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GraniteShares ETF Trust GraniteShares YieldBOOST Bitcoin ETF XBTY

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Market datapartial · fetched 2026-10-22T23:44:58.093Z

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 · 2026-10-22T20:00:00.226905774Z

FundamentalsAlpha Vantage · unavailable

Share price$5.57
1D-0.0%
AH$5.55$5.56$5.57$5.58$5.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXBTY
Sold putSold callAH

GraniteShares ETF Trust GraniteShares YieldBOOST Bitcoin ETF options

Live interpolated XBTY call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares YieldBOOST Bitcoin ETF$0.40$1.08$1.76$2.44$3.12$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEXBTY PRICE$0.47$0.47$0.47$0.47$0.47$0.47$0.47$0.53$0.60$0.67$0.74$0.82$0.99$1.19$1.38$1.58$2.92
PutsExpensive5.68×
CallsExpensive6.44×
SkewBullish-34.03 pp
Implied move——
TiltBearish74.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.05203.3%35.7%
25Δ4.48167.6%28.1%
30Δ9.10210.7%71.9%4.91132.0%20.4%
35Δ7.46163.3%42.5%5.16119.3%16.9%
40Δ6.66132.2%28.1%5.36112.8%14.5%
45Δ6.10106.7%18.1%5.57106.4%12.1%
50Δ5.7799.9%9.8%
55Δ5.9793.5%7.4%
60Δ6.2293.5%6.2%
65Δ6.4794.4%5.2%
70Δ6.7295.3%4.2%
75Δ6.9796.2%3.2%
80Δ8.32135.7%3.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.05
IV
203.3%
B/E move
35.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.48
IV
167.6%
B/E move
28.1%

30Δ

Calls
Pseudo strike
9.10
IV
210.7%
B/E move
71.9%
Puts
Pseudo strike
4.91
IV
132.0%
B/E move
20.4%

35Δ

Calls
Pseudo strike
7.46
IV
163.3%
B/E move
42.5%
Puts
Pseudo strike
5.16
IV
119.3%
B/E move
16.9%

40Δ

Calls
Pseudo strike
6.66
IV
132.2%
B/E move
28.1%
Puts
Pseudo strike
5.36
IV
112.8%
B/E move
14.5%

45Δ

Calls
Pseudo strike
6.10
IV
106.7%
B/E move
18.1%
Puts
Pseudo strike
5.57
IV
106.4%
B/E move
12.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.77
IV
99.9%
B/E move
9.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.97
IV
93.5%
B/E move
7.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.22
IV
93.5%
B/E move
6.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.47
IV
94.4%
B/E move
5.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.72
IV
95.3%
B/E move
4.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.97
IV
96.2%
B/E move
3.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.32
IV
135.7%
B/E move
3.1%

Options history

No recorded observations