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YieldMax CVNA Option Income Strategy ETF CVNY

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Market datapartial · fetched 2026-11-11T15:45:36.771Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T15:38:59.500051731Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:45:34.496570+00:00

Share price$18.61
1D-0.3%
$18.56$18.59$18.61$18.64$18.675:30 AM6:30 AM9:00 AM1:00 PMCVNY
Sold putSold call

YieldMax CVNA Option Income Strategy ETF options

Live interpolated CVNY call and put midpoint premiums by absolute delta.YieldMax CVNA Option Income Strategy ETF$0.53$2.03$3.54$5.04$6.54$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECVNY PRICE$0.69$0.78$0.96$1.82$2.68$3.54$4.39$5.25$6.11
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.90147.4%34.4%
25Δ15.09105.3%23.1%
30Δ17.1369.9%13.1%
35Δ18.1379.4%12.4%
40Δ19.1388.9%11.6%
45Δ20.1398.4%10.8%
50Δ21.13107.9%10.0%
55Δ22.13117.4%9.3%
60Δ23.14126.9%8.5%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.90
IV
147.4%
B/E move
34.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.09
IV
105.3%
B/E move
23.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.13
IV
69.9%
B/E move
13.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.13
IV
79.4%
B/E move
12.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.13
IV
88.9%
B/E move
11.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.13
IV
98.4%
B/E move
10.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.13
IV
107.9%
B/E move
10.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.13
IV
117.4%
B/E move
9.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.14
IV
126.9%
B/E move
8.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend207.20%
Daily EOD
CVNY207.0%207.2%207.4%2026-10-28: 207.20%Oct 28
1 observations2026-10-28 — 2026-10-28
Table
DateIV (%)
207.20%