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GraniteShares ETF Trust GraniteShares YieldBOOST QQQ ETF TQQY

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Market datapartial · fetched 2026-11-13T18:53:25.852Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-13T17:47:06.845605832Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:53:24.413719+00:00

Share price$11.16
1D-0.5%
$11.12$11.15$11.18$11.20$11.235:30 AM6:30 AM9:00 AM1:00 PMTQQY
Sold putSold call

GraniteShares ETF Trust GraniteShares YieldBOOST QQQ ETF options

Live interpolated TQQY call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares YieldBOOST QQQ ETF$0.15$0.37$0.59$0.81$1.04$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICETQQY PRICE$0.17$0.24$0.31$0.37$0.44$0.51$0.57$0.64$0.70$0.77$0.84$0.90$0.97
Puts——
CallsExpensive1.18×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.8023.5%16.2%
25Δ12.6122.8%15.2%
30Δ12.4322.1%14.1%
35Δ12.2421.4%13.0%
40Δ12.0620.7%12.0%
45Δ11.8720.0%10.9%
50Δ11.6819.3%9.8%
55Δ11.5018.6%8.7%
60Δ11.3117.9%7.7%
65Δ11.1317.2%6.6%
70Δ10.9416.5%5.5%
75Δ10.7515.8%4.5%
80Δ10.5715.1%3.4%

20Δ

Calls
Pseudo strike
12.80
IV
23.5%
B/E move
16.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
12.61
IV
22.8%
B/E move
15.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
12.43
IV
22.1%
B/E move
14.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
12.24
IV
21.4%
B/E move
13.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
12.06
IV
20.7%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
11.87
IV
20.0%
B/E move
10.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
11.68
IV
19.3%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
11.50
IV
18.6%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
11.31
IV
17.9%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
11.13
IV
17.2%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.94
IV
16.5%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.75
IV
15.8%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.57
IV
15.1%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend42.45%
Daily EOD
TQQY42.1%42.7%43.3%2026-10-19: 42.15%2026-10-22: 43.26%2026-10-30: 42.45%Oct 19Oct 22Oct 30
3 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.15%
43.26%
42.45%