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GraniteShares ETF Trust GraniteShares YieldBOOST TSLA ETF TSYY

i

Market dataready · fetched 2026-11-12T01:50:43.966Z

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: 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 · 2026-11-11T21:00:00.585832376Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:50:43.550973+00:00

Share price$18.87
1D+0.1%
AH$18.83$18.84$18.86$18.88$18.905:30 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$0.26$1.36$2.46$3.57$4.67$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICETSYY PRICE$0.38$0.38$0.38$0.39$0.39$0.40$0.40$0.41$0.42$0.49$0.57$0.66$0.74$0.93$1.14$1.35$1.72$2.60$4.35
PutsExpensive2.27×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.77126.7%22.7%16.50114.0%14.7%
25Δ21.0192.1%13.4%17.3289.3%10.4%
30Δ20.5579.8%11.0%17.9072.1%7.3%
35Δ20.1067.8%8.6%18.2167.1%6.1%
40Δ19.6555.7%6.2%18.4664.6%5.2%
45Δ19.1943.6%3.8%18.7162.0%4.3%
50Δ18.9659.4%3.4%
55Δ19.2361.1%2.9%
60Δ19.5163.5%2.6%
65Δ19.8066.0%2.2%
70Δ20.2273.2%1.9%
75Δ21.1093.9%1.9%
80Δ22.85128.6%1.9%

20Δ

Calls
Pseudo strike
22.77
IV
126.7%
B/E move
22.7%
Puts
Pseudo strike
16.50
IV
114.0%
B/E move
14.7%

25Δ

Calls
Pseudo strike
21.01
IV
92.1%
B/E move
13.4%
Puts
Pseudo strike
17.32
IV
89.3%
B/E move
10.4%

30Δ

Calls
Pseudo strike
20.55
IV
79.8%
B/E move
11.0%
Puts
Pseudo strike
17.90
IV
72.1%
B/E move
7.3%

35Δ

Calls
Pseudo strike
20.10
IV
67.8%
B/E move
8.6%
Puts
Pseudo strike
18.21
IV
67.1%
B/E move
6.1%

40Δ

Calls
Pseudo strike
19.65
IV
55.7%
B/E move
6.2%
Puts
Pseudo strike
18.46
IV
64.6%
B/E move
5.2%

45Δ

Calls
Pseudo strike
19.19
IV
43.6%
B/E move
3.8%
Puts
Pseudo strike
18.71
IV
62.0%
B/E move
4.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.96
IV
59.4%
B/E move
3.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.23
IV
61.1%
B/E move
2.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.51
IV
63.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.80
IV
66.0%
B/E move
2.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.22
IV
73.2%
B/E move
1.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.10
IV
93.9%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.85
IV
128.6%
B/E move
1.9%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations