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YieldMax Gold Miners Option Income Strategy ETF GDXY

i

Market dataready · fetched 2026-11-11T13:56:24.533Z

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 · 2026-11-11T13:42:29.608014514Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:56:24.093896+00:00

Share price$9.50
1D+0.0%
$9.50$9.50$9.50$9.50$9.515:30 AM6:30 AM9:00 AM1:00 PMGDXY
Sold putSold call

YieldMax Gold Miners Option Income Strategy ETF options

Live interpolated GDXY call and put midpoint premiums by absolute delta.YieldMax Gold Miners Option Income Strategy ETF$0.07$1.60$3.12$4.65$6.18$8.33$9.26$10.18$11.11$12.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GDXY spot · $9.50GDXY PRICE$0.40$0.40$0.42$0.43$0.45$0.46$0.48$0.49$0.51$0.53$0.54$0.56$0.57$0.24$0.37$0.51$0.64$0.78$0.91$1.17$1.55$3.48$5.74
Puts——
CallsExpensive2.20×
Skew——
Implied moveBearish±$1.26
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.68290.4%69.3%
25Δ12.92217.6%40.3%
30Δ12.57201.9%36.8%9.0868.6%6.9%
35Δ12.23186.1%33.3%9.2576.9%6.6%
40Δ11.88170.4%29.8%9.4185.1%6.2%
45Δ11.53154.7%26.3%9.5893.3%5.9%
50Δ11.18138.9%22.7%9.75101.5%5.5%
55Δ10.83123.2%19.2%9.92109.8%5.2%
60Δ10.48107.4%15.7%10.22121.3%4.8%
65Δ10.1491.7%12.2%10.63135.9%4.3%
70Δ9.7976.0%8.7%
75Δ9.4460.2%5.2%12.59207.5%4.1%
80Δ9.0944.5%1.7%14.88265.8%3.7%

20Δ

Calls
Pseudo strike
15.68
IV
290.4%
B/E move
69.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
12.92
IV
217.6%
B/E move
40.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
12.57
IV
201.9%
B/E move
36.8%
Puts
Pseudo strike
9.08
IV
68.6%
B/E move
6.9%

35Δ

Calls
Pseudo strike
12.23
IV
186.1%
B/E move
33.3%
Puts
Pseudo strike
9.25
IV
76.9%
B/E move
6.6%

40Δ

Calls
Pseudo strike
11.88
IV
170.4%
B/E move
29.8%
Puts
Pseudo strike
9.41
IV
85.1%
B/E move
6.2%

45Δ

Calls
Pseudo strike
11.53
IV
154.7%
B/E move
26.3%
Puts
Pseudo strike
9.58
IV
93.3%
B/E move
5.9%

50Δ

Calls
Pseudo strike
11.18
IV
138.9%
B/E move
22.7%
Puts
Pseudo strike
9.75
IV
101.5%
B/E move
5.5%

55Δ

Calls
Pseudo strike
10.83
IV
123.2%
B/E move
19.2%
Puts
Pseudo strike
9.92
IV
109.8%
B/E move
5.2%

60Δ

Calls
Pseudo strike
10.48
IV
107.4%
B/E move
15.7%
Puts
Pseudo strike
10.22
IV
121.3%
B/E move
4.8%

65Δ

Calls
Pseudo strike
10.14
IV
91.7%
B/E move
12.2%
Puts
Pseudo strike
10.63
IV
135.9%
B/E move
4.3%

70Δ

Calls
Pseudo strike
9.79
IV
76.0%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
9.44
IV
60.2%
B/E move
5.2%
Puts
Pseudo strike
12.59
IV
207.5%
B/E move
4.1%

80Δ

Calls
Pseudo strike
9.09
IV
44.5%
B/E move
1.7%
Puts
Pseudo strike
14.88
IV
265.8%
B/E move
3.7%

Options history

IV · four-Friday blend61.68%
Daily close
GDXY53.4%65.8%78.3%2026-09-01: 56.61%2026-09-10: 55.12%2026-09-11: 67.17%2026-09-22: 61.37%2026-09-28: 59.57%2026-09-30: 59.84%2026-10-01: 62.25%2026-10-02: 56.97%2026-10-05: 59.32%2026-10-06: 64.08%2026-10-09: 68.44%2026-10-13: 63.45%2026-10-16: 56.28%2026-10-22: 61.77%2026-10-23: 57.45%2026-10-26: 71.30%2026-10-29: 76.56%2026-10-30: 61.68%Sep 1Oct 5Oct 30
18 observations2026-09-01 — 2026-10-30
Table
DateIV (%)
56.61%
55.12%
67.17%
61.37%
59.57%
59.84%
62.25%
56.97%
59.32%
64.08%
68.44%
63.45%
56.28%
61.77%
57.45%
71.30%
76.56%
61.68%