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GraniteShares ETF Trust GraniteShares YieldBOOST PLTR ETF PLYY

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Market dataready · fetched 2026-10-22T21:23:50.571Z

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 · 2026-10-22T20:00:00.291297124Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:23:49.337049+00:00

Share price$8.05
1D-0.3%
AH$8.05$8.06$8.07$8.08$8.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPLYY
Sold putSold callAH

GraniteShares ETF Trust GraniteShares YieldBOOST PLTR ETF options

Live interpolated PLYY call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares YieldBOOST PLTR ETF$0.25$1.83$3.40$4.97$6.55$4.90$6.44$7.97$9.51$11.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PLYY spot · $8.05PLYY PRICE$0.42$0.42$0.42$0.42$0.44$0.47$0.50$0.52$0.46$0.51$0.56$0.61$0.66$0.74$0.91$1.08$1.24$1.61$2.30$3.85$6.09
PutsExpensive6.07×
CallsExpensive7.06×
SkewBearish+6.80 pp
Implied moveBearish±$1.41
TiltBearish70.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.40218.4%109.0%6.12152.2%29.8%
25Δ11.89153.7%53.0%6.51137.4%25.5%
30Δ10.13116.0%31.1%6.91122.7%21.2%
35Δ9.2892.3%20.6%7.31107.9%16.8%
40Δ8.8378.9%15.2%7.7093.2%12.5%
45Δ8.5670.9%12.2%8.0782.4%9.0%
50Δ8.3062.9%9.2%8.3283.0%7.9%
55Δ8.0354.8%6.2%8.5883.6%6.8%
60Δ8.8484.2%5.7%
65Δ9.2691.4%4.9%
70Δ9.97109.9%4.7%
75Δ11.53143.2%4.5%
80Δ13.84175.1%3.8%

20Δ

Calls
Pseudo strike
16.40
IV
218.4%
B/E move
109.0%
Puts
Pseudo strike
6.12
IV
152.2%
B/E move
29.8%

25Δ

Calls
Pseudo strike
11.89
IV
153.7%
B/E move
53.0%
Puts
Pseudo strike
6.51
IV
137.4%
B/E move
25.5%

30Δ

Calls
Pseudo strike
10.13
IV
116.0%
B/E move
31.1%
Puts
Pseudo strike
6.91
IV
122.7%
B/E move
21.2%

35Δ

Calls
Pseudo strike
9.28
IV
92.3%
B/E move
20.6%
Puts
Pseudo strike
7.31
IV
107.9%
B/E move
16.8%

40Δ

Calls
Pseudo strike
8.83
IV
78.9%
B/E move
15.2%
Puts
Pseudo strike
7.70
IV
93.2%
B/E move
12.5%

45Δ

Calls
Pseudo strike
8.56
IV
70.9%
B/E move
12.2%
Puts
Pseudo strike
8.07
IV
82.4%
B/E move
9.0%

50Δ

Calls
Pseudo strike
8.30
IV
62.9%
B/E move
9.2%
Puts
Pseudo strike
8.32
IV
83.0%
B/E move
7.9%

55Δ

Calls
Pseudo strike
8.03
IV
54.8%
B/E move
6.2%
Puts
Pseudo strike
8.58
IV
83.6%
B/E move
6.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.84
IV
84.2%
B/E move
5.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.26
IV
91.4%
B/E move
4.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.97
IV
109.9%
B/E move
4.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.53
IV
143.2%
B/E move
4.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.84
IV
175.1%
B/E move
3.8%

Options history

No recorded observations