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YieldMax Short NVDA Option Income Strategy ETF DIPS

i

Market dataready · fetched 2026-11-11T13:50:25.307Z

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: 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 · 2026-11-11T12:21:10.791215381Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:50:24.960115+00:00

Share price$36.00
1D
Price history unavailable.

YieldMax Short NVDA Option Income Strategy ETF options

Live interpolated DIPS call and put midpoint premiums by absolute delta.YieldMax Short NVDA Option Income Strategy ETF$0.34$1.87$3.40$4.93$6.46$31.37$33.61$35.85$38.09$40.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DIPS spot · $36.00DIPS PRICE$1.11$1.31$1.55$1.84$2.18$2.59$3.08$3.68$4.62$6.02$0.51$0.72$0.95$1.10$1.30$1.59$1.88$2.16$2.55$3.00$3.57
Puts——
Calls——
Skew——
Implied moveBalanced±$3.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.8274.7%10.3%
25Δ33.4377.4%9.1%
30Δ33.9682.4%8.3%
35Δ38.4589.9%9.9%34.6277.3%6.9%
40Δ37.6887.7%8.3%35.2374.6%5.8%
45Δ37.0187.4%7.1%35.7676.5%5.1%
50Δ36.3888.5%6.2%36.3076.8%4.4%
55Δ35.7590.4%5.4%36.8475.8%3.7%
60Δ35.0993.8%4.7%37.4376.5%3.1%
65Δ34.3697.0%4.0%38.0677.9%2.6%
70Δ33.55101.6%3.4%38.8079.8%2.1%
75Δ32.45113.2%3.0%
80Δ30.93131.8%2.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.82
IV
74.7%
B/E move
10.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.43
IV
77.4%
B/E move
9.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.96
IV
82.4%
B/E move
8.3%

35Δ

Calls
Pseudo strike
38.45
IV
89.9%
B/E move
9.9%
Puts
Pseudo strike
34.62
IV
77.3%
B/E move
6.9%

40Δ

Calls
Pseudo strike
37.68
IV
87.7%
B/E move
8.3%
Puts
Pseudo strike
35.23
IV
74.6%
B/E move
5.8%

45Δ

Calls
Pseudo strike
37.01
IV
87.4%
B/E move
7.1%
Puts
Pseudo strike
35.76
IV
76.5%
B/E move
5.1%

50Δ

Calls
Pseudo strike
36.38
IV
88.5%
B/E move
6.2%
Puts
Pseudo strike
36.30
IV
76.8%
B/E move
4.4%

55Δ

Calls
Pseudo strike
35.75
IV
90.4%
B/E move
5.4%
Puts
Pseudo strike
36.84
IV
75.8%
B/E move
3.7%

60Δ

Calls
Pseudo strike
35.09
IV
93.8%
B/E move
4.7%
Puts
Pseudo strike
37.43
IV
76.5%
B/E move
3.1%

65Δ

Calls
Pseudo strike
34.36
IV
97.0%
B/E move
4.0%
Puts
Pseudo strike
38.06
IV
77.9%
B/E move
2.6%

70Δ

Calls
Pseudo strike
33.55
IV
101.6%
B/E move
3.4%
Puts
Pseudo strike
38.80
IV
79.8%
B/E move
2.1%

75Δ

Calls
Pseudo strike
32.45
IV
113.2%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
30.93
IV
131.8%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations