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GraniteShares ETF Trust GraniteShares YieldBOOST Semiconductor ETF SEMY

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Market dataready · fetched 2026-10-23T00:22:07.165Z

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 · 2026-10-22T20:00:00.374697373Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T00:16:04.393304+00:00

Share price$11.25
1D-1.3%
AH$11.23$11.29$11.36$11.43$11.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSEMY
Sold putSold callAH

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$0.76$0.93$1.10$1.28$1.45$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESEMY PRICE$0.78$0.78$0.78$0.78$0.78$0.84$0.90$0.97$1.07$1.18$1.29$1.40$0.82$0.84
PutsExpensive5.20×
CallsExpensive3.93×
SkewBearish+69.57 pp
Implied move——
TiltBullish74.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.35181.2%33.1%
25Δ20.45215.8%88.7%9.29144.7%24.9%
30Δ15.83160.1%47.6%
35Δ13.78125.0%29.4%
40Δ12.69101.3%19.7%
45Δ11.9683.4%13.3%
50Δ11.6376.6%10.8%
55Δ11.2969.9%8.3%
60Δ10.9763.6%6.1%
65Δ10.7560.7%5.1%
70Δ10.5357.8%4.1%
75Δ10.3154.8%3.2%
80Δ10.1051.9%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.35
IV
181.2%
B/E move
33.1%

25Δ

Calls
Pseudo strike
20.45
IV
215.8%
B/E move
88.7%
Puts
Pseudo strike
9.29
IV
144.7%
B/E move
24.9%

30Δ

Calls
Pseudo strike
15.83
IV
160.1%
B/E move
47.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
13.78
IV
125.0%
B/E move
29.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
12.69
IV
101.3%
B/E move
19.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
11.96
IV
83.4%
B/E move
13.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
11.63
IV
76.6%
B/E move
10.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
11.29
IV
69.9%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
10.97
IV
63.6%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
10.75
IV
60.7%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.53
IV
57.8%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.31
IV
54.8%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.10
IV
51.9%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations