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GraniteShares ETF Trust GraniteShares YieldBOOST COIN ETF COYY

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Market dataready · fetched 2026-11-08T09:15:37.036Z

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 · 2026-11-06T21:00:00.464850668Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-08T09:15:36.627517+00:00

Share price$11.87
1D-1.0%
AH$11.84$11.88$11.93$11.97$12.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOYY
Sold putSold callAH

GraniteShares ETF Trust GraniteShares YieldBOOST COIN ETF options

Live interpolated COYY call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares YieldBOOST COIN ETF$0.29$1.27$2.24$3.22$4.19$8.98$10.36$11.74$13.12$14.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COYY spot · $11.87COYY PRICE$0.40$0.40$0.42$0.46$0.50$0.54$0.57$0.61$0.65$0.69$0.73$0.76$0.80$0.42$0.48$0.56$0.63$0.71$0.78$0.86$0.93$1.01$1.08$1.16$1.23$3.91
PutsExpensive3.62×
CallsExpensive5.27×
SkewBearish+11.59 pp
Implied moveBearish±$1.43
TiltBearish29.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.04191.2%47.0%9.73153.0%21.6%
25Δ14.64139.0%26.8%10.20134.9%18.1%
30Δ13.87118.5%20.4%10.46127.9%16.5%
35Δ13.64111.4%18.8%10.73120.8%14.9%
40Δ13.41104.4%17.2%10.99113.8%13.3%
45Δ13.1897.3%15.6%11.26106.7%11.7%
50Δ12.9690.2%14.0%11.5299.7%10.1%
55Δ12.7383.1%12.4%11.7992.6%8.5%
60Δ12.5076.0%10.8%12.0585.6%6.9%
65Δ12.2769.0%9.2%12.3278.5%5.3%
70Δ12.0461.9%7.6%12.5871.5%3.7%
75Δ11.8154.8%6.0%12.8564.4%2.1%
80Δ11.5947.7%4.4%15.49145.6%2.5%

20Δ

Calls
Pseudo strike
17.04
IV
191.2%
B/E move
47.0%
Puts
Pseudo strike
9.73
IV
153.0%
B/E move
21.6%

25Δ

Calls
Pseudo strike
14.64
IV
139.0%
B/E move
26.8%
Puts
Pseudo strike
10.20
IV
134.9%
B/E move
18.1%

30Δ

Calls
Pseudo strike
13.87
IV
118.5%
B/E move
20.4%
Puts
Pseudo strike
10.46
IV
127.9%
B/E move
16.5%

35Δ

Calls
Pseudo strike
13.64
IV
111.4%
B/E move
18.8%
Puts
Pseudo strike
10.73
IV
120.8%
B/E move
14.9%

40Δ

Calls
Pseudo strike
13.41
IV
104.4%
B/E move
17.2%
Puts
Pseudo strike
10.99
IV
113.8%
B/E move
13.3%

45Δ

Calls
Pseudo strike
13.18
IV
97.3%
B/E move
15.6%
Puts
Pseudo strike
11.26
IV
106.7%
B/E move
11.7%

50Δ

Calls
Pseudo strike
12.96
IV
90.2%
B/E move
14.0%
Puts
Pseudo strike
11.52
IV
99.7%
B/E move
10.1%

55Δ

Calls
Pseudo strike
12.73
IV
83.1%
B/E move
12.4%
Puts
Pseudo strike
11.79
IV
92.6%
B/E move
8.5%

60Δ

Calls
Pseudo strike
12.50
IV
76.0%
B/E move
10.8%
Puts
Pseudo strike
12.05
IV
85.6%
B/E move
6.9%

65Δ

Calls
Pseudo strike
12.27
IV
69.0%
B/E move
9.2%
Puts
Pseudo strike
12.32
IV
78.5%
B/E move
5.3%

70Δ

Calls
Pseudo strike
12.04
IV
61.9%
B/E move
7.6%
Puts
Pseudo strike
12.58
IV
71.5%
B/E move
3.7%

75Δ

Calls
Pseudo strike
11.81
IV
54.8%
B/E move
6.0%
Puts
Pseudo strike
12.85
IV
64.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
11.59
IV
47.7%
B/E move
4.4%
Puts
Pseudo strike
15.49
IV
145.6%
B/E move
2.5%

Options history

IV · four-Friday blend56.98%
Daily EOD
COYY51.1%54.2%57.4%2026-10-22: 55.36%2026-10-23: 51.50%2026-10-26: 54.65%2026-10-27: 56.98%Oct 22Oct 23Oct 27
4 observations2026-10-22 — 2026-10-27
Table
DateIV (%)
55.36%
51.50%
54.65%
56.98%