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YieldMax COIN Option Income Strategy ETF CONY

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Market dataready · fetched 2026-10-22T03:53:45.782Z

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 · 2026-10-22T00:00:00.04172782Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T03:52:35.752859+00:00

Share price$18.75
1D+1.6%
AH$18.28$18.48$18.69$18.89$19.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCONY
Sold putSold callAH

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$3.10$6.19$9.29$12.39$12.72$15.23$17.74$20.24$22.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CONY spot · $18.75CONY PRICE$0.23$0.29$0.36$0.46$0.56$0.66$0.77$0.91$1.06$1.20$1.35$1.50$1.65$0.48$0.70$0.93$1.16$1.40$1.66$2.18$2.87$3.43$4.65$6.14$11.49
PutsExpensive1.57×
CallsCheap0.66×
SkewBearish+57.05 pp
Implied moveBearish±$2.95
TiltBearish54.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.9341.1%12.9%16.2968.3%15.7%
25Δ20.4538.8%10.6%16.6974.7%14.7%
30Δ19.9936.6%8.5%17.1379.6%13.6%
35Δ19.7236.9%7.6%17.6879.8%11.9%
40Δ19.4537.3%6.7%18.2279.5%10.3%
45Δ19.1937.6%5.8%18.7578.5%8.8%
50Δ18.9237.9%5.0%19.4284.9%8.0%
55Δ18.6638.1%4.4%20.2194.8%7.6%
60Δ18.3938.3%3.7%20.9796.7%6.4%
65Δ18.1338.4%3.1%22.30109.0%5.9%
70Δ17.8837.6%2.6%23.92120.3%5.1%
75Δ17.6435.7%2.1%29.26168.9%5.2%
80Δ17.4133.7%1.6%

20Δ

Calls
Pseudo strike
20.93
IV
41.1%
B/E move
12.9%
Puts
Pseudo strike
16.29
IV
68.3%
B/E move
15.7%

25Δ

Calls
Pseudo strike
20.45
IV
38.8%
B/E move
10.6%
Puts
Pseudo strike
16.69
IV
74.7%
B/E move
14.7%

30Δ

Calls
Pseudo strike
19.99
IV
36.6%
B/E move
8.5%
Puts
Pseudo strike
17.13
IV
79.6%
B/E move
13.6%

35Δ

Calls
Pseudo strike
19.72
IV
36.9%
B/E move
7.6%
Puts
Pseudo strike
17.68
IV
79.8%
B/E move
11.9%

40Δ

Calls
Pseudo strike
19.45
IV
37.3%
B/E move
6.7%
Puts
Pseudo strike
18.22
IV
79.5%
B/E move
10.3%

45Δ

Calls
Pseudo strike
19.19
IV
37.6%
B/E move
5.8%
Puts
Pseudo strike
18.75
IV
78.5%
B/E move
8.8%

50Δ

Calls
Pseudo strike
18.92
IV
37.9%
B/E move
5.0%
Puts
Pseudo strike
19.42
IV
84.9%
B/E move
8.0%

55Δ

Calls
Pseudo strike
18.66
IV
38.1%
B/E move
4.4%
Puts
Pseudo strike
20.21
IV
94.8%
B/E move
7.6%

60Δ

Calls
Pseudo strike
18.39
IV
38.3%
B/E move
3.7%
Puts
Pseudo strike
20.97
IV
96.7%
B/E move
6.4%

65Δ

Calls
Pseudo strike
18.13
IV
38.4%
B/E move
3.1%
Puts
Pseudo strike
22.30
IV
109.0%
B/E move
5.9%

70Δ

Calls
Pseudo strike
17.88
IV
37.6%
B/E move
2.6%
Puts
Pseudo strike
23.92
IV
120.3%
B/E move
5.1%

75Δ

Calls
Pseudo strike
17.64
IV
35.7%
B/E move
2.1%
Puts
Pseudo strike
29.26
IV
168.9%
B/E move
5.2%

80Δ

Calls
Pseudo strike
17.41
IV
33.7%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations