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YieldMax Semiconductor Portfolio Option Income ETF CHPY

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Market dataready · fetched 2026-10-22T03:38:18.741Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T00:00:00.144659934Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T03:38:15.496022+00:00

Share price$61.23
1D-0.1%
AH$60.53$60.80$61.08$61.35$61.635:30 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$0.36$3.35$6.35$9.35$12.35$49.60$55.88$62.17$68.45$74.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CHPY spot · $61.23CHPY PRICE$0.68$1.01$0.94$0.90$1.03$1.18$1.64$2.09$2.23$2.36$2.74$3.14$3.54$0.97$1.35$1.51$2.04$2.65$2.91$4.25$4.46$5.89$8.52$11.48
PutsExpensive1.16×
CallsCheap0.64×
SkewBearish+26.71 pp
Implied moveBearish±$5.88
TiltBearish32.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.0938.3%12.3%55.4046.6%11.1%
25Δ66.9340.9%11.0%56.6047.2%9.8%
30Δ64.5429.8%6.9%58.0942.1%7.6%
35Δ63.1322.6%4.6%58.9145.7%7.1%
40Δ62.5321.3%3.8%59.8848.7%6.5%
45Δ61.9920.6%3.2%60.9445.2%5.2%
50Δ61.5023.7%3.1%62.1754.9%5.4%
55Δ61.0126.8%3.1%63.1949.5%4.1%
60Δ60.5324.9%2.5%64.7755.6%3.8%
65Δ60.0422.7%1.9%67.4767.3%3.7%
70Δ59.4722.3%1.6%70.6476.8%3.4%
75Δ58.9122.1%1.3%
80Δ58.3421.9%1.1%

20Δ

Calls
Pseudo strike
68.09
IV
38.3%
B/E move
12.3%
Puts
Pseudo strike
55.40
IV
46.6%
B/E move
11.1%

25Δ

Calls
Pseudo strike
66.93
IV
40.9%
B/E move
11.0%
Puts
Pseudo strike
56.60
IV
47.2%
B/E move
9.8%

30Δ

Calls
Pseudo strike
64.54
IV
29.8%
B/E move
6.9%
Puts
Pseudo strike
58.09
IV
42.1%
B/E move
7.6%

35Δ

Calls
Pseudo strike
63.13
IV
22.6%
B/E move
4.6%
Puts
Pseudo strike
58.91
IV
45.7%
B/E move
7.1%

40Δ

Calls
Pseudo strike
62.53
IV
21.3%
B/E move
3.8%
Puts
Pseudo strike
59.88
IV
48.7%
B/E move
6.5%

45Δ

Calls
Pseudo strike
61.99
IV
20.6%
B/E move
3.2%
Puts
Pseudo strike
60.94
IV
45.2%
B/E move
5.2%

50Δ

Calls
Pseudo strike
61.50
IV
23.7%
B/E move
3.1%
Puts
Pseudo strike
62.17
IV
54.9%
B/E move
5.4%

55Δ

Calls
Pseudo strike
61.01
IV
26.8%
B/E move
3.1%
Puts
Pseudo strike
63.19
IV
49.5%
B/E move
4.1%

60Δ

Calls
Pseudo strike
60.53
IV
24.9%
B/E move
2.5%
Puts
Pseudo strike
64.77
IV
55.6%
B/E move
3.8%

65Δ

Calls
Pseudo strike
60.04
IV
22.7%
B/E move
1.9%
Puts
Pseudo strike
67.47
IV
67.3%
B/E move
3.7%

70Δ

Calls
Pseudo strike
59.47
IV
22.3%
B/E move
1.6%
Puts
Pseudo strike
70.64
IV
76.8%
B/E move
3.4%

75Δ

Calls
Pseudo strike
58.91
IV
22.1%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
58.34
IV
21.9%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations