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GraniteShares ETF Trust GraniteShares YieldBOOST TSLA ETF TSYY

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Market datapartial · fetched 2026-10-22T22:01:09.512Z

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 · 2026-10-22T20:00:00.110947799Z

FundamentalsAlpha Vantage · unavailable

Share price$19.72
1D+0.5%
AH$19.62$19.66$19.70$19.74$19.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSYY
Sold putSold callAH

GraniteShares ETF Trust GraniteShares YieldBOOST TSLA ETF options

Live interpolated TSYY call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares YieldBOOST TSLA ETF$0.14$2.30$4.46$6.62$8.78$15.28$16.96$18.63$20.31$21.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSYY spot · $19.72TSYY PRICE$0.38$0.38$0.38$0.41$0.44$0.47$0.51$0.55$0.58$0.62$0.66$0.70$0.74$0.50$0.52$0.63$0.75$0.90$1.06$1.22$1.68$2.17$3.21$4.86$8.15
PutsExpensive2.11×
CallsExpensive1.09×
SkewBearish+39.24 pp
Implied moveBearish±$1.73
TiltBearish58.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.5866.2%21.5%16.8275.5%17.2%
25Δ21.9248.6%13.1%17.9458.4%11.7%
30Δ21.0437.6%8.6%18.4355.1%9.7%
35Δ20.6933.5%7.0%18.8952.5%8.0%
40Δ20.3729.9%5.5%19.2751.4%6.8%
45Δ20.0426.2%4.0%19.6350.8%5.8%
50Δ19.8924.3%3.4%19.9950.2%4.8%
55Δ19.7622.7%3.0%20.5056.6%4.5%
60Δ19.6421.1%2.5%21.0463.5%4.3%
65Δ19.5119.4%2.1%22.0978.5%4.3%
70Δ19.3917.8%1.6%23.7697.8%4.2%
75Δ19.2616.2%1.2%27.05129.5%4.2%
80Δ19.1314.5%0.8%

20Δ

Calls
Pseudo strike
23.58
IV
66.2%
B/E move
21.5%
Puts
Pseudo strike
16.82
IV
75.5%
B/E move
17.2%

25Δ

Calls
Pseudo strike
21.92
IV
48.6%
B/E move
13.1%
Puts
Pseudo strike
17.94
IV
58.4%
B/E move
11.7%

30Δ

Calls
Pseudo strike
21.04
IV
37.6%
B/E move
8.6%
Puts
Pseudo strike
18.43
IV
55.1%
B/E move
9.7%

35Δ

Calls
Pseudo strike
20.69
IV
33.5%
B/E move
7.0%
Puts
Pseudo strike
18.89
IV
52.5%
B/E move
8.0%

40Δ

Calls
Pseudo strike
20.37
IV
29.9%
B/E move
5.5%
Puts
Pseudo strike
19.27
IV
51.4%
B/E move
6.8%

45Δ

Calls
Pseudo strike
20.04
IV
26.2%
B/E move
4.0%
Puts
Pseudo strike
19.63
IV
50.8%
B/E move
5.8%

50Δ

Calls
Pseudo strike
19.89
IV
24.3%
B/E move
3.4%
Puts
Pseudo strike
19.99
IV
50.2%
B/E move
4.8%

55Δ

Calls
Pseudo strike
19.76
IV
22.7%
B/E move
3.0%
Puts
Pseudo strike
20.50
IV
56.6%
B/E move
4.5%

60Δ

Calls
Pseudo strike
19.64
IV
21.1%
B/E move
2.5%
Puts
Pseudo strike
21.04
IV
63.5%
B/E move
4.3%

65Δ

Calls
Pseudo strike
19.51
IV
19.4%
B/E move
2.1%
Puts
Pseudo strike
22.09
IV
78.5%
B/E move
4.3%

70Δ

Calls
Pseudo strike
19.39
IV
17.8%
B/E move
1.6%
Puts
Pseudo strike
23.76
IV
97.8%
B/E move
4.2%

75Δ

Calls
Pseudo strike
19.26
IV
16.2%
B/E move
1.2%
Puts
Pseudo strike
27.05
IV
129.5%
B/E move
4.2%

80Δ

Calls
Pseudo strike
19.13
IV
14.5%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations