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GraniteShares ETF Trust GraniteShares YieldBOOST COIN ETF COYY

i

Market dataready · fetched 2026-11-11T14:58:37.875Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T14:50:31.502227712Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:58:36.450900+00:00

Share price$11.77
1D+0.0%
$11.76$11.77$11.77$11.77$11.785:30 AM6:30 AM9:00 AM1:00 PMCOYY
Sold putSold call

GraniteShares ETF Trust GraniteShares YieldBOOST COIN ETF options

Live interpolated COYY call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares YieldBOOST COIN ETF$0.35$0.63$0.91$1.18$1.46$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECOYY PRICE$0.38$0.39$0.40$0.40$0.41$0.42$0.52$0.66$0.81$0.95$1.10$1.24$1.38
Puts——
CallsFair0.97×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.61113.8%52.8%
25Δ16.5698.8%44.0%
30Δ15.5083.8%35.1%
35Δ14.4568.7%26.2%
40Δ13.4053.7%17.4%
45Δ12.3538.6%8.5%
50Δ11.8633.6%5.2%
55Δ11.6533.5%4.6%
60Δ11.4433.4%4.1%
65Δ11.2333.4%3.5%
70Δ11.0333.3%3.0%
75Δ10.8233.2%2.4%
80Δ10.6133.2%1.9%

20Δ

Calls
Pseudo strike
17.61
IV
113.8%
B/E move
52.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
16.56
IV
98.8%
B/E move
44.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
15.50
IV
83.8%
B/E move
35.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
14.45
IV
68.7%
B/E move
26.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
13.40
IV
53.7%
B/E move
17.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
12.35
IV
38.6%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
11.86
IV
33.6%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
11.65
IV
33.5%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
11.44
IV
33.4%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
11.23
IV
33.4%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
11.03
IV
33.3%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.82
IV
33.2%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.61
IV
33.2%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend56.98%
Daily EOD
COYY51.1%54.2%57.4%2026-10-22: 55.36%2026-10-23: 51.50%2026-10-26: 54.65%2026-10-27: 56.98%Oct 22Oct 23Oct 27
4 observations2026-10-22 — 2026-10-27
Table
DateIV (%)
55.36%
51.50%
54.65%
56.98%