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YieldMax COIN Option Income Strategy ETF CONY

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Market dataready · fetched 2026-10-22T04:39:22.979Z

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 2026-10-22T04:39:22.567558+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$12.65$15.18$17.70$20.23$22.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION 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$2.17$2.87$3.43$4.63$6.13$11.49
PutsExpensive1.59×
CallsCheap0.68×
SkewBearish+57.66 pp
Implied moveBearish±$2.94
TiltBearish54.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.9341.9%12.9%16.2969.4%15.7%
25Δ20.4539.5%10.6%16.6975.9%14.7%
30Δ19.9837.2%8.5%17.1281.0%13.6%
35Δ19.7237.6%7.6%17.6781.1%11.9%
40Δ19.4538.0%6.7%18.2280.8%10.3%
45Δ19.1838.3%5.8%18.7579.8%8.8%
50Δ18.9238.6%5.0%19.4286.2%8.0%
55Δ18.6638.8%4.4%20.2096.3%7.6%
60Δ18.3939.0%3.7%20.9798.3%6.4%
65Δ18.1339.1%3.1%22.28110.6%5.9%
70Δ17.8838.3%2.6%23.91122.2%5.1%
75Δ17.6436.3%2.1%29.26169.0%5.2%
80Δ17.4034.4%1.6%

20Δ

Calls
Pseudo strike
20.93
IV
41.9%
B/E move
12.9%
Puts
Pseudo strike
16.29
IV
69.4%
B/E move
15.7%

25Δ

Calls
Pseudo strike
20.45
IV
39.5%
B/E move
10.6%
Puts
Pseudo strike
16.69
IV
75.9%
B/E move
14.7%

30Δ

Calls
Pseudo strike
19.98
IV
37.2%
B/E move
8.5%
Puts
Pseudo strike
17.12
IV
81.0%
B/E move
13.6%

35Δ

Calls
Pseudo strike
19.72
IV
37.6%
B/E move
7.6%
Puts
Pseudo strike
17.67
IV
81.1%
B/E move
11.9%

40Δ

Calls
Pseudo strike
19.45
IV
38.0%
B/E move
6.7%
Puts
Pseudo strike
18.22
IV
80.8%
B/E move
10.3%

45Δ

Calls
Pseudo strike
19.18
IV
38.3%
B/E move
5.8%
Puts
Pseudo strike
18.75
IV
79.8%
B/E move
8.8%

50Δ

Calls
Pseudo strike
18.92
IV
38.6%
B/E move
5.0%
Puts
Pseudo strike
19.42
IV
86.2%
B/E move
8.0%

55Δ

Calls
Pseudo strike
18.66
IV
38.8%
B/E move
4.4%
Puts
Pseudo strike
20.20
IV
96.3%
B/E move
7.6%

60Δ

Calls
Pseudo strike
18.39
IV
39.0%
B/E move
3.7%
Puts
Pseudo strike
20.97
IV
98.3%
B/E move
6.4%

65Δ

Calls
Pseudo strike
18.13
IV
39.1%
B/E move
3.1%
Puts
Pseudo strike
22.28
IV
110.6%
B/E move
5.9%

70Δ

Calls
Pseudo strike
17.88
IV
38.3%
B/E move
2.6%
Puts
Pseudo strike
23.91
IV
122.2%
B/E move
5.1%

75Δ

Calls
Pseudo strike
17.64
IV
36.3%
B/E move
2.1%
Puts
Pseudo strike
29.26
IV
169.0%
B/E move
5.2%

80Δ

Calls
Pseudo strike
17.40
IV
34.4%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations