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GraniteShares HIPS US High Income ETF HIPS

i

Market dataready · fetched 2026-11-04T09:01:16.126Z

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 · 2026-11-04T01:00:00.167270555Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:01:14.090877+00:00

Share price$10.48
1D-1.3%
AH$10.47$10.51$10.55$10.59$10.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHIPS
Sold putSold callAH

GraniteShares HIPS US High Income ETF options

Live interpolated HIPS call and put midpoint premiums by absolute delta.GraniteShares HIPS US High Income ETF$0.21$0.33$0.45$0.57$0.68$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEHIPS PRICE$0.23$0.28$0.33$0.38$0.40$0.43$0.45$0.48$0.50$0.53$0.55$0.65$0.38$0.38$0.38
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.57134.3%21.8%
25Δ11.9166.1%15.8%9.22104.5%15.6%
30Δ11.6065.7%13.3%9.6584.6%11.5%
35Δ11.2865.3%10.8%
40Δ10.9964.5%8.4%
45Δ10.8660.1%7.5%
50Δ10.7455.6%6.5%
55Δ10.6151.2%5.6%
60Δ10.4846.7%4.6%
65Δ10.3642.3%3.6%
70Δ10.2337.8%2.7%
75Δ10.1133.4%1.7%
80Δ9.9332.1%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.57
IV
134.3%
B/E move
21.8%

25Δ

Calls
Pseudo strike
11.91
IV
66.1%
B/E move
15.8%
Puts
Pseudo strike
9.22
IV
104.5%
B/E move
15.6%

30Δ

Calls
Pseudo strike
11.60
IV
65.7%
B/E move
13.3%
Puts
Pseudo strike
9.65
IV
84.6%
B/E move
11.5%

35Δ

Calls
Pseudo strike
11.28
IV
65.3%
B/E move
10.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
10.99
IV
64.5%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
10.86
IV
60.1%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
10.74
IV
55.6%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
10.61
IV
51.2%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
10.48
IV
46.7%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
10.36
IV
42.3%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.23
IV
37.8%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.11
IV
33.4%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
9.93
IV
32.1%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend28.09%
Daily close
HIPS25.1%36.8%48.4%2026-08-07: 44.21%2026-08-13: 35.21%2026-08-14: 32.19%2026-09-18: 42.32%2026-09-21: 41.29%2026-09-29: 26.73%2026-10-16: 42.16%2026-10-19: 42.33%2026-10-20: 44.11%2026-10-21: 45.91%2026-10-22: 45.83%2026-10-23: 45.37%2026-10-26: 46.69%2026-10-27: 46.81%2026-10-29: 28.09%Aug 7Oct 19Oct 29
15 observations2026-08-07 — 2026-10-29
Table
DateIV (%)
44.21%
35.21%
32.19%
42.32%
41.29%
26.73%
42.16%
42.33%
44.11%
45.91%
45.83%
45.37%
46.69%
46.81%
28.09%