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GraniteShares HIPS US High Income ETF HIPS

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Market datapartial · fetched 2026-10-23T17:43:53.999Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-10-23T17:41:33.648098517Z

FundamentalsAlpha Vantage · unavailable

Share price$10.51
1D-0.7%
$10.48$10.50$10.53$10.56$10.595:30 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$0.44$1.73$3.02$4.31$5.61$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEHIPS PRICE$0.57$1.02$1.51$2.03$2.61$5.24
PutsExpensive2.81×
CallsExpensive8.30×
SkewBullish-87.13 pp
Implied move——
TiltBearish91.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.50134.3%119.6%
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ11.2232.1%2.9%
65Δ11.7140.0%2.9%
70Δ12.2646.5%2.7%
75Δ12.9050.7%2.1%
80Δ15.6066.7%1.4%

20Δ

Calls
Pseudo strike
22.50
IV
134.3%
B/E move
119.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.22
IV
32.1%
B/E move
2.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.71
IV
40.0%
B/E move
2.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.26
IV
46.5%
B/E move
2.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.90
IV
50.7%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.60
IV
66.7%
B/E move
1.4%

Options history

No recorded observations