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GraniteShares Nasdaq Select Disruptors ETF DRUP

i

Market dataready · fetched 2026-11-12T04:07:20.475Z

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 · 2026-11-12T01:00:00.095426288Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T04:07:19.977892+00:00

Share price$68.80
1D+0.6%
AH$68.39$68.51$68.63$68.75$68.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDRUP
Sold putSold callAH

GraniteShares Nasdaq Select Disruptors ETF options

Live interpolated DRUP call and put midpoint premiums by absolute delta.GraniteShares Nasdaq Select Disruptors ETF$0.68$1.35$2.02$2.69$3.36$63.49$66.03$68.58$71.13$73.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRUP spot · $68.80DRUP PRICE$0.75$0.78$0.85$0.94$1.04$1.16$1.29$1.48$1.66$1.92$2.22$2.53$2.86$0.79$0.88$0.97$1.07$1.17$1.26$1.34$1.57$1.82$2.08$2.36$2.66$3.17
PutsCheap0.92×
CallsExpensive1.15×
SkewBearish+0.62 pp
Implied moveBalanced±$2.63
TiltBearish4.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.4966.4%10.8%63.6963.8%8.6%
25Δ72.8851.1%7.1%65.3653.3%6.3%
30Δ71.5343.5%5.2%66.4746.5%4.8%
35Δ70.6639.1%4.1%67.3041.5%3.7%
40Δ69.9435.4%3.2%67.9837.5%2.9%
45Δ69.4533.4%2.6%68.4634.1%2.3%
50Δ68.9631.4%2.1%68.9430.7%1.7%
55Δ68.5530.4%1.8%69.3630.2%1.5%
60Δ68.1429.4%1.5%69.7830.1%1.2%
65Δ67.7229.2%1.2%70.2029.8%1.0%
70Δ67.2729.4%1.0%70.6329.2%0.8%
75Δ66.8229.2%0.8%71.0828.8%0.6%
80Δ66.3628.5%0.6%71.6929.3%0.4%

20Δ

Calls
Pseudo strike
75.49
IV
66.4%
B/E move
10.8%
Puts
Pseudo strike
63.69
IV
63.8%
B/E move
8.6%

25Δ

Calls
Pseudo strike
72.88
IV
51.1%
B/E move
7.1%
Puts
Pseudo strike
65.36
IV
53.3%
B/E move
6.3%

30Δ

Calls
Pseudo strike
71.53
IV
43.5%
B/E move
5.2%
Puts
Pseudo strike
66.47
IV
46.5%
B/E move
4.8%

35Δ

Calls
Pseudo strike
70.66
IV
39.1%
B/E move
4.1%
Puts
Pseudo strike
67.30
IV
41.5%
B/E move
3.7%

40Δ

Calls
Pseudo strike
69.94
IV
35.4%
B/E move
3.2%
Puts
Pseudo strike
67.98
IV
37.5%
B/E move
2.9%

45Δ

Calls
Pseudo strike
69.45
IV
33.4%
B/E move
2.6%
Puts
Pseudo strike
68.46
IV
34.1%
B/E move
2.3%

50Δ

Calls
Pseudo strike
68.96
IV
31.4%
B/E move
2.1%
Puts
Pseudo strike
68.94
IV
30.7%
B/E move
1.7%

55Δ

Calls
Pseudo strike
68.55
IV
30.4%
B/E move
1.8%
Puts
Pseudo strike
69.36
IV
30.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
68.14
IV
29.4%
B/E move
1.5%
Puts
Pseudo strike
69.78
IV
30.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
67.72
IV
29.2%
B/E move
1.2%
Puts
Pseudo strike
70.20
IV
29.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
67.27
IV
29.4%
B/E move
1.0%
Puts
Pseudo strike
70.63
IV
29.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
66.82
IV
29.2%
B/E move
0.8%
Puts
Pseudo strike
71.08
IV
28.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
66.36
IV
28.5%
B/E move
0.6%
Puts
Pseudo strike
71.69
IV
29.3%
B/E move
0.4%

Options history

IV · four-Friday blend24.47%
Daily EOD
DRUP21.2%26.7%32.3%2026-10-19: 21.96%2026-10-20: 22.85%2026-10-21: 23.28%2026-10-22: 22.86%2026-10-23: 24.00%2026-10-26: 31.54%2026-10-27: 23.98%2026-10-28: 24.29%2026-10-29: 23.91%2026-10-30: 24.47%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.96%
22.85%
23.28%
22.86%
24.00%
31.54%
23.98%
24.29%
23.91%
24.47%