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GraniteShares ETF Trust GraniteShares YieldBOOST Semiconductor ETF SEMY

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Market datapartial · fetched 2026-11-13T18:11:16.266Z

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 · 2026-11-13T18:06:31.473750824Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:11:14.995297+00:00

Share price$10.54
1D-0.9%
$10.51$10.55$10.58$10.61$10.655:30 AM6:30 AM9:00 AM1:00 PMSEMY
Sold putSold call

GraniteShares ETF Trust GraniteShares YieldBOOST Semiconductor ETF options

Live interpolated SEMY call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares YieldBOOST Semiconductor ETF$0.75$0.81$0.88$0.94$1.01$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESEMY PRICE$0.76$0.84$0.91$0.99
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ10.81145.8%9.7%
55Δ10.55137.9%8.0%
60Δ10.29129.9%6.3%
65Δ10.03122.0%4.6%
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

Calls
Pseudo strike
10.81
IV
145.8%
B/E move
9.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
10.55
IV
137.9%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
10.29
IV
129.9%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
10.03
IV
122.0%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend86.97%
Daily EOD
SEMY86.8%87.8%88.8%2026-10-28: 88.67%2026-10-30: 86.97%Oct 28Oct 30
2 observations2026-10-28 — 2026-10-30
Table
DateIV (%)
88.67%
86.97%