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GraniteShares ETF Trust GraniteShares YieldBOOST QQQ ETF TQQY

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Market dataready · fetched 2026-10-24T13:14:26.049Z

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 · 2026-10-23T20:00:00.344655248Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T13:08:05.122083+00:00

Share price$11.56
1D+0.6%
AH$11.49$11.52$11.55$11.57$11.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTQQY
Sold putSold callAH

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$0.24$1.27$2.30$3.34$4.37$8.52$9.93$11.34$12.75$14.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TQQY spot · $11.56TQQY PRICE$0.35$0.37$0.40$0.42$0.45$0.48$0.51$0.53$0.56$0.59$0.61$0.64$0.67$0.39$0.43$0.48$0.54$0.59$0.65$0.71$0.76$1.22$2.58$3.95$2.85$4.07
PutsExpensive4.19×
CallsExpensive4.63×
SkewBearish+14.18 pp
Implied moveBearish±$1.21
TiltBearish49.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.86114.3%40.2%9.5598.5%20.7%
25Δ14.7797.3%31.0%10.1382.9%16.0%
30Δ14.4490.7%28.3%10.4177.3%14.1%
35Δ14.1084.0%25.6%10.6971.6%12.2%
40Δ13.7677.4%23.0%10.9766.0%10.3%
45Δ13.4370.7%20.3%11.2560.3%8.3%
50Δ13.0964.1%17.6%11.5354.7%6.4%
55Δ12.7557.4%14.9%11.8149.0%4.5%
60Δ12.4250.8%12.2%12.3956.3%3.4%
65Δ12.0844.2%9.6%13.6593.0%4.3%
70Δ11.7437.5%6.9%14.91129.7%5.2%
75Δ11.4030.9%4.2%14.0889.0%2.9%
80Δ11.0724.2%1.5%15.3899.3%2.2%

20Δ

Calls
Pseudo strike
15.86
IV
114.3%
B/E move
40.2%
Puts
Pseudo strike
9.55
IV
98.5%
B/E move
20.7%

25Δ

Calls
Pseudo strike
14.77
IV
97.3%
B/E move
31.0%
Puts
Pseudo strike
10.13
IV
82.9%
B/E move
16.0%

30Δ

Calls
Pseudo strike
14.44
IV
90.7%
B/E move
28.3%
Puts
Pseudo strike
10.41
IV
77.3%
B/E move
14.1%

35Δ

Calls
Pseudo strike
14.10
IV
84.0%
B/E move
25.6%
Puts
Pseudo strike
10.69
IV
71.6%
B/E move
12.2%

40Δ

Calls
Pseudo strike
13.76
IV
77.4%
B/E move
23.0%
Puts
Pseudo strike
10.97
IV
66.0%
B/E move
10.3%

45Δ

Calls
Pseudo strike
13.43
IV
70.7%
B/E move
20.3%
Puts
Pseudo strike
11.25
IV
60.3%
B/E move
8.3%

50Δ

Calls
Pseudo strike
13.09
IV
64.1%
B/E move
17.6%
Puts
Pseudo strike
11.53
IV
54.7%
B/E move
6.4%

55Δ

Calls
Pseudo strike
12.75
IV
57.4%
B/E move
14.9%
Puts
Pseudo strike
11.81
IV
49.0%
B/E move
4.5%

60Δ

Calls
Pseudo strike
12.42
IV
50.8%
B/E move
12.2%
Puts
Pseudo strike
12.39
IV
56.3%
B/E move
3.4%

65Δ

Calls
Pseudo strike
12.08
IV
44.2%
B/E move
9.6%
Puts
Pseudo strike
13.65
IV
93.0%
B/E move
4.3%

70Δ

Calls
Pseudo strike
11.74
IV
37.5%
B/E move
6.9%
Puts
Pseudo strike
14.91
IV
129.7%
B/E move
5.2%

75Δ

Calls
Pseudo strike
11.40
IV
30.9%
B/E move
4.2%
Puts
Pseudo strike
14.08
IV
89.0%
B/E move
2.9%

80Δ

Calls
Pseudo strike
11.07
IV
24.2%
B/E move
1.5%
Puts
Pseudo strike
15.38
IV
99.3%
B/E move
2.2%

Options history

No recorded observations