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YieldMax CRCL Option Income Strategy ETF CRCO

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Market datapartial · fetched 2026-10-22T04:41:37.315Z

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 · 2026-10-22T00:00:00.067318847Z

FundamentalsAlpha Vantage · unavailable

Share price$13.50
1D+1.1%
AH$13.15$13.33$13.51$13.69$13.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRCO
Sold putSold callAH

YieldMax CRCL Option Income Strategy ETF options

Live interpolated CRCO call and put midpoint premiums by absolute delta.YieldMax CRCL Option Income Strategy ETF$0.11$3.55$6.99$10.43$13.87$7.47$9.98$12.48$14.99$17.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRCO spot · $13.50CRCO PRICE$0.62$0.72$0.81$0.91$1.01$1.20$1.38$1.56$0.48$0.60$0.78$1.00$1.53$2.95$4.37$5.79$7.20$8.62$10.04$11.46$12.88
PutsExpensive1.64×
CallsCheap0.62×
SkewBearish+83.13 pp
Implied moveBearish±$5.08
TiltBearish78.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.1497.1%21.0%
25Δ11.7391.7%17.5%
30Δ12.2491.0%15.1%
35Δ12.6894.1%13.5%
40Δ13.3999.5%12.2%
45Δ13.9552.1%7.9%14.94111.7%11.2%
50Δ13.7150.8%6.9%16.50124.0%10.2%
55Δ13.4749.4%5.8%18.05136.3%9.2%
60Δ13.2248.1%4.7%19.60148.5%8.2%
65Δ12.9846.9%3.7%21.15160.8%7.2%
70Δ12.7246.8%3.1%22.70173.1%6.2%
75Δ12.4646.8%2.5%24.26185.3%5.2%
80Δ12.2046.8%1.9%25.81197.6%4.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.14
IV
97.1%
B/E move
21.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.73
IV
91.7%
B/E move
17.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.24
IV
91.0%
B/E move
15.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.68
IV
94.1%
B/E move
13.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.39
IV
99.5%
B/E move
12.2%

45Δ

Calls
Pseudo strike
13.95
IV
52.1%
B/E move
7.9%
Puts
Pseudo strike
14.94
IV
111.7%
B/E move
11.2%

50Δ

Calls
Pseudo strike
13.71
IV
50.8%
B/E move
6.9%
Puts
Pseudo strike
16.50
IV
124.0%
B/E move
10.2%

55Δ

Calls
Pseudo strike
13.47
IV
49.4%
B/E move
5.8%
Puts
Pseudo strike
18.05
IV
136.3%
B/E move
9.2%

60Δ

Calls
Pseudo strike
13.22
IV
48.1%
B/E move
4.7%
Puts
Pseudo strike
19.60
IV
148.5%
B/E move
8.2%

65Δ

Calls
Pseudo strike
12.98
IV
46.9%
B/E move
3.7%
Puts
Pseudo strike
21.15
IV
160.8%
B/E move
7.2%

70Δ

Calls
Pseudo strike
12.72
IV
46.8%
B/E move
3.1%
Puts
Pseudo strike
22.70
IV
173.1%
B/E move
6.2%

75Δ

Calls
Pseudo strike
12.46
IV
46.8%
B/E move
2.5%
Puts
Pseudo strike
24.26
IV
185.3%
B/E move
5.2%

80Δ

Calls
Pseudo strike
12.20
IV
46.8%
B/E move
1.9%
Puts
Pseudo strike
25.81
IV
197.6%
B/E move
4.2%

Options history

No recorded observations