IntraAlpha
Create free account Start free

GraniteShares ETF Trust GraniteShares YieldBOOST MU ETF MUYY

i

Market dataready · fetched 2026-10-24T04:22:28.377Z

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 · 2026-10-23T20:00:00.822360887Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:22:28.605332+00:00

Share price$17.25
1D+1.0%
AH$17.04$17.11$17.19$17.27$17.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMUYY
Sold putSold callAH

GraniteShares ETF Trust GraniteShares YieldBOOST MU ETF options

Live interpolated MUYY call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares YieldBOOST MU ETF$0.31$3.44$6.56$9.68$12.80$11.32$13.92$16.52$19.13$21.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MUYY spot · $17.25MUYY PRICE$0.65$0.65$0.65$0.65$0.67$0.71$0.77$0.83$0.78$0.80$0.87$1.04$1.27$1.49$1.71$2.09$2.74$4.19$6.74$11.90
PutsExpensive3.33×
CallsExpensive2.56×
SkewBearish+30.65 pp
Implied moveBearish±$2.48
TiltBearish72.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.39146.6%56.7%13.76123.7%24.7%
25Δ21.96105.3%31.0%14.9697.9%17.9%
30Δ19.9480.5%19.3%15.7085.3%14.0%
35Δ18.8664.6%13.1%16.2980.6%11.6%
40Δ18.2254.3%9.5%16.7781.1%10.1%
45Δ17.8148.3%7.4%17.2480.2%8.7%
50Δ17.5244.5%6.0%17.7178.1%7.3%
55Δ17.2340.8%4.7%18.2780.5%6.2%
60Δ18.9990.5%5.8%
65Δ20.44112.8%5.8%
70Δ22.99144.9%5.8%
75Δ28.19189.3%5.6%
80Δ

20Δ

Calls
Pseudo strike
26.39
IV
146.6%
B/E move
56.7%
Puts
Pseudo strike
13.76
IV
123.7%
B/E move
24.7%

25Δ

Calls
Pseudo strike
21.96
IV
105.3%
B/E move
31.0%
Puts
Pseudo strike
14.96
IV
97.9%
B/E move
17.9%

30Δ

Calls
Pseudo strike
19.94
IV
80.5%
B/E move
19.3%
Puts
Pseudo strike
15.70
IV
85.3%
B/E move
14.0%

35Δ

Calls
Pseudo strike
18.86
IV
64.6%
B/E move
13.1%
Puts
Pseudo strike
16.29
IV
80.6%
B/E move
11.6%

40Δ

Calls
Pseudo strike
18.22
IV
54.3%
B/E move
9.5%
Puts
Pseudo strike
16.77
IV
81.1%
B/E move
10.1%

45Δ

Calls
Pseudo strike
17.81
IV
48.3%
B/E move
7.4%
Puts
Pseudo strike
17.24
IV
80.2%
B/E move
8.7%

50Δ

Calls
Pseudo strike
17.52
IV
44.5%
B/E move
6.0%
Puts
Pseudo strike
17.71
IV
78.1%
B/E move
7.3%

55Δ

Calls
Pseudo strike
17.23
IV
40.8%
B/E move
4.7%
Puts
Pseudo strike
18.27
IV
80.5%
B/E move
6.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.99
IV
90.5%
B/E move
5.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.44
IV
112.8%
B/E move
5.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.99
IV
144.9%
B/E move
5.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.19
IV
189.3%
B/E move
5.6%

80Δ

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

Options history

No recorded observations