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GraniteShares ETF Trust GraniteShares YieldBOOST AMD ETF AMYY

i

Market dataready · fetched 2026-11-04T04:01:56.651Z

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 · 2026-11-03T21:00:00.139850363Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:01:55.951623+00:00

Share price$12.05
1D-0.1%
AH$12.04$12.05$12.06$12.07$12.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMYY
Sold putSold callAH

GraniteShares ETF Trust GraniteShares YieldBOOST AMD ETF options

Live interpolated AMYY call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares YieldBOOST AMD ETF$0.05$2.56$5.07$7.58$10.08$8.73$9.87$11.01$12.15$13.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ 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 PRICELive AMYY spot · $12.05AMYY PRICE$0.33$0.33$0.34$0.36$0.37$0.39$0.41$0.34$0.36$0.43$0.51$0.59$0.67$0.95$1.24$1.54$2.33$3.59$6.33$9.36
PutsExpensive3.09×
Calls——
Skew——
Implied moveBearish±$1.36
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.81128.2%33.9%10.20106.2%18.1%
25Δ14.1193.4%19.8%10.8087.8%13.4%
30Δ13.6982.6%16.4%11.1879.4%10.8%
35Δ13.3473.5%13.7%11.4476.2%9.2%
40Δ13.0064.4%11.0%11.7172.9%7.7%
45Δ12.6655.3%8.3%11.9869.7%6.1%
50Δ12.3246.2%5.6%12.3177.4%5.7%
55Δ12.6586.0%5.3%
60Δ12.9994.6%5.0%
65Δ13.78117.4%5.0%
70Δ15.04148.6%5.0%
75Δ17.78202.5%5.0%
80Δ20.91234.8%4.1%

20Δ

Calls
Pseudo strike
15.81
IV
128.2%
B/E move
33.9%
Puts
Pseudo strike
10.20
IV
106.2%
B/E move
18.1%

25Δ

Calls
Pseudo strike
14.11
IV
93.4%
B/E move
19.8%
Puts
Pseudo strike
10.80
IV
87.8%
B/E move
13.4%

30Δ

Calls
Pseudo strike
13.69
IV
82.6%
B/E move
16.4%
Puts
Pseudo strike
11.18
IV
79.4%
B/E move
10.8%

35Δ

Calls
Pseudo strike
13.34
IV
73.5%
B/E move
13.7%
Puts
Pseudo strike
11.44
IV
76.2%
B/E move
9.2%

40Δ

Calls
Pseudo strike
13.00
IV
64.4%
B/E move
11.0%
Puts
Pseudo strike
11.71
IV
72.9%
B/E move
7.7%

45Δ

Calls
Pseudo strike
12.66
IV
55.3%
B/E move
8.3%
Puts
Pseudo strike
11.98
IV
69.7%
B/E move
6.1%

50Δ

Calls
Pseudo strike
12.32
IV
46.2%
B/E move
5.6%
Puts
Pseudo strike
12.31
IV
77.4%
B/E move
5.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.65
IV
86.0%
B/E move
5.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.99
IV
94.6%
B/E move
5.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.78
IV
117.4%
B/E move
5.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.04
IV
148.6%
B/E move
5.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.78
IV
202.5%
B/E move
5.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.91
IV
234.8%
B/E move
4.1%

Options history

IV · four-Friday blend87.49%
Daily close
AMYY87.4%87.5%87.6%2026-08-20: 87.49%Aug 20
1 observations2026-08-20 — 2026-08-20
Table
DateIV (%)
87.49%