IntraAlpha
Create free account Start free

GraniteShares HIPS US High Income ETF HIPS

i

Market dataready · fetched 2026-10-22T10:34:09.204Z

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 · 2026-10-22T00:00:00.147822778Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T10:34:07.195217+00:00

Share price$10.45
1D-0.5%
AH$10.41$10.45$10.49$10.53$10.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHIPS
Sold putSold callAH

GraniteShares HIPS US High Income ETF options

Live interpolated HIPS call and put midpoint premiums by absolute delta.GraniteShares HIPS US High Income ETF$0.42$0.72$1.02$1.33$1.63$8.11$9.31$10.51$11.72$12.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HIPS spot · $10.45HIPS PRICE$0.45$0.45$0.45$0.45$0.45$0.48$0.53$0.57$0.61$0.66$0.71$1.12$1.52$0.45$0.45$0.46$0.47$0.58$0.70$0.82$0.94$1.06$1.18$1.30$1.42$1.54
PutsExpensive3.38×
CallsExpensive3.99×
SkewBullish-4.36 pp
Implied moveBearish±$1.35
TiltBearish14.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.53167.3%72.0%8.34117.4%24.5%
25Δ13.96119.3%37.9%9.0990.6%17.3%
30Δ12.6594.3%25.4%9.5176.3%13.4%
35Δ11.9277.1%18.3%9.9462.0%9.4%
40Δ11.1859.8%11.3%10.1858.6%8.1%
45Δ10.8753.0%8.6%10.3957.2%7.3%
50Δ10.6949.5%7.4%10.6055.8%6.4%
55Δ10.5246.1%6.1%10.8154.3%5.6%
60Δ10.3442.6%4.9%11.0252.9%4.7%
65Δ10.1739.1%3.6%11.2351.5%3.9%
70Δ9.9935.8%2.4%11.4350.0%3.0%
75Δ9.5543.6%2.1%11.6448.6%2.2%
80Δ9.1151.5%1.8%11.8547.2%1.3%

20Δ

Calls
Pseudo strike
17.53
IV
167.3%
B/E move
72.0%
Puts
Pseudo strike
8.34
IV
117.4%
B/E move
24.5%

25Δ

Calls
Pseudo strike
13.96
IV
119.3%
B/E move
37.9%
Puts
Pseudo strike
9.09
IV
90.6%
B/E move
17.3%

30Δ

Calls
Pseudo strike
12.65
IV
94.3%
B/E move
25.4%
Puts
Pseudo strike
9.51
IV
76.3%
B/E move
13.4%

35Δ

Calls
Pseudo strike
11.92
IV
77.1%
B/E move
18.3%
Puts
Pseudo strike
9.94
IV
62.0%
B/E move
9.4%

40Δ

Calls
Pseudo strike
11.18
IV
59.8%
B/E move
11.3%
Puts
Pseudo strike
10.18
IV
58.6%
B/E move
8.1%

45Δ

Calls
Pseudo strike
10.87
IV
53.0%
B/E move
8.6%
Puts
Pseudo strike
10.39
IV
57.2%
B/E move
7.3%

50Δ

Calls
Pseudo strike
10.69
IV
49.5%
B/E move
7.4%
Puts
Pseudo strike
10.60
IV
55.8%
B/E move
6.4%

55Δ

Calls
Pseudo strike
10.52
IV
46.1%
B/E move
6.1%
Puts
Pseudo strike
10.81
IV
54.3%
B/E move
5.6%

60Δ

Calls
Pseudo strike
10.34
IV
42.6%
B/E move
4.9%
Puts
Pseudo strike
11.02
IV
52.9%
B/E move
4.7%

65Δ

Calls
Pseudo strike
10.17
IV
39.1%
B/E move
3.6%
Puts
Pseudo strike
11.23
IV
51.5%
B/E move
3.9%

70Δ

Calls
Pseudo strike
9.99
IV
35.8%
B/E move
2.4%
Puts
Pseudo strike
11.43
IV
50.0%
B/E move
3.0%

75Δ

Calls
Pseudo strike
9.55
IV
43.6%
B/E move
2.1%
Puts
Pseudo strike
11.64
IV
48.6%
B/E move
2.2%

80Δ

Calls
Pseudo strike
9.11
IV
51.5%
B/E move
1.8%
Puts
Pseudo strike
11.85
IV
47.2%
B/E move
1.3%

Options history

No recorded observations