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YieldMax CVNA Option Income Strategy ETF CVNY

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Market dataready · fetched 2026-10-22T10:14:19.087Z

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 · 2026-10-22T00:00:00.051422944Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T10:14:17.611878+00:00

Share price$16.54
1D-1.3%
AH$16.44$16.55$16.66$16.76$16.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCVNY
Sold putSold callAH

YieldMax CVNA Option Income Strategy ETF options

Live interpolated CVNY call and put midpoint premiums by absolute delta.YieldMax CVNA Option Income Strategy ETF$0.38$0.73$1.08$1.43$1.78$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICECVNY PRICE$0.42$0.47$0.53$0.60$0.66$0.72$0.81$0.91$1.01$1.13$1.31$1.50$1.68$0.59$0.70$0.84$1.07$1.32$1.63
PutsExpensive1.38×
CallsFair1.00×
SkewBearish+34.17 pp
Implied move——
TiltBullish31.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.2689.7%31.1%13.6298.2%21.2%
25Δ19.6174.5%21.4%14.4488.2%17.0%
30Δ18.6765.8%16.1%15.0982.4%13.9%
35Δ17.9859.6%12.4%15.5883.9%12.3%
40Δ17.5354.2%9.9%16.0785.4%10.8%
45Δ17.0748.9%7.5%16.5987.2%9.5%
50Δ16.7746.7%6.3%
55Δ16.5045.1%5.3%
60Δ16.2343.5%4.3%
65Δ15.9642.1%3.3%
70Δ15.6941.7%2.8%
75Δ15.4141.3%2.2%
80Δ15.1440.9%1.7%

20Δ

Calls
Pseudo strike
21.26
IV
89.7%
B/E move
31.1%
Puts
Pseudo strike
13.62
IV
98.2%
B/E move
21.2%

25Δ

Calls
Pseudo strike
19.61
IV
74.5%
B/E move
21.4%
Puts
Pseudo strike
14.44
IV
88.2%
B/E move
17.0%

30Δ

Calls
Pseudo strike
18.67
IV
65.8%
B/E move
16.1%
Puts
Pseudo strike
15.09
IV
82.4%
B/E move
13.9%

35Δ

Calls
Pseudo strike
17.98
IV
59.6%
B/E move
12.4%
Puts
Pseudo strike
15.58
IV
83.9%
B/E move
12.3%

40Δ

Calls
Pseudo strike
17.53
IV
54.2%
B/E move
9.9%
Puts
Pseudo strike
16.07
IV
85.4%
B/E move
10.8%

45Δ

Calls
Pseudo strike
17.07
IV
48.9%
B/E move
7.5%
Puts
Pseudo strike
16.59
IV
87.2%
B/E move
9.5%

50Δ

Calls
Pseudo strike
16.77
IV
46.7%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
16.50
IV
45.1%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
16.23
IV
43.5%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
15.96
IV
42.1%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
15.69
IV
41.7%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
15.41
IV
41.3%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
15.14
IV
40.9%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations