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GraniteShares Nasdaq Select Disruptors ETF DRUP

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Market datapartial · fetched 2026-10-23T04:09:35.993Z

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$1.78$2.90$4.01$5.12$64.59$67.84$71.08$74.33$77.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRUP spot · $71.19DRUP PRICE$0.79$0.89$1.03$1.16$1.31$1.46$1.72$2.01$2.39$2.79$3.23$3.82$4.32$0.92$1.06$1.20$1.32$1.49$1.71$2.03$2.36$2.71$3.09$3.48$4.04$4.80
PutsExpensive1.47×
CallsExpensive1.50×
SkewBearish+1.12 pp
Implied moveBearish±$3.74
TiltBearish5.8% 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%70.3325.2%3.3%
45Δ72.1722.4%3.4%70.9624.5%2.7%
50Δ71.5622.4%2.9%71.5724.5%2.3%
55Δ70.9822.8%2.5%72.1924.5%1.9%
60Δ70.3823.3%2.2%72.8024.3%1.5%
65Δ69.7623.7%1.9%73.4223.9%1.2%
70Δ69.1124.0%1.6%74.0523.5%0.9%
75Δ68.3324.7%1.3%74.7823.5%0.6%
80Δ67.6424.2%1.1%75.7124.0%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
25.2%
B/E move
3.3%

45Δ

Calls
Pseudo strike
72.17
IV
22.4%
B/E move
3.4%
Puts
Pseudo strike
70.96
IV
24.5%
B/E move
2.7%

50Δ

Calls
Pseudo strike
71.56
IV
22.4%
B/E move
2.9%
Puts
Pseudo strike
71.57
IV
24.5%
B/E move
2.3%

55Δ

Calls
Pseudo strike
70.98
IV
22.8%
B/E move
2.5%
Puts
Pseudo strike
72.19
IV
24.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
70.38
IV
23.3%
B/E move
2.2%
Puts
Pseudo strike
72.80
IV
24.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
69.76
IV
23.7%
B/E move
1.9%
Puts
Pseudo strike
73.42
IV
23.9%
B/E move
1.2%

70Δ

Calls
Pseudo strike
69.11
IV
24.0%
B/E move
1.6%
Puts
Pseudo strike
74.05
IV
23.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
68.33
IV
24.7%
B/E move
1.3%
Puts
Pseudo strike
74.78
IV
23.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
67.64
IV
24.2%
B/E move
1.1%
Puts
Pseudo strike
75.71
IV
24.0%
B/E move
0.4%

Options history

No recorded observations