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YieldMax Short NVDA Option Income Strategy ETF DIPS

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Market datapartial · fetched 2026-10-22T13:09:36.629Z

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 · 2026-10-22T00:00:00.144891537Z

FundamentalsAlpha Vantage · unavailable

Share price$31.68
1D-0.5%
AH$31.82$31.87$31.92$31.97$32.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDIPS
Sold putSold callAH

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$0.13$2.24$4.35$6.46$8.57$25.07$27.56$30.06$32.55$35.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DIPS spot · $31.68DIPS PRICE$0.35$0.41$0.50$0.59$0.68$0.78$0.89$1.02$1.16$1.29$1.39$1.48$1.57$0.62$0.80$1.16$1.51$1.99$2.52$3.15$3.97$5.35$7.96
PutsExpensive2.13×
CallsExpensive1.08×
SkewBearish+36.20 pp
Implied moveBearish±$3.41
TiltBearish41.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.9337.1%11.4%
25Δ33.9432.0%8.4%29.4942.9%8.9%
30Δ33.4330.7%7.1%30.0044.1%7.8%
35Δ32.9329.4%5.8%30.4749.0%7.5%
40Δ32.5728.1%5.0%30.9453.8%7.1%
45Δ32.2026.8%4.1%31.5858.4%6.6%
50Δ31.8725.8%3.4%32.2962.6%6.0%
55Δ31.5925.4%2.9%33.1266.5%5.4%
60Δ31.3024.9%2.5%34.1371.3%4.8%
65Δ31.0224.4%2.0%35.6381.0%4.4%
70Δ30.8122.7%1.6%38.2999.4%4.3%
75Δ30.6020.9%1.3%
80Δ30.3919.0%0.9%

20Δ

Calls
Pseudo strike
34.93
IV
37.1%
B/E move
11.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
33.94
IV
32.0%
B/E move
8.4%
Puts
Pseudo strike
29.49
IV
42.9%
B/E move
8.9%

30Δ

Calls
Pseudo strike
33.43
IV
30.7%
B/E move
7.1%
Puts
Pseudo strike
30.00
IV
44.1%
B/E move
7.8%

35Δ

Calls
Pseudo strike
32.93
IV
29.4%
B/E move
5.8%
Puts
Pseudo strike
30.47
IV
49.0%
B/E move
7.5%

40Δ

Calls
Pseudo strike
32.57
IV
28.1%
B/E move
5.0%
Puts
Pseudo strike
30.94
IV
53.8%
B/E move
7.1%

45Δ

Calls
Pseudo strike
32.20
IV
26.8%
B/E move
4.1%
Puts
Pseudo strike
31.58
IV
58.4%
B/E move
6.6%

50Δ

Calls
Pseudo strike
31.87
IV
25.8%
B/E move
3.4%
Puts
Pseudo strike
32.29
IV
62.6%
B/E move
6.0%

55Δ

Calls
Pseudo strike
31.59
IV
25.4%
B/E move
2.9%
Puts
Pseudo strike
33.12
IV
66.5%
B/E move
5.4%

60Δ

Calls
Pseudo strike
31.30
IV
24.9%
B/E move
2.5%
Puts
Pseudo strike
34.13
IV
71.3%
B/E move
4.8%

65Δ

Calls
Pseudo strike
31.02
IV
24.4%
B/E move
2.0%
Puts
Pseudo strike
35.63
IV
81.0%
B/E move
4.4%

70Δ

Calls
Pseudo strike
30.81
IV
22.7%
B/E move
1.6%
Puts
Pseudo strike
38.29
IV
99.4%
B/E move
4.3%

75Δ

Calls
Pseudo strike
30.60
IV
20.9%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
30.39
IV
19.0%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations