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GraniteShares ETF Trust GraniteShares YieldBOOST NVDA ETF NVYY

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Market dataready · fetched 2026-10-23T00:45:32.797Z

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 · 2026-10-22T22:02:29.267305612Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T00:45:32.490945+00:00

Share price$10.52
1D-1.4%
AH$10.50$10.54$10.58$10.62$10.675:30 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$0.21$1.99$3.77$5.55$7.33$7.35$8.76$10.17$11.58$12.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVYY spot · $10.52NVYY PRICE$0.40$0.40$0.40$0.42$0.44$0.47$0.51$0.55$0.59$0.62$0.66$0.46$0.49$0.54$0.59$0.69$0.79$0.89$0.99$1.33$1.72$2.40$3.55$6.82
PutsExpensive3.83×
CallsExpensive2.94×
SkewBearish+23.97 pp
Implied moveBearish±$1.40
TiltBearish59.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.19145.2%57.7%8.38120.0%24.7%
25Δ13.48104.8%31.9%9.1096.7%18.1%
30Δ12.2280.2%19.9%9.5286.2%14.7%
35Δ11.6467.9%14.7%9.9475.7%11.2%
40Δ11.2058.1%10.6%10.2171.7%9.4%
45Δ10.9151.8%8.2%10.4669.0%8.0%
50Δ10.7648.3%7.1%10.7266.2%6.6%
55Δ10.6144.8%6.0%10.9763.5%5.1%
60Δ10.4541.3%4.9%11.3769.8%4.6%
65Δ10.3037.8%3.8%11.8077.5%4.2%
70Δ10.1534.3%2.8%12.5190.6%3.9%
75Δ13.70110.5%3.6%
80Δ16.97158.5%3.5%

20Δ

Calls
Pseudo strike
16.19
IV
145.2%
B/E move
57.7%
Puts
Pseudo strike
8.38
IV
120.0%
B/E move
24.7%

25Δ

Calls
Pseudo strike
13.48
IV
104.8%
B/E move
31.9%
Puts
Pseudo strike
9.10
IV
96.7%
B/E move
18.1%

30Δ

Calls
Pseudo strike
12.22
IV
80.2%
B/E move
19.9%
Puts
Pseudo strike
9.52
IV
86.2%
B/E move
14.7%

35Δ

Calls
Pseudo strike
11.64
IV
67.9%
B/E move
14.7%
Puts
Pseudo strike
9.94
IV
75.7%
B/E move
11.2%

40Δ

Calls
Pseudo strike
11.20
IV
58.1%
B/E move
10.6%
Puts
Pseudo strike
10.21
IV
71.7%
B/E move
9.4%

45Δ

Calls
Pseudo strike
10.91
IV
51.8%
B/E move
8.2%
Puts
Pseudo strike
10.46
IV
69.0%
B/E move
8.0%

50Δ

Calls
Pseudo strike
10.76
IV
48.3%
B/E move
7.1%
Puts
Pseudo strike
10.72
IV
66.2%
B/E move
6.6%

55Δ

Calls
Pseudo strike
10.61
IV
44.8%
B/E move
6.0%
Puts
Pseudo strike
10.97
IV
63.5%
B/E move
5.1%

60Δ

Calls
Pseudo strike
10.45
IV
41.3%
B/E move
4.9%
Puts
Pseudo strike
11.37
IV
69.8%
B/E move
4.6%

65Δ

Calls
Pseudo strike
10.30
IV
37.8%
B/E move
3.8%
Puts
Pseudo strike
11.80
IV
77.5%
B/E move
4.2%

70Δ

Calls
Pseudo strike
10.15
IV
34.3%
B/E move
2.8%
Puts
Pseudo strike
12.51
IV
90.6%
B/E move
3.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.70
IV
110.5%
B/E move
3.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.97
IV
158.5%
B/E move
3.5%

Options history

No recorded observations