69$0.87$1.07$1.26$1.66$2.73$3.88$6.15
PutsExpensive2.64×
CallsExpensive2.35×
SkewBearish+12.48 pp
Implied moveBearish±$1.35
TiltBearish75.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.3896.9%33.6%12.0277.2%17.1%
25Δ16.4671.1%20.0%12.5966.5%13.3%
30Δ15.5255.4%13.2%13.0958.0%10.1%
35Δ14.9344.9%9.1%13.3854.6%8.5%
40Δ14.6940.9%7.6%13.6751.3%7.0%
45Δ14.4636.9%6.2%13.9747.9%5.4%
50Δ14.2232.9%4.7%14.2549.1%4.7%
55Δ14.5250.9%4.1%
60Δ14.8052.7%3.5%
65Δ15.2559.7%3.2%
70Δ16.2881.3%3.5%
75Δ17.4896.0%3.1%
80Δ19.80120.5%2.7%

20Δ

Calls
Pseudo strike
18.38
IV
96.9%
B/E move
33.6%
Puts
Pseudo strike
12.02
IV
77.2%
B/E move
17.1%

25Δ

Calls
Pseudo strike
16.46
IV
71.1%
B/E move
20.0%
Puts
Pseudo strike
12.59
IV
66.5%
B/E move
13.3%

30Δ

Calls
Pseudo strike
15.52
IV
55.4%
B/E move
13.2%
Puts
Pseudo strike
13.09
IV
58.0%
B/E move
10.1%

35Δ

Calls
Pseudo strike
14.93
IV
44.9%
B/E move
9.1%
Puts
Pseudo strike
13.38
IV
54.6%
B/E move
8.5%

40Δ

Calls
Pseudo strike
14.69
IV
40.9%
B/E move
7.6%
Puts
Pseudo strike
13.67
IV
51.3%
B/E move
7.0%

45Δ

Calls
Pseudo strike
14.46
IV
36.9%
B/E move
6.2%
Puts
Pseudo strike
13.97
IV
47.9%
B/E move
5.4%

50Δ

Calls
Pseudo strike
14.22
IV
32.9%
B/E move
4.7%
Puts
Pseudo strike
14.25
IV
49.1%
B/E move
4.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.52
IV
50.9%
B/E move
4.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.80
IV
52.7%
B/E move
3.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.25
IV
59.7%
B/E move
3.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.28
IV
81.3%
B/E move
3.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.48
IV
96.0%
B/E move
3.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.80
IV
120.5%
B/E move
2.7%

Options history

AZYY39.9240.2340.542026-10-20: 39.96%2026-10-21: 40.49%Oct 20Oct 21
Table
DateIV
39.96%
40.49%