IntraAlpha
Create free account Start free

GraniteShares ETF Trust GraniteShares YieldBOOST MSTR ETF MTYY

i

Market dataready · fetched 2026-10-22T23:44:59.521Z

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 · 2026-10-22T20:00:00.480087957Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:44:59.162801+00:00

Share price$16.70
1D-0.2%
AH$16.66$16.67$16.69$16.70$16.715:30 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$0.23$2.05$3.87$5.68$7.50$12.87$14.41$15.95$17.49$19.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MTYY spot · $16.70MTYY PRICE$0.42$0.42$0.42$0.43$0.44$0.45$0.50$0.55$0.59$0.64$0.69$0.74$0.79$0.45$0.47$0.54$0.61$0.74$0.88$1.01$1.41$1.91$2.80$4.28$6.98
PutsExpensive2.42×
CallsExpensive1.97×
SkewBearish+31.97 pp
Implied moveBearish±$1.51
TiltBearish51.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.5291.3%31.4%14.2578.0%17.4%
25Δ19.4066.9%18.7%15.1261.5%12.3%
30Δ18.3351.8%12.3%15.5855.9%9.9%
35Δ17.7642.8%8.9%16.0250.8%7.7%
40Δ17.3736.2%6.7%16.3250.2%6.7%
45Δ17.0029.7%4.5%16.6249.7%5.7%
50Δ16.8728.1%4.0%16.9249.2%4.8%
55Δ16.7426.5%3.5%17.3755.9%4.4%
60Δ16.6124.8%3.0%17.8865.2%4.4%
65Δ16.4923.2%2.6%18.7780.0%4.3%
70Δ16.3621.5%2.1%20.26100.7%4.3%
75Δ16.2319.9%1.6%22.98130.6%4.2%
80Δ16.1018.3%1.1%

20Δ

Calls
Pseudo strike
21.52
IV
91.3%
B/E move
31.4%
Puts
Pseudo strike
14.25
IV
78.0%
B/E move
17.4%

25Δ

Calls
Pseudo strike
19.40
IV
66.9%
B/E move
18.7%
Puts
Pseudo strike
15.12
IV
61.5%
B/E move
12.3%

30Δ

Calls
Pseudo strike
18.33
IV
51.8%
B/E move
12.3%
Puts
Pseudo strike
15.58
IV
55.9%
B/E move
9.9%

35Δ

Calls
Pseudo strike
17.76
IV
42.8%
B/E move
8.9%
Puts
Pseudo strike
16.02
IV
50.8%
B/E move
7.7%

40Δ

Calls
Pseudo strike
17.37
IV
36.2%
B/E move
6.7%
Puts
Pseudo strike
16.32
IV
50.2%
B/E move
6.7%

45Δ

Calls
Pseudo strike
17.00
IV
29.7%
B/E move
4.5%
Puts
Pseudo strike
16.62
IV
49.7%
B/E move
5.7%

50Δ

Calls
Pseudo strike
16.87
IV
28.1%
B/E move
4.0%
Puts
Pseudo strike
16.92
IV
49.2%
B/E move
4.8%

55Δ

Calls
Pseudo strike
16.74
IV
26.5%
B/E move
3.5%
Puts
Pseudo strike
17.37
IV
55.9%
B/E move
4.4%

60Δ

Calls
Pseudo strike
16.61
IV
24.8%
B/E move
3.0%
Puts
Pseudo strike
17.88
IV
65.2%
B/E move
4.4%

65Δ

Calls
Pseudo strike
16.49
IV
23.2%
B/E move
2.6%
Puts
Pseudo strike
18.77
IV
80.0%
B/E move
4.3%

70Δ

Calls
Pseudo strike
16.36
IV
21.5%
B/E move
2.1%
Puts
Pseudo strike
20.26
IV
100.7%
B/E move
4.3%

75Δ

Calls
Pseudo strike
16.23
IV
19.9%
B/E move
1.6%
Puts
Pseudo strike
22.98
IV
130.6%
B/E move
4.2%

80Δ

Calls
Pseudo strike
16.10
IV
18.3%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations