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GraniteShares ETF Trust GraniteShares YieldBOOST NVDA ETF NVYY

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Market dataready · fetched 2026-11-13T00:50:00.740Z

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 · 2026-11-12T21:00:00.332684666Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T00:49:57.014422+00:00

Share price$9.49
1D+1.6%
AH$9.31$9.36$9.41$9.46$9.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNVYY
Sold putSold callAH

GraniteShares ETF Trust GraniteShares YieldBOOST NVDA ETF options

Live interpolated NVYY call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares YieldBOOST NVDA ETF$0.31$0.95$1.59$2.23$2.87$7.30$8.10$8.89$9.68$10.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NVYY spot · $9.49NVYY PRICE$0.38$0.38$0.38$0.41$0.45$0.48$0.52$0.55$0.59$0.62$0.66$0.40$0.42$0.46$0.50$0.56$0.62$0.68$0.74$0.80$1.02$1.34$1.66$2.68
PutsExpensive2.92×
Calls——
Skew——
Implied moveBearish±$1.20
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.04293.5%62.4%7.57224.4%24.4%
25Δ12.28209.9%33.4%8.19180.2%18.1%
30Δ11.04159.6%20.3%8.58158.0%14.4%
35Δ10.77147.6%17.8%8.97135.9%10.8%
40Δ10.53137.0%15.7%9.17127.1%9.2%
45Δ10.29126.4%13.5%9.36119.7%7.9%
50Δ10.05115.8%11.4%9.55112.2%6.5%
55Δ9.81105.2%9.2%9.74104.8%5.2%
60Δ9.5794.6%7.1%9.9397.3%3.8%
65Δ9.3384.1%4.9%10.22101.1%3.1%
70Δ9.1073.5%2.8%10.57111.4%2.7%
75Δ10.92121.7%2.3%
80Δ11.96162.9%2.3%

20Δ

Calls
Pseudo strike
15.04
IV
293.5%
B/E move
62.4%
Puts
Pseudo strike
7.57
IV
224.4%
B/E move
24.4%

25Δ

Calls
Pseudo strike
12.28
IV
209.9%
B/E move
33.4%
Puts
Pseudo strike
8.19
IV
180.2%
B/E move
18.1%

30Δ

Calls
Pseudo strike
11.04
IV
159.6%
B/E move
20.3%
Puts
Pseudo strike
8.58
IV
158.0%
B/E move
14.4%

35Δ

Calls
Pseudo strike
10.77
IV
147.6%
B/E move
17.8%
Puts
Pseudo strike
8.97
IV
135.9%
B/E move
10.8%

40Δ

Calls
Pseudo strike
10.53
IV
137.0%
B/E move
15.7%
Puts
Pseudo strike
9.17
IV
127.1%
B/E move
9.2%

45Δ

Calls
Pseudo strike
10.29
IV
126.4%
B/E move
13.5%
Puts
Pseudo strike
9.36
IV
119.7%
B/E move
7.9%

50Δ

Calls
Pseudo strike
10.05
IV
115.8%
B/E move
11.4%
Puts
Pseudo strike
9.55
IV
112.2%
B/E move
6.5%

55Δ

Calls
Pseudo strike
9.81
IV
105.2%
B/E move
9.2%
Puts
Pseudo strike
9.74
IV
104.8%
B/E move
5.2%

60Δ

Calls
Pseudo strike
9.57
IV
94.6%
B/E move
7.1%
Puts
Pseudo strike
9.93
IV
97.3%
B/E move
3.8%

65Δ

Calls
Pseudo strike
9.33
IV
84.1%
B/E move
4.9%
Puts
Pseudo strike
10.22
IV
101.1%
B/E move
3.1%

70Δ

Calls
Pseudo strike
9.10
IV
73.5%
B/E move
2.8%
Puts
Pseudo strike
10.57
IV
111.4%
B/E move
2.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.92
IV
121.7%
B/E move
2.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.96
IV
162.9%
B/E move
2.3%

Options history

IV · four-Friday blend61.63%
Daily EOD
NVYY58.8%60.3%61.8%2026-10-19: 59.03%2026-10-20: 60.21%2026-10-22: 60.50%2026-10-23: 59.11%2026-10-26: 60.35%2026-10-27: 60.15%2026-10-28: 59.59%2026-10-29: 60.40%2026-10-30: 61.63%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
59.03%
60.21%
60.50%
59.11%
60.35%
60.15%
59.59%
60.40%
61.63%