Share price$7.72
1D+0.1%
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i
Market dataready · fetched 2026-11-12T00:48:44.534Z
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 · 2026-11-11T21:00:00.408988226Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:48:44.212439+00:00
GraniteShares ETF Trust GraniteShares YieldBOOST PLTR ETF options
PutsExpensive3.15×
CallsExpensive5.37×
SkewBullish-38.06 pp
Implied moveBearish±$1.04
TiltBearish22.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.42 | 386.6% | 104.9% | 7.04 | 77.8% | 10.4% |
| 25Δ | 11.27 | 272.2% | 51.2% | 7.17 | 82.2% | 9.7% |
| 30Δ | 9.86 | 212.0% | 32.9% | 7.31 | 86.6% | 8.9% |
| 35Δ | 8.86 | 164.4% | 20.0% | 7.45 | 91.0% | 8.1% |
| 40Δ | 8.44 | 136.4% | 14.5% | 7.59 | 95.4% | 7.4% |
| 45Δ | 8.01 | 108.4% | 9.0% | 7.73 | 99.8% | 6.6% |
| 50Δ | 7.88 | 102.0% | 7.9% | 7.87 | 104.2% | 5.8% |
| 55Δ | 7.76 | 96.1% | 6.9% | 8.01 | 108.6% | 5.1% |
| 60Δ | 7.65 | 90.3% | 5.9% | 8.26 | 112.6% | 4.5% |
| 65Δ | 7.53 | 84.5% | 5.0% | 8.50 | 116.7% | 3.8% |
| 70Δ | 7.41 | 78.6% | 4.0% | 8.75 | 120.7% | 3.2% |
| 75Δ | 7.29 | 72.8% | 3.0% | 8.99 | 124.7% | 2.5% |
| 80Δ | 7.17 | 66.9% | 2.1% | 9.80 | 155.9% | 2.3% |
20Δ
- Pseudo strike
- 15.42
- IV
- 386.6%
- B/E move
- 104.9%
- Pseudo strike
- 7.04
- IV
- 77.8%
- B/E move
- 10.4%
25Δ
- Pseudo strike
- 11.27
- IV
- 272.2%
- B/E move
- 51.2%
- Pseudo strike
- 7.17
- IV
- 82.2%
- B/E move
- 9.7%
30Δ
- Pseudo strike
- 9.86
- IV
- 212.0%
- B/E move
- 32.9%
- Pseudo strike
- 7.31
- IV
- 86.6%
- B/E move
- 8.9%
35Δ
- Pseudo strike
- 8.86
- IV
- 164.4%
- B/E move
- 20.0%
- Pseudo strike
- 7.45
- IV
- 91.0%
- B/E move
- 8.1%
40Δ
- Pseudo strike
- 8.44
- IV
- 136.4%
- B/E move
- 14.5%
- Pseudo strike
- 7.59
- IV
- 95.4%
- B/E move
- 7.4%
45Δ
- Pseudo strike
- 8.01
- IV
- 108.4%
- B/E move
- 9.0%
- Pseudo strike
- 7.73
- IV
- 99.8%
- B/E move
- 6.6%
50Δ
- Pseudo strike
- 7.88
- IV
- 102.0%
- B/E move
- 7.9%
- Pseudo strike
- 7.87
- IV
- 104.2%
- B/E move
- 5.8%
55Δ
- Pseudo strike
- 7.76
- IV
- 96.1%
- B/E move
- 6.9%
- Pseudo strike
- 8.01
- IV
- 108.6%
- B/E move
- 5.1%
60Δ
- Pseudo strike
- 7.65
- IV
- 90.3%
- B/E move
- 5.9%
- Pseudo strike
- 8.26
- IV
- 112.6%
- B/E move
- 4.5%
65Δ
- Pseudo strike
- 7.53
- IV
- 84.5%
- B/E move
- 5.0%
- Pseudo strike
- 8.50
- IV
- 116.7%
- B/E move
- 3.8%
70Δ
- Pseudo strike
- 7.41
- IV
- 78.6%
- B/E move
- 4.0%
- Pseudo strike
- 8.75
- IV
- 120.7%
- B/E move
- 3.2%
75Δ
- Pseudo strike
- 7.29
- IV
- 72.8%
- B/E move
- 3.0%
- Pseudo strike
- 8.99
- IV
- 124.7%
- B/E move
- 2.5%
80Δ
- Pseudo strike
- 7.17
- IV
- 66.9%
- B/E move
- 2.1%
- Pseudo strike
- 9.80
- IV
- 155.9%
- B/E move
- 2.3%
Options history
IV · four-Friday blend71.59%
Daily EOD
10 observations2026-10-19 — 2026-10-30
Table
| Date | IV (%) |
|---|---|
| 75.01% | |
| 74.15% | |
| 76.89% | |
| 74.09% | |
| 73.31% | |
| 75.03% | |
| 74.51% | |
| 76.35% | |
| 74.47% | |
| 71.59% |