GraniteShares ETF Trust GraniteShares YieldBOOST MU ETF MUYY
i
Market dataready · fetched 2026-11-12T01:23:23.250Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T21:00:00.947598738Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:23:22.443369+00:00
GraniteShares ETF Trust GraniteShares YieldBOOST MU ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.39 | 257.5% | 55.7% | 13.56 | 194.5% | 22.8% |
| 25Δ | 21.18 | 185.2% | 30.5% | 14.62 | 153.6% | 16.5% |
| 30Δ | 19.26 | 141.8% | 19.0% | |||
| 35Δ | 18.20 | 112.9% | 12.7% | |||
| 40Δ | 17.82 | 100.7% | 10.5% | |||
| 45Δ | 17.60 | 92.5% | 9.3% | |||
| 50Δ | 17.37 | 84.3% | 8.1% | |||
| 55Δ | 17.15 | 76.1% | 6.9% | |||
| 60Δ | 16.93 | 67.9% | 5.7% | |||
| 65Δ | 16.70 | 59.8% | 4.5% | |||
| 70Δ | 16.48 | 51.6% | 3.3% | |||
| 75Δ | 16.25 | 43.4% | 2.0% | |||
| 80Δ | 16.03 | 35.2% | 0.8% | |||
20Δ
- Pseudo strike
- 25.39
- IV
- 257.5%
- B/E move
- 55.7%
- Pseudo strike
- 13.56
- IV
- 194.5%
- B/E move
- 22.8%
25Δ
- Pseudo strike
- 21.18
- IV
- 185.2%
- B/E move
- 30.5%
- Pseudo strike
- 14.62
- IV
- 153.6%
- B/E move
- 16.5%
30Δ
- Pseudo strike
- 19.26
- IV
- 141.8%
- B/E move
- 19.0%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 18.20
- IV
- 112.9%
- B/E move
- 12.7%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 17.82
- IV
- 100.7%
- B/E move
- 10.5%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 17.60
- IV
- 92.5%
- B/E move
- 9.3%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 17.37
- IV
- 84.3%
- B/E move
- 8.1%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 17.15
- IV
- 76.1%
- B/E move
- 6.9%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 16.93
- IV
- 67.9%
- B/E move
- 5.7%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 16.70
- IV
- 59.8%
- B/E move
- 4.5%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 16.48
- IV
- 51.6%
- B/E move
- 3.3%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 16.25
- IV
- 43.4%
- B/E move
- 2.0%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 16.03
- IV
- 35.2%
- B/E move
- 0.8%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 64.75% |