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YieldMax AAPL Option Income Strategy ETF APLY

i

Market dataready · fetched 2026-11-11T14:53:48.353Z

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 · 2026-11-11T14:53:28.109843538Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:53:47.934924+00:00

Share price$12.19
1D+0.0%
$12.16$12.17$12.18$12.19$12.205:30 AM6:30 AM9:00 AM1:00 PMAPLY
Sold putSold call

YieldMax AAPL Option Income Strategy ETF options

Live interpolated APLY call and put midpoint premiums by absolute delta.YieldMax AAPL Option Income Strategy ETF$0.29$0.62$0.94$1.27$1.59$10.22$11.34$12.46$13.58$14.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive APLY spot · $12.19APLY PRICE$0.33$0.36$0.42$0.48$0.54$0.59$0.65$0.71$0.77$0.83$0.89$0.95$1.01$0.33$0.35$0.36$0.38$0.40$0.46$0.54$0.62$0.70$0.79$0.87$0.95$1.50
PutsExpensive1.26×
CallsExpensive1.91×
SkewBullish-27.39 pp
Implied moveBullish±$1.19
TiltBalanced1.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.90169.8%33.1%10.20146.7%19.1%
25Δ14.85142.4%24.7%10.62127.6%15.8%
30Δ14.58134.9%23.0%11.04108.4%12.5%
35Δ14.31127.5%21.3%11.4689.3%9.1%
40Δ14.04120.1%19.6%11.8870.2%5.8%
45Δ13.77112.7%17.8%12.1063.6%4.5%
50Δ13.50105.2%16.1%12.2562.4%3.9%
55Δ13.2397.8%14.4%12.4061.1%3.4%
60Δ12.9690.4%12.7%12.5559.8%2.8%
65Δ12.6983.0%10.9%12.7058.5%2.3%
70Δ12.4375.6%9.2%12.8557.3%1.7%
75Δ12.1668.1%7.5%13.0056.0%1.2%
80Δ11.8960.7%5.8%13.5671.3%1.0%

20Δ

Calls
Pseudo strike
15.90
IV
169.8%
B/E move
33.1%
Puts
Pseudo strike
10.20
IV
146.7%
B/E move
19.1%

25Δ

Calls
Pseudo strike
14.85
IV
142.4%
B/E move
24.7%
Puts
Pseudo strike
10.62
IV
127.6%
B/E move
15.8%

30Δ

Calls
Pseudo strike
14.58
IV
134.9%
B/E move
23.0%
Puts
Pseudo strike
11.04
IV
108.4%
B/E move
12.5%

35Δ

Calls
Pseudo strike
14.31
IV
127.5%
B/E move
21.3%
Puts
Pseudo strike
11.46
IV
89.3%
B/E move
9.1%

40Δ

Calls
Pseudo strike
14.04
IV
120.1%
B/E move
19.6%
Puts
Pseudo strike
11.88
IV
70.2%
B/E move
5.8%

45Δ

Calls
Pseudo strike
13.77
IV
112.7%
B/E move
17.8%
Puts
Pseudo strike
12.10
IV
63.6%
B/E move
4.5%

50Δ

Calls
Pseudo strike
13.50
IV
105.2%
B/E move
16.1%
Puts
Pseudo strike
12.25
IV
62.4%
B/E move
3.9%

55Δ

Calls
Pseudo strike
13.23
IV
97.8%
B/E move
14.4%
Puts
Pseudo strike
12.40
IV
61.1%
B/E move
3.4%

60Δ

Calls
Pseudo strike
12.96
IV
90.4%
B/E move
12.7%
Puts
Pseudo strike
12.55
IV
59.8%
B/E move
2.8%

65Δ

Calls
Pseudo strike
12.69
IV
83.0%
B/E move
10.9%
Puts
Pseudo strike
12.70
IV
58.5%
B/E move
2.3%

70Δ

Calls
Pseudo strike
12.43
IV
75.6%
B/E move
9.2%
Puts
Pseudo strike
12.85
IV
57.3%
B/E move
1.7%

75Δ

Calls
Pseudo strike
12.16
IV
68.1%
B/E move
7.5%
Puts
Pseudo strike
13.00
IV
56.0%
B/E move
1.2%

80Δ

Calls
Pseudo strike
11.89
IV
60.7%
B/E move
5.8%
Puts
Pseudo strike
13.56
IV
71.3%
B/E move
1.0%

Options history

IV · four-Friday blend35.23%
Daily close
APLY31.1%41.2%51.3%2026-09-21: 34.69%2026-09-22: 35.03%2026-09-23: 33.74%2026-09-24: 34.44%2026-09-25: 32.53%2026-10-14: 44.75%2026-10-15: 49.93%2026-10-16: 33.42%2026-10-21: 33.71%2026-10-22: 35.56%2026-10-23: 34.97%2026-10-26: 35.15%2026-10-27: 38.22%2026-10-28: 35.65%2026-10-29: 37.63%2026-10-30: 35.23%Sep 21Oct 16Oct 30
16 observations2026-09-21 — 2026-10-30
Table
DateIV (%)
34.69%
35.03%
33.74%
34.44%
32.53%
44.75%
49.93%
33.42%
33.71%
35.56%
34.97%
35.15%
38.22%
35.65%
37.63%
35.23%