NVYY
GraniteShares YieldBOOST NVDA ETF
2026-07-09
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XNAS · Active · options-income
NVYY
GraniteShares YieldBOOST NVDA ETF
GraniteShares Advisors LLC
Verdict
AVOID
Weighted score · 2.95 / 5
AUM
assets under mgmt
Avg Volume
108K
shares · daily
Distribution
142.5%
Weekly · 97% ROC
Expense Ratio
1.07%
1.07% gross
1Y Return
vs underlying
Sharpe
1.10
Max DD -14.9%
Fund Identity
What it is, who runs it, where it lives.
The Fund's primary investment objective is to seek current income.
NVYY is an actively managed ETF that sells put options (or enters into swap agreements referencing put options) on a 2x leveraged NVDA ETF (the Underlying NVDA ETF, e.g., NVDU, NVDX, or NVDL) to generate current income from option premiums. The Fund invests at least 80% of its net assets in derivatives contracts utilizing the Underlying NVDA ETF as the reference asset. The strategy caps upside participation in the Underlying NVDA ETF while retaining full downside exposure, offset only by premiums received. The Fund may employ either a Standard Strategy (selling put options outright) or a Defensive Strategy (put spreads) with maturities ranging from one week to one month.
Ticker
NVYY
Issuer
GraniteShares Advisors LLC
Exchange
XNAS
Inception
2025-05-13 · 1.1 yrs
Mgmt style
Active
Replication
Derivatives (options/futures) — sells put options directly or via swap agreements on a 2x leveraged NVDA ETF
Index-based
Leverage
None
Strategy & Options Mechanics
How the portfolio is built and where the income comes from.
PORTFOLIO
Options
actively managed
OPTIONS OVERLAY
Strategy
Short put options (Standard Strategy) and short put spreads (Defensive Strategy) on the Underlying NVDA ETF; options may be FLEX or standard exchange-listed puts, European or American style, with strike prices from 40% OTM to 10% ITM and maturities of 1 week to 1 month
generates income
Underlying
2x leveraged NVDA ETFs (NVDU, NVDX, NVDL)
income exposure
WEEKLY
142.5%
DIST. RATE
97% ROC
Ordinary Income
Underlying
2x leveraged NVDA ETFs (NVDU, NVDX, NVDL)
Strategy
Short put options (Standard Strategy) and short put spreads (Defensive Strategy) on the Underlying NVDA ETF; options may be FLEX or standard exchange-listed puts, European or American style, with strike prices from 40% OTM to 10% ITM and maturities of 1 week to 1 month
Tax
Ordinary Income
The Fund sells put options contracts, either directly or through swap agreements, on a 2x leveraged NVDA ETF to collect premiums as current income. In the Standard Strategy the Fund sells puts outright; in the Defensive Strategy it sells a put and buys a lower-strike put (put spread) for partial downside protection. The Fund invests at least 80% of net assets (at notional value) in these derivatives, and gain participation is capped at the strike price of the sold put while full downside exposure remains.
Performance & NAV
Total return vs. the underlying, with drawdown context.
NAV HISTORY · JUN '25 – JUN '26
max DD -14.9% $13.09
JUN '25JUN '26
Max DD
-14.9%
Volatility
23.8%
Sharpe
1.10
Sortino
1.51
Calmar
1.47
Beta
Flat-NAV reinvestment hurdle
61.2%
Share of each distribution you’d need to reinvest just to hold NAV flat. Higher means more of the yield is your own capital coming back.
1Y vs Underlying
Tracking err.
Yield on cost
72.8%
Distribution & Tax
Where the yield comes from — and how it’s taxed.
Composition · Recent Distribution
97%
ROC
Return of Capital — mixed97%
Net Investment Income3%
Frequency
Weekly
Dist. rate
142.54%
ROC %
97%
30-day SEC
not reported
Consistency
4 w/o cut
YOC · 1yr-ago buyer
68.7%
Tax Treatment — Ordinary Income
ORDINARY INCOME
Distribution Composition (Recent)
97% Return of Capital
ROC is not free money — it lowers your cost basis. When shares are sold, capital gains are computed against the lower basis.
Composition · Narrative
On May 19, 2026, NVYY paid a distribution of $0.21451 per share. An estimated 97.47% of the distribution is classified as return of capital under GAAP, with the remaining 2.53% from other sources. The final tax character will be determined in January 2027.
Distribution & Return of Capital
Per-month payout split and the running return-of-capital share · last 14 months.
DIST ($/sh)ROC %
$0.00$0.17$0.35 0%50%100% 2026 ~97% JAN '26FEB '26MAR '26APR '26MAY '26 2026
Return of capital ($/sh)
Net investment income ($/sh)
Monthly ROC %
Calendar-year ROC (YTD est.)
Distribution Growth & Schedule
Per-period growth of the payout, the latest schedule, and how long distributions take to repay NAV.
Distribution Growth by Lookback Period
-40.4% 1M -45.4% 3M -63.9% 6M -80.9% 1Y
Latest Distribution Schedule
Record date
2026-06-18
Ex-dividend
2026-06-18
Pay date
Payback Period
0.7 yr
Dist. Since Incep.
$20.5
Holdings & Concentration
Position sizing, top-name weights, and concentration risk.
Sector Mix · Tilt vs S&P 500
No sector feed for this fund.
Holdings
9
Top-10 Wt.
Technical Signal & Liquidity
Moving-average posture and a read on tradability.
Price vs. Moving Averages
$13.6$13.1$12.5$11.9
FEB '26JUN '26
Price $13.09
50-DMA $13.16
200-DMA $12.92
Bullish — 50-DMA above 200-DMA
Price $13.09 is above the 200-day SMA ($12.92); 50-day SMA $13.16. The 50-day SMA sits above the 200-day — an established uptrend, no recent crossover. Moving-average signals are a timing aid, not a recommendation — weigh them against the distribution profile and framework score.
Liquidity
Avg daily volume
108K
Avg dollar volume
$1,516,441
Bid/ask spread
0.20%
Premium/discount
Turnover
Estimated bid/ask spread ~0.20% (moderate). Average daily dollar volume ~$1.5M (adequate). This spread is a high-low estimate, not a live quote; the issuer's reported median spread and premium/discount to NAV are shown above when available.
Assets Under Management
Source: shares×price (Massive, monthly).
AUM ($)
$100M$50M$1M
MAY '25JUN '26
SOURCES  Massive market-data API, SEC EDGAR filings, issuer disclosures.
NVYY · 2026-06-21
Prepared by denvereyon
Research aid, not investment advice.