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GraniteShares HIPS US High Income ETF HIPS

i

Market datapartial · fetched 2026-11-11T15:21:41.957Z

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 · 2026-11-11T14:48:55.122218974Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:21:40.970119+00:00

Share price$10.40
1D+0.1%
$10.38$10.39$10.39$10.40$10.405:30 AM6:30 AM9:00 AM1:00 PMHIPS
Sold putSold call

GraniteShares HIPS US High Income ETF options

Live interpolated HIPS call and put midpoint premiums by absolute delta.GraniteShares HIPS US High Income ETF$0.35$0.57$0.78$1.00$1.21$-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 PRICEHIPS PRICE$0.38$0.39$0.41$0.44$0.46$0.48$0.51$0.53$0.56$0.58$0.66$0.90$1.15
Puts——
CallsExpensive5.91×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.49241.3%52.7%
25Δ13.78195.0%36.3%
30Δ13.35179.2%32.4%
35Δ12.92163.4%28.5%
40Δ12.49147.6%24.5%
45Δ12.05131.9%20.6%
50Δ11.62116.1%16.7%
55Δ11.19100.3%12.8%
60Δ10.7684.5%8.9%
65Δ10.3368.7%4.9%
70Δ9.9358.7%1.9%
75Δ9.6666.9%1.6%
80Δ9.3975.0%1.4%

20Δ

Calls
Pseudo strike
15.49
IV
241.3%
B/E move
52.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
13.78
IV
195.0%
B/E move
36.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
13.35
IV
179.2%
B/E move
32.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
12.92
IV
163.4%
B/E move
28.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
12.49
IV
147.6%
B/E move
24.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
12.05
IV
131.9%
B/E move
20.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
11.62
IV
116.1%
B/E move
16.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
11.19
IV
100.3%
B/E move
12.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
10.76
IV
84.5%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
10.33
IV
68.7%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
9.93
IV
58.7%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
9.66
IV
66.9%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
9.39
IV
75.0%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend28.09%
Daily close
HIPS25.1%36.8%48.4%2026-08-13: 35.21%2026-08-14: 32.19%2026-09-18: 42.32%2026-09-21: 41.29%2026-09-29: 26.73%2026-10-16: 42.16%2026-10-19: 42.33%2026-10-20: 44.11%2026-10-21: 45.91%2026-10-22: 45.83%2026-10-23: 45.37%2026-10-26: 46.69%2026-10-27: 46.81%2026-10-29: 28.09%Aug 13Oct 19Oct 29
14 observations2026-08-13 — 2026-10-29
Table
DateIV (%)
35.21%
32.19%
42.32%
41.29%
26.73%
42.16%
42.33%
44.11%
45.91%
45.83%
45.37%
46.69%
46.81%
28.09%