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GraniteShares HIPS US High Income ETF HIPS

i

Market dataready · fetched 2026-11-06T21:17:32.508Z

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 · 2026-11-06T21:10:00.003671891Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:17:32.730663+00:00

Share price$10.34
1D+0.2%
AH$10.30$10.34$10.39$10.43$10.475:30 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$0.30$0.40$0.51$0.61$0.72$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ 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$0.38$0.38$0.38$0.38$0.38$0.38$0.39$0.40$0.40$0.41$0.42$0.42$0.69$0.31$0.38$0.38$0.38
Puts——
CallsExpensive1.14×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.47197.3%53.2%8.75116.0%18.3%
25Δ13.48151.3%34.0%9.11113.5%15.6%
30Δ12.48121.7%24.4%9.4894.3%12.0%
35Δ11.4992.2%14.7%9.8575.1%8.3%
40Δ10.9474.2%9.4%
45Δ10.8167.6%8.3%
50Δ10.6860.9%7.1%
55Δ10.5554.3%5.9%
60Δ10.4347.6%4.8%
65Δ10.3040.9%3.6%
70Δ10.1734.3%2.4%
75Δ10.0527.6%1.3%
80Δ9.7434.7%0.8%

20Δ

Calls
Pseudo strike
15.47
IV
197.3%
B/E move
53.2%
Puts
Pseudo strike
8.75
IV
116.0%
B/E move
18.3%

25Δ

Calls
Pseudo strike
13.48
IV
151.3%
B/E move
34.0%
Puts
Pseudo strike
9.11
IV
113.5%
B/E move
15.6%

30Δ

Calls
Pseudo strike
12.48
IV
121.7%
B/E move
24.4%
Puts
Pseudo strike
9.48
IV
94.3%
B/E move
12.0%

35Δ

Calls
Pseudo strike
11.49
IV
92.2%
B/E move
14.7%
Puts
Pseudo strike
9.85
IV
75.1%
B/E move
8.3%

40Δ

Calls
Pseudo strike
10.94
IV
74.2%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
10.81
IV
67.6%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
10.68
IV
60.9%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
10.55
IV
54.3%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
10.43
IV
47.6%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
10.30
IV
40.9%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.17
IV
34.3%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.05
IV
27.6%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
9.74
IV
34.7%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend28.09%
Daily close
HIPS25.1%36.8%48.4%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 13Oct 19Oct 29
14 observations2026-08-13 — 2026-10-29
Table
DateIV (%)
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%