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GraniteShares ETF Trust GraniteShares YieldBOOST MSTR ETF MTYY

i

Market dataready · fetched 2026-11-12T01:53:24.722Z

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 · 2026-11-11T21:00:00.969028603Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:53:24.270509+00:00

Share price$15.79
1D+0.0%
AH$15.79$15.80$15.80$15.80$15.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMTYY
Sold putSold callAH

GraniteShares ETF Trust GraniteShares YieldBOOST MSTR ETF options

Live interpolated MTYY call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares YieldBOOST MSTR ETF$0.34$1.17$2.00$2.83$3.66$15.06$15.74$16.41$17.09$17.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MTYY spot · $15.79MTYY PRICE$0.42$0.42$0.42$0.42$0.42$0.42$0.47$0.53$0.59$0.65$0.71$0.76$0.82$0.42$0.42$0.42$0.48$0.54$0.61$0.68$0.80$1.00$1.19$1.38$3.42
Puts——
CallsExpensive2.16×
Skew——
Implied moveBearish±$1.16
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.67176.1%33.6%13.43141.8%17.6%
25Δ18.49128.9%19.8%14.26109.3%12.4%
30Δ17.40100.0%12.9%14.8486.4%8.7%
35Δ16.8081.2%9.1%15.1777.2%7.0%
40Δ16.4267.7%6.7%15.4073.4%5.9%
45Δ16.0554.3%4.3%15.6369.5%4.9%
50Δ15.8950.4%3.6%15.8665.7%3.9%
55Δ15.7648.0%3.2%16.1164.2%3.1%
60Δ15.6345.7%2.7%16.3666.2%2.7%
65Δ15.5043.3%2.3%16.6268.1%2.3%
70Δ15.3740.9%1.8%16.8770.0%1.9%
75Δ15.2538.6%1.4%
80Δ15.1236.2%0.9%18.92122.0%1.8%

20Δ

Calls
Pseudo strike
20.67
IV
176.1%
B/E move
33.6%
Puts
Pseudo strike
13.43
IV
141.8%
B/E move
17.6%

25Δ

Calls
Pseudo strike
18.49
IV
128.9%
B/E move
19.8%
Puts
Pseudo strike
14.26
IV
109.3%
B/E move
12.4%

30Δ

Calls
Pseudo strike
17.40
IV
100.0%
B/E move
12.9%
Puts
Pseudo strike
14.84
IV
86.4%
B/E move
8.7%

35Δ

Calls
Pseudo strike
16.80
IV
81.2%
B/E move
9.1%
Puts
Pseudo strike
15.17
IV
77.2%
B/E move
7.0%

40Δ

Calls
Pseudo strike
16.42
IV
67.7%
B/E move
6.7%
Puts
Pseudo strike
15.40
IV
73.4%
B/E move
5.9%

45Δ

Calls
Pseudo strike
16.05
IV
54.3%
B/E move
4.3%
Puts
Pseudo strike
15.63
IV
69.5%
B/E move
4.9%

50Δ

Calls
Pseudo strike
15.89
IV
50.4%
B/E move
3.6%
Puts
Pseudo strike
15.86
IV
65.7%
B/E move
3.9%

55Δ

Calls
Pseudo strike
15.76
IV
48.0%
B/E move
3.2%
Puts
Pseudo strike
16.11
IV
64.2%
B/E move
3.1%

60Δ

Calls
Pseudo strike
15.63
IV
45.7%
B/E move
2.7%
Puts
Pseudo strike
16.36
IV
66.2%
B/E move
2.7%

65Δ

Calls
Pseudo strike
15.50
IV
43.3%
B/E move
2.3%
Puts
Pseudo strike
16.62
IV
68.1%
B/E move
2.3%

70Δ

Calls
Pseudo strike
15.37
IV
40.9%
B/E move
1.8%
Puts
Pseudo strike
16.87
IV
70.0%
B/E move
1.9%

75Δ

Calls
Pseudo strike
15.25
IV
38.6%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
15.12
IV
36.2%
B/E move
0.9%
Puts
Pseudo strike
18.92
IV
122.0%
B/E move
1.8%

Options history

IV · four-Friday blend53.65%
Daily EOD
MTYY46.8%51.2%55.5%2026-10-19: 52.55%2026-10-23: 50.54%2026-10-26: 47.37%2026-10-27: 53.48%2026-10-28: 54.63%2026-10-29: 54.93%2026-10-30: 53.65%Oct 19Oct 27Oct 30
7 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.55%
50.54%
47.37%
53.48%
54.63%
54.93%
53.65%