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GraniteShares Nasdaq Select Disruptors ETF DRUP

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Market datapartial · fetched 2026-10-23T03:15:58.369Z

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 · 2026-10-23T00:00:00.175448321Z

FundamentalsAlpha Vantage · unavailable

Share price$71.19
1D+0.0%
AH$71.09$71.11$71.13$71.15$71.175:30 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$0.67$1.79$2.91$4.03$5.16$64.64$67.86$71.08$74.30$77.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRUP spot · $71.19DRUP PRICE$0.79$0.89$1.03$1.16$1.31$1.46$1.72$2.01$2.38$2.78$3.22$3.80$4.31$0.92$1.06$1.20$1.32$1.49$1.71$2.03$2.36$2.72$3.10$3.50$4.05$4.83
PutsExpensive1.46×
CallsExpensive1.48×
SkewBearish+1.13 pp
Implied moveBearish±$3.75
TiltBearish6.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.4437.2%11.3%65.4939.4%9.3%
25Δ76.1231.4%8.2%67.3033.8%6.9%
30Δ74.7228.2%6.4%68.5730.2%5.4%
35Δ73.6725.7%5.1%69.5627.0%4.1%
40Δ72.8523.9%4.2%70.3325.1%3.3%
45Δ72.1722.4%3.4%70.9724.2%2.7%
50Δ71.5722.2%2.9%71.5824.2%2.3%
55Δ70.9922.4%2.5%72.2024.1%1.9%
60Δ70.3922.8%2.2%72.8123.9%1.5%
65Δ69.7823.2%1.9%73.4323.6%1.2%
70Δ69.1223.5%1.6%74.0623.2%0.9%
75Δ68.3524.1%1.4%74.8023.2%0.6%
80Δ67.6523.7%1.1%75.7423.8%0.4%

20Δ

Calls
Pseudo strike
78.44
IV
37.2%
B/E move
11.3%
Puts
Pseudo strike
65.49
IV
39.4%
B/E move
9.3%

25Δ

Calls
Pseudo strike
76.12
IV
31.4%
B/E move
8.2%
Puts
Pseudo strike
67.30
IV
33.8%
B/E move
6.9%

30Δ

Calls
Pseudo strike
74.72
IV
28.2%
B/E move
6.4%
Puts
Pseudo strike
68.57
IV
30.2%
B/E move
5.4%

35Δ

Calls
Pseudo strike
73.67
IV
25.7%
B/E move
5.1%
Puts
Pseudo strike
69.56
IV
27.0%
B/E move
4.1%

40Δ

Calls
Pseudo strike
72.85
IV
23.9%
B/E move
4.2%
Puts
Pseudo strike
70.33
IV
25.1%
B/E move
3.3%

45Δ

Calls
Pseudo strike
72.17
IV
22.4%
B/E move
3.4%
Puts
Pseudo strike
70.97
IV
24.2%
B/E move
2.7%

50Δ

Calls
Pseudo strike
71.57
IV
22.2%
B/E move
2.9%
Puts
Pseudo strike
71.58
IV
24.2%
B/E move
2.3%

55Δ

Calls
Pseudo strike
70.99
IV
22.4%
B/E move
2.5%
Puts
Pseudo strike
72.20
IV
24.1%
B/E move
1.9%

60Δ

Calls
Pseudo strike
70.39
IV
22.8%
B/E move
2.2%
Puts
Pseudo strike
72.81
IV
23.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
69.78
IV
23.2%
B/E move
1.9%
Puts
Pseudo strike
73.43
IV
23.6%
B/E move
1.2%

70Δ

Calls
Pseudo strike
69.12
IV
23.5%
B/E move
1.6%
Puts
Pseudo strike
74.06
IV
23.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
68.35
IV
24.1%
B/E move
1.4%
Puts
Pseudo strike
74.80
IV
23.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
67.65
IV
23.7%
B/E move
1.1%
Puts
Pseudo strike
75.74
IV
23.8%
B/E move
0.4%

Options history

No recorded observations