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GraniteShares Nasdaq Select Disruptors ETF DRUP

i

Market dataready · fetched 2026-11-05T16:53:37.037Z

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 · 2026-11-05T16:01:45.729419032Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T16:53:34.001654+00:00

Share price$67.30
1D+0.0%
$67.26$67.28$67.30$67.31$67.335:30 AM6:30 AM9:00 AM1:00 PMDRUP
Sold putSold call

GraniteShares Nasdaq Select Disruptors ETF options

Live interpolated DRUP call and put midpoint premiums by absolute delta.GraniteShares Nasdaq Select Disruptors ETF$1.03$1.59$2.16$2.72$3.29$61.44$64.35$67.26$70.17$73.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive DRUP spot · $67.30DRUP PRICE$1.36$1.57$1.90$2.28$2.76$3.13$1.09$1.16$1.24$1.37$1.50$1.97$2.59$3.06
Puts——
Calls——
Skew——
Implied moveBullish±$3.27
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ65.8532.6%3.8%
40Δ68.8936.2%4.4%66.4929.0%2.9%
45Δ68.2035.2%3.7%67.0625.9%2.2%
50Δ67.5736.1%3.2%67.4624.5%1.8%
55Δ66.9537.8%2.9%67.8623.0%1.4%
60Δ66.2539.4%2.5%68.4325.3%1.2%
65Δ65.5939.0%2.1%69.0829.2%1.2%
70Δ69.7229.8%1.0%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.85
IV
32.6%
B/E move
3.8%

40Δ

Calls
Pseudo strike
68.89
IV
36.2%
B/E move
4.4%
Puts
Pseudo strike
66.49
IV
29.0%
B/E move
2.9%

45Δ

Calls
Pseudo strike
68.20
IV
35.2%
B/E move
3.7%
Puts
Pseudo strike
67.06
IV
25.9%
B/E move
2.2%

50Δ

Calls
Pseudo strike
67.57
IV
36.1%
B/E move
3.2%
Puts
Pseudo strike
67.46
IV
24.5%
B/E move
1.8%

55Δ

Calls
Pseudo strike
66.95
IV
37.8%
B/E move
2.9%
Puts
Pseudo strike
67.86
IV
23.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
66.25
IV
39.4%
B/E move
2.5%
Puts
Pseudo strike
68.43
IV
25.3%
B/E move
1.2%

65Δ

Calls
Pseudo strike
65.59
IV
39.0%
B/E move
2.1%
Puts
Pseudo strike
69.08
IV
29.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.72
IV
29.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.47%
Daily EOD
DRUP21.2%26.7%32.3%2026-10-19: 21.96%2026-10-20: 22.85%2026-10-21: 23.28%2026-10-22: 22.86%2026-10-23: 24.00%2026-10-26: 31.54%2026-10-27: 23.98%2026-10-28: 24.29%2026-10-29: 23.91%2026-10-30: 24.47%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.96%
22.85%
23.28%
22.86%
24.00%
31.54%
23.98%
24.29%
23.91%
24.47%