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GraniteShares ETF Trust GraniteShares YieldBOOST Bitcoin ETF XBTY

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Market dataready · fetched 2026-11-12T01:54:29.094Z

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 · 2026-11-11T21:00:00.289970616Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:54:28.744094+00:00

Share price$5.34
1D+0.2%
AH$5.31$5.32$5.33$5.34$5.355:30 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$0.42$0.67$0.92$1.16$1.41$3.58$4.13$4.68$5.24$5.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ 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 PRICELive XBTY spot · $5.33XBTY PRICE$0.45$0.45$0.45$0.47$0.51$0.54$0.58$0.62$0.45$0.45$0.45$0.45$0.50$0.55$0.61$0.66$0.71$0.77$0.82$1.07$1.34
PutsExpensive6.72×
Calls——
Skew——
Implied moveBearish±$1.11
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.87368.0%35.8%
25Δ4.28301.7%28.3%
30Δ8.65377.1%70.5%4.62248.6%21.8%
35Δ7.35302.0%46.2%4.96195.5%15.4%
40Δ6.43239.1%28.9%5.13180.8%13.2%
45Δ5.89201.7%19.2%5.27170.6%11.5%
50Δ5.68186.2%15.9%5.41160.5%9.9%
55Δ5.47170.7%12.7%5.56150.3%8.2%
60Δ5.26155.1%9.5%5.70140.1%6.5%
65Δ5.05139.6%6.2%5.84129.9%4.8%
70Δ5.99119.8%3.2%
75Δ6.27124.4%2.5%
80Δ6.57130.8%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.87
IV
368.0%
B/E move
35.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.28
IV
301.7%
B/E move
28.3%

30Δ

Calls
Pseudo strike
8.65
IV
377.1%
B/E move
70.5%
Puts
Pseudo strike
4.62
IV
248.6%
B/E move
21.8%

35Δ

Calls
Pseudo strike
7.35
IV
302.0%
B/E move
46.2%
Puts
Pseudo strike
4.96
IV
195.5%
B/E move
15.4%

40Δ

Calls
Pseudo strike
6.43
IV
239.1%
B/E move
28.9%
Puts
Pseudo strike
5.13
IV
180.8%
B/E move
13.2%

45Δ

Calls
Pseudo strike
5.89
IV
201.7%
B/E move
19.2%
Puts
Pseudo strike
5.27
IV
170.6%
B/E move
11.5%

50Δ

Calls
Pseudo strike
5.68
IV
186.2%
B/E move
15.9%
Puts
Pseudo strike
5.41
IV
160.5%
B/E move
9.9%

55Δ

Calls
Pseudo strike
5.47
IV
170.7%
B/E move
12.7%
Puts
Pseudo strike
5.56
IV
150.3%
B/E move
8.2%

60Δ

Calls
Pseudo strike
5.26
IV
155.1%
B/E move
9.5%
Puts
Pseudo strike
5.70
IV
140.1%
B/E move
6.5%

65Δ

Calls
Pseudo strike
5.05
IV
139.6%
B/E move
6.2%
Puts
Pseudo strike
5.84
IV
129.9%
B/E move
4.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.99
IV
119.8%
B/E move
3.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.27
IV
124.4%
B/E move
2.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.57
IV
130.8%
B/E move
1.9%

Options history

IV · four-Friday blend87.12%
Daily EOD
XBTY76.6%84.4%92.3%2026-10-19: 77.64%2026-10-20: 77.75%2026-10-21: 80.92%2026-10-22: 86.13%2026-10-23: 83.25%2026-10-26: 84.93%2026-10-27: 85.28%2026-10-28: 91.24%2026-10-29: 84.73%2026-10-30: 87.12%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
77.64%
77.75%
80.92%
86.13%
83.25%
84.93%
85.28%
91.24%
84.73%
87.12%