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YieldMax COIN Option Income Strategy ETF CONY

i

Market dataready · fetched 2026-11-11T13:56:26.564Z

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 · 2026-11-11T13:37:26.967045438Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:56:26.125499+00:00

Share price$14.21
1D+0.0%
$14.20$14.21$14.21$14.21$14.225:30 AM6:30 AM9:00 AM1:00 PMCONY
Sold putSold call

YieldMax COIN Option Income Strategy ETF options

Live interpolated CONY call and put midpoint premiums by absolute delta.YieldMax COIN Option Income Strategy ETF$0.00$2.15$4.30$6.45$8.61$10.77$12.22$13.67$15.13$16.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CONY spot · $14.21CONY PRICE$0.16$0.20$0.25$0.28$0.31$0.34$0.37$0.41$0.44$0.28$0.34$0.45$0.57$0.68$0.86$1.11$1.36$1.71$2.20$2.89$4.70$7.98
PutsExpensive1.66×
Calls——
Skew——
Implied moveBearish±$1.48
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.6364.0%11.1%12.51103.5%13.9%
25Δ15.3362.4%9.3%13.0393.0%10.7%
30Δ15.0360.7%7.5%13.3094.2%9.6%
35Δ14.8657.2%6.5%13.5795.3%8.5%
40Δ14.7053.4%5.6%13.8496.5%7.4%
45Δ14.5449.6%4.7%14.14100.0%6.5%
50Δ14.3845.9%3.8%14.48106.6%5.9%
55Δ14.2242.1%2.9%14.81113.2%5.3%
60Δ14.0638.3%2.0%15.24122.0%4.8%
65Δ15.80133.6%4.3%
70Δ16.56148.7%3.8%
75Δ18.37192.6%3.8%
80Δ21.68252.7%3.6%

20Δ

Calls
Pseudo strike
15.63
IV
64.0%
B/E move
11.1%
Puts
Pseudo strike
12.51
IV
103.5%
B/E move
13.9%

25Δ

Calls
Pseudo strike
15.33
IV
62.4%
B/E move
9.3%
Puts
Pseudo strike
13.03
IV
93.0%
B/E move
10.7%

30Δ

Calls
Pseudo strike
15.03
IV
60.7%
B/E move
7.5%
Puts
Pseudo strike
13.30
IV
94.2%
B/E move
9.6%

35Δ

Calls
Pseudo strike
14.86
IV
57.2%
B/E move
6.5%
Puts
Pseudo strike
13.57
IV
95.3%
B/E move
8.5%

40Δ

Calls
Pseudo strike
14.70
IV
53.4%
B/E move
5.6%
Puts
Pseudo strike
13.84
IV
96.5%
B/E move
7.4%

45Δ

Calls
Pseudo strike
14.54
IV
49.6%
B/E move
4.7%
Puts
Pseudo strike
14.14
IV
100.0%
B/E move
6.5%

50Δ

Calls
Pseudo strike
14.38
IV
45.9%
B/E move
3.8%
Puts
Pseudo strike
14.48
IV
106.6%
B/E move
5.9%

55Δ

Calls
Pseudo strike
14.22
IV
42.1%
B/E move
2.9%
Puts
Pseudo strike
14.81
IV
113.2%
B/E move
5.3%

60Δ

Calls
Pseudo strike
14.06
IV
38.3%
B/E move
2.0%
Puts
Pseudo strike
15.24
IV
122.0%
B/E move
4.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.80
IV
133.6%
B/E move
4.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.56
IV
148.7%
B/E move
3.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.37
IV
192.6%
B/E move
3.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.68
IV
252.7%
B/E move
3.6%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations