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GraniteShares Nasdaq Select Disruptors ETF DRUP

i

Market dataready · fetched 2026-11-07T06:34:18.377Z

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 · 2026-11-07T01:00:00.079556682Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T06:34:17.991233+00:00

Share price$66.49
1D-0.3%
AH$66.50$66.56$66.63$66.70$66.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDRUP
Sold putSold callAH

GraniteShares Nasdaq Select Disruptors ETF options

Live interpolated DRUP call and put midpoint premiums by absolute delta.GraniteShares Nasdaq Select Disruptors ETF$0.63$1.74$2.84$3.95$5.05$60.51$63.68$66.85$70.01$73.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRUP spot · $66.49DRUP PRICE$0.75$0.85$1.00$1.13$1.26$1.42$1.69$2.05$2.40$2.75$3.22$3.81$4.73$0.84$0.96$1.10$1.21$1.34$1.51$1.72$1.98$2.27$2.64$3.08$3.56$4.03
PutsFair1.00×
CallsExpensive2.75×
SkewBullish-2.87 pp
Implied moveBalanced±$3.42
TiltBalanced1.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.2555.1%11.3%61.1855.7%9.2%
25Δ71.0346.4%8.1%62.8248.0%7.0%
30Δ69.8042.8%6.5%63.9843.0%5.4%
35Δ68.7839.1%5.2%64.8938.5%4.2%
40Δ67.9536.0%4.1%65.5835.4%3.4%
45Δ67.3034.6%3.4%66.1933.3%2.7%
50Δ66.7134.8%2.9%66.7032.8%2.3%
55Δ66.1536.6%2.6%67.2232.4%1.9%
60Δ65.5737.0%2.2%67.7432.1%1.5%
65Δ64.9737.0%1.8%68.3032.2%1.2%
70Δ64.2937.6%1.5%68.9132.7%1.0%
75Δ63.5238.8%1.3%69.5532.6%0.8%
80Δ62.4542.1%1.0%70.1831.9%0.5%

20Δ

Calls
Pseudo strike
73.25
IV
55.1%
B/E move
11.3%
Puts
Pseudo strike
61.18
IV
55.7%
B/E move
9.2%

25Δ

Calls
Pseudo strike
71.03
IV
46.4%
B/E move
8.1%
Puts
Pseudo strike
62.82
IV
48.0%
B/E move
7.0%

30Δ

Calls
Pseudo strike
69.80
IV
42.8%
B/E move
6.5%
Puts
Pseudo strike
63.98
IV
43.0%
B/E move
5.4%

35Δ

Calls
Pseudo strike
68.78
IV
39.1%
B/E move
5.2%
Puts
Pseudo strike
64.89
IV
38.5%
B/E move
4.2%

40Δ

Calls
Pseudo strike
67.95
IV
36.0%
B/E move
4.1%
Puts
Pseudo strike
65.58
IV
35.4%
B/E move
3.4%

45Δ

Calls
Pseudo strike
67.30
IV
34.6%
B/E move
3.4%
Puts
Pseudo strike
66.19
IV
33.3%
B/E move
2.7%

50Δ

Calls
Pseudo strike
66.71
IV
34.8%
B/E move
2.9%
Puts
Pseudo strike
66.70
IV
32.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
66.15
IV
36.6%
B/E move
2.6%
Puts
Pseudo strike
67.22
IV
32.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
65.57
IV
37.0%
B/E move
2.2%
Puts
Pseudo strike
67.74
IV
32.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
64.97
IV
37.0%
B/E move
1.8%
Puts
Pseudo strike
68.30
IV
32.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
64.29
IV
37.6%
B/E move
1.5%
Puts
Pseudo strike
68.91
IV
32.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
63.52
IV
38.8%
B/E move
1.3%
Puts
Pseudo strike
69.55
IV
32.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
62.45
IV
42.1%
B/E move
1.0%
Puts
Pseudo strike
70.18
IV
31.9%
B/E move
0.5%

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%