YieldMax GOOGL Option Income Strategy ETF GOOY
i
Market dataready · fetched 2026-11-13T02:14:04.102Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-13T01:00:00.068171095Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:14:03.760474+00:00
YieldMax GOOGL Option Income Strategy ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.84 | 51.3% | 8.9% | 9.28 | 61.9% | 9.0% |
| 25Δ | 10.72 | 50.9% | 8.3% | 9.43 | 60.4% | 7.9% |
| 30Δ | 10.60 | 50.5% | 7.7% | 9.58 | 58.8% | 6.7% |
| 35Δ | 10.48 | 50.2% | 7.2% | 9.73 | 57.2% | 5.6% |
| 40Δ | 10.35 | 49.8% | 6.6% | 9.88 | 55.6% | 4.4% |
| 45Δ | 10.23 | 49.4% | 6.0% | 10.03 | 54.6% | 3.4% |
| 50Δ | 10.11 | 49.1% | 5.4% | 10.16 | 55.6% | 3.1% |
| 55Δ | 9.99 | 48.7% | 4.9% | 10.29 | 56.6% | 2.7% |
| 60Δ | 9.87 | 48.4% | 4.3% | 10.43 | 57.6% | 2.4% |
| 65Δ | 9.75 | 48.0% | 3.7% | 10.56 | 58.6% | 2.0% |
| 70Δ | 9.63 | 47.6% | 3.1% | 10.69 | 59.6% | 1.6% |
| 75Δ | 9.50 | 47.3% | 2.6% | 10.83 | 60.6% | 1.3% |
| 80Δ | 9.38 | 46.9% | 2.0% | 10.96 | 61.6% | 0.9% |
20Δ
- Pseudo strike
- 10.84
- IV
- 51.3%
- B/E move
- 8.9%
- Pseudo strike
- 9.28
- IV
- 61.9%
- B/E move
- 9.0%
25Δ
- Pseudo strike
- 10.72
- IV
- 50.9%
- B/E move
- 8.3%
- Pseudo strike
- 9.43
- IV
- 60.4%
- B/E move
- 7.9%
30Δ
- Pseudo strike
- 10.60
- IV
- 50.5%
- B/E move
- 7.7%
- Pseudo strike
- 9.58
- IV
- 58.8%
- B/E move
- 6.7%
35Δ
- Pseudo strike
- 10.48
- IV
- 50.2%
- B/E move
- 7.2%
- Pseudo strike
- 9.73
- IV
- 57.2%
- B/E move
- 5.6%
40Δ
- Pseudo strike
- 10.35
- IV
- 49.8%
- B/E move
- 6.6%
- Pseudo strike
- 9.88
- IV
- 55.6%
- B/E move
- 4.4%
45Δ
- Pseudo strike
- 10.23
- IV
- 49.4%
- B/E move
- 6.0%
- Pseudo strike
- 10.03
- IV
- 54.6%
- B/E move
- 3.4%
50Δ
- Pseudo strike
- 10.11
- IV
- 49.1%
- B/E move
- 5.4%
- Pseudo strike
- 10.16
- IV
- 55.6%
- B/E move
- 3.1%
55Δ
- Pseudo strike
- 9.99
- IV
- 48.7%
- B/E move
- 4.9%
- Pseudo strike
- 10.29
- IV
- 56.6%
- B/E move
- 2.7%
60Δ
- Pseudo strike
- 9.87
- IV
- 48.4%
- B/E move
- 4.3%
- Pseudo strike
- 10.43
- IV
- 57.6%
- B/E move
- 2.4%
65Δ
- Pseudo strike
- 9.75
- IV
- 48.0%
- B/E move
- 3.7%
- Pseudo strike
- 10.56
- IV
- 58.6%
- B/E move
- 2.0%
70Δ
- Pseudo strike
- 9.63
- IV
- 47.6%
- B/E move
- 3.1%
- Pseudo strike
- 10.69
- IV
- 59.6%
- B/E move
- 1.6%
75Δ
- Pseudo strike
- 9.50
- IV
- 47.3%
- B/E move
- 2.6%
- Pseudo strike
- 10.83
- IV
- 60.6%
- B/E move
- 1.3%
80Δ
- Pseudo strike
- 9.38
- IV
- 46.9%
- B/E move
- 2.0%
- Pseudo strike
- 10.96
- IV
- 61.6%
- B/E move
- 0.9%
Options history
Table
| Date | IV (%) |
|---|---|
| 40.78% | |
| 40.44% | |
| 40.32% | |
| 37.69% | |
| 38.59% | |
| 34.52% | |
| 35.42% | |
| 33.99% | |
| 35.95% | |
| 53.97% | |
| 43.66% | |
| 41.64% | |
| 41.15% | |
| 43.08% | |
| 41.14% | |
| 42.55% | |
| 48.70% | |
| 47.66% | |
| 47.12% | |
| 65.68% | |
| 40.77% | |
| 41.46% | |
| 43.51% | |
| 45.64% | |
| 41.99% | |
| 42.74% | |
| 41.82% |