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GraniteShares ETF Trust GraniteShares YieldBOOST Semiconductor ETF SEMY

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Market datapartial · fetched 2026-10-22T17:53:46.912Z

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 · 2026-10-22T17:53:29.454504302Z

FundamentalsAlpha Vantage · unavailable

Share price$11.29
1D-0.9%
$11.26$11.32$11.38$11.44$11.505:30 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$0.97$1.18$1.39$1.61$6.53$8.66$10.78$12.91$15.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SEMY spot · $11.29SEMY PRICE$0.78$0.78$0.78$0.78$0.78$0.83$0.89$0.95$1.05$1.15$1.25$1.35$0.82$0.84$0.89$1.02$1.14$1.34$1.54
PutsExpensive3.96×
CallsExpensive3.85×
SkewBearish+31.81 pp
Implied moveBearish±$2.38
TiltBullish19.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.38180.0%33.0%
25Δ20.45213.8%88.0%9.32144.0%24.9%
30Δ15.86158.6%47.3%10.04120.5%18.9%
35Δ13.81123.9%29.2%10.51112.8%15.9%
40Δ12.72100.4%19.5%10.98105.0%12.9%
45Δ11.9982.1%13.1%11.39102.4%11.0%
50Δ11.6675.4%10.7%11.79100.0%9.3%
55Δ11.3368.7%8.3%
60Δ11.0162.0%5.9%
65Δ10.8058.7%5.0%
70Δ10.6055.5%4.1%
75Δ10.4052.3%3.2%
80Δ10.1949.1%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.38
IV
180.0%
B/E move
33.0%

25Δ

Calls
Pseudo strike
20.45
IV
213.8%
B/E move
88.0%
Puts
Pseudo strike
9.32
IV
144.0%
B/E move
24.9%

30Δ

Calls
Pseudo strike
15.86
IV
158.6%
B/E move
47.3%
Puts
Pseudo strike
10.04
IV
120.5%
B/E move
18.9%

35Δ

Calls
Pseudo strike
13.81
IV
123.9%
B/E move
29.2%
Puts
Pseudo strike
10.51
IV
112.8%
B/E move
15.9%

40Δ

Calls
Pseudo strike
12.72
IV
100.4%
B/E move
19.5%
Puts
Pseudo strike
10.98
IV
105.0%
B/E move
12.9%

45Δ

Calls
Pseudo strike
11.99
IV
82.1%
B/E move
13.1%
Puts
Pseudo strike
11.39
IV
102.4%
B/E move
11.0%

50Δ

Calls
Pseudo strike
11.66
IV
75.4%
B/E move
10.7%
Puts
Pseudo strike
11.79
IV
100.0%
B/E move
9.3%

55Δ

Calls
Pseudo strike
11.33
IV
68.7%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
11.01
IV
62.0%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
10.80
IV
58.7%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.60
IV
55.5%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.40
IV
52.3%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.19
IV
49.1%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations