IntraAlpha
Create free account Start free

GraniteShares ETF Trust GraniteShares YieldBOOST TSLA ETF TSYY

i

Market dataready · fetched 2026-11-06T21:06:53.457Z

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 · 2026-11-06T21:00:00.109325112Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:06:53.010901+00:00

Share price$18.59
1D+0.0%
AH$18.55$18.57$18.59$18.61$18.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSYY
Sold putSold callAH

GraniteShares ETF Trust GraniteShares YieldBOOST TSLA ETF options

Live interpolated TSYY call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares YieldBOOST TSLA ETF$0.27$1.27$2.28$3.28$4.29$17.14$18.00$18.85$19.70$20.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TSYY spot · $18.59TSYY PRICE$0.38$0.38$0.38$0.41$0.44$0.47$0.51$0.55$0.59$0.62$0.66$0.70$0.80$0.43$0.45$0.50$0.54$0.62$0.70$0.79$0.87$1.08$1.35$1.62$4.00
Puts——
CallsExpensive2.59×
Skew——
Implied moveBearish±$1.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.57102.6%23.4%16.1496.9%15.5%
25Δ20.8174.8%13.9%17.0177.0%10.9%
30Δ19.9358.6%9.3%17.4668.3%8.8%
35Δ19.5451.9%7.3%17.9159.5%6.6%
40Δ19.1645.1%5.4%18.1955.7%5.5%
45Δ18.9240.7%4.3%18.4353.3%4.6%
50Δ18.7838.0%3.8%18.6750.8%3.8%
55Δ18.6435.3%3.2%18.9248.3%2.9%
60Δ18.5132.6%2.7%19.2149.6%2.4%
65Δ18.3729.9%2.2%19.5452.9%2.1%
70Δ18.2327.2%1.6%19.8856.2%1.8%
75Δ18.0924.5%1.1%
80Δ17.9222.9%0.7%22.2696.9%1.8%

20Δ

Calls
Pseudo strike
22.57
IV
102.6%
B/E move
23.4%
Puts
Pseudo strike
16.14
IV
96.9%
B/E move
15.5%

25Δ

Calls
Pseudo strike
20.81
IV
74.8%
B/E move
13.9%
Puts
Pseudo strike
17.01
IV
77.0%
B/E move
10.9%

30Δ

Calls
Pseudo strike
19.93
IV
58.6%
B/E move
9.3%
Puts
Pseudo strike
17.46
IV
68.3%
B/E move
8.8%

35Δ

Calls
Pseudo strike
19.54
IV
51.9%
B/E move
7.3%
Puts
Pseudo strike
17.91
IV
59.5%
B/E move
6.6%

40Δ

Calls
Pseudo strike
19.16
IV
45.1%
B/E move
5.4%
Puts
Pseudo strike
18.19
IV
55.7%
B/E move
5.5%

45Δ

Calls
Pseudo strike
18.92
IV
40.7%
B/E move
4.3%
Puts
Pseudo strike
18.43
IV
53.3%
B/E move
4.6%

50Δ

Calls
Pseudo strike
18.78
IV
38.0%
B/E move
3.8%
Puts
Pseudo strike
18.67
IV
50.8%
B/E move
3.8%

55Δ

Calls
Pseudo strike
18.64
IV
35.3%
B/E move
3.2%
Puts
Pseudo strike
18.92
IV
48.3%
B/E move
2.9%

60Δ

Calls
Pseudo strike
18.51
IV
32.6%
B/E move
2.7%
Puts
Pseudo strike
19.21
IV
49.6%
B/E move
2.4%

65Δ

Calls
Pseudo strike
18.37
IV
29.9%
B/E move
2.2%
Puts
Pseudo strike
19.54
IV
52.9%
B/E move
2.1%

70Δ

Calls
Pseudo strike
18.23
IV
27.2%
B/E move
1.6%
Puts
Pseudo strike
19.88
IV
56.2%
B/E move
1.8%

75Δ

Calls
Pseudo strike
18.09
IV
24.5%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
17.92
IV
22.9%
B/E move
0.7%
Puts
Pseudo strike
22.26
IV
96.9%
B/E move
1.8%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations