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YieldMax Semiconductor Portfolio Option Income ETF CHPY

i

Market dataready · fetched 2026-11-11T04:22:20.414Z

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 · 2026-11-11T01:00:00.05739965Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T04:22:19.997393+00:00

Share price$52.41
1D+1.4%
AH$51.04$51.63$52.22$52.81$53.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCHPY
Sold putSold callAH

YieldMax Semiconductor Portfolio Option Income ETF options

Live interpolated CHPY call and put midpoint premiums by absolute delta.YieldMax Semiconductor Portfolio Option Income ETF$0.11$3.42$6.73$10.04$13.36$43.88$48.04$52.20$56.35$60.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CHPY spot · $52.41CHPY PRICE$0.47$0.60$0.75$0.93$1.05$1.14$1.36$1.58$1.78$1.97$2.19$2.48$2.77$0.70$1.07$1.34$1.64$2.04$2.34$2.91$3.31$3.76$4.42$6.04$8.03$12.40
PutsExpensive1.06×
CallsCheap0.55×
SkewBearish+39.13 pp
Implied moveBearish±$4.27
TiltBearish44.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.4750.4%8.6%48.0767.4%9.6%
25Δ55.5748.6%7.2%48.6575.4%9.2%
30Δ54.8347.1%6.1%49.4975.9%8.1%
35Δ54.2447.1%5.3%50.4474.0%6.9%
40Δ53.6444.7%4.4%51.2176.6%6.2%
45Δ53.0340.5%3.4%52.0673.6%5.1%
50Δ52.5840.5%2.9%52.9077.2%4.6%
55Δ52.1440.7%2.5%53.7175.4%3.8%
60Δ51.7239.7%2.1%54.5273.8%3.2%
65Δ51.3238.2%1.7%55.4674.6%2.6%
70Δ50.9136.8%1.3%57.1887.0%2.4%
75Δ50.4835.9%1.0%59.3398.2%2.1%
80Δ50.0435.1%0.8%63.78124.8%2.0%

20Δ

Calls
Pseudo strike
56.47
IV
50.4%
B/E move
8.6%
Puts
Pseudo strike
48.07
IV
67.4%
B/E move
9.6%

25Δ

Calls
Pseudo strike
55.57
IV
48.6%
B/E move
7.2%
Puts
Pseudo strike
48.65
IV
75.4%
B/E move
9.2%

30Δ

Calls
Pseudo strike
54.83
IV
47.1%
B/E move
6.1%
Puts
Pseudo strike
49.49
IV
75.9%
B/E move
8.1%

35Δ

Calls
Pseudo strike
54.24
IV
47.1%
B/E move
5.3%
Puts
Pseudo strike
50.44
IV
74.0%
B/E move
6.9%

40Δ

Calls
Pseudo strike
53.64
IV
44.7%
B/E move
4.4%
Puts
Pseudo strike
51.21
IV
76.6%
B/E move
6.2%

45Δ

Calls
Pseudo strike
53.03
IV
40.5%
B/E move
3.4%
Puts
Pseudo strike
52.06
IV
73.6%
B/E move
5.1%

50Δ

Calls
Pseudo strike
52.58
IV
40.5%
B/E move
2.9%
Puts
Pseudo strike
52.90
IV
77.2%
B/E move
4.6%

55Δ

Calls
Pseudo strike
52.14
IV
40.7%
B/E move
2.5%
Puts
Pseudo strike
53.71
IV
75.4%
B/E move
3.8%

60Δ

Calls
Pseudo strike
51.72
IV
39.7%
B/E move
2.1%
Puts
Pseudo strike
54.52
IV
73.8%
B/E move
3.2%

65Δ

Calls
Pseudo strike
51.32
IV
38.2%
B/E move
1.7%
Puts
Pseudo strike
55.46
IV
74.6%
B/E move
2.6%

70Δ

Calls
Pseudo strike
50.91
IV
36.8%
B/E move
1.3%
Puts
Pseudo strike
57.18
IV
87.0%
B/E move
2.4%

75Δ

Calls
Pseudo strike
50.48
IV
35.9%
B/E move
1.0%
Puts
Pseudo strike
59.33
IV
98.2%
B/E move
2.1%

80Δ

Calls
Pseudo strike
50.04
IV
35.1%
B/E move
0.8%
Puts
Pseudo strike
63.78
IV
124.8%
B/E move
2.0%

Options history

IV · four-Friday blend49.11%
Daily EOD
CHPY42.4%46.0%49.6%2026-10-19: 44.33%2026-10-20: 44.67%2026-10-21: 42.94%2026-10-22: 47.77%2026-10-23: 45.80%2026-10-26: 45.24%2026-10-27: 44.26%2026-10-28: 44.39%2026-10-29: 43.78%2026-10-30: 49.11%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
44.33%
44.67%
42.94%
47.77%
45.80%
45.24%
44.26%
44.39%
43.78%
49.11%