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YieldMax AI & Tech Portfolio Option Income ETF GPTY

i

Market dataready · fetched 2026-11-12T00:46:44.359Z

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 · 2026-11-11T23:30:00.002560164Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:46:44.026940+00:00

Share price$36.08
1D+0.4%
AH$35.82$36.02$36.23$36.43$36.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGPTY
Sold putSold callAH

YieldMax AI & Tech Portfolio Option Income ETF options

Live interpolated GPTY call and put midpoint premiums by absolute delta.YieldMax AI & Tech Portfolio Option Income ETF$0.31$0.75$1.19$1.63$2.07$31.38$33.85$36.32$38.79$41.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GPTY spot · $36.08GPTY PRICE$0.36$0.42$0.47$0.53$0.59$0.65$0.71$0.79$0.94$1.08$1.23$1.37$1.94$0.46$0.53$0.59$0.67$0.77$0.87$1.01$1.17$1.34$1.57$1.94
Puts——
CallsCheap0.51×
Skew——
Implied moveBearish±$1.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.2159.0%9.7%33.1470.0%9.4%
25Δ38.3152.3%7.3%34.0460.4%7.1%
30Δ37.6446.0%5.6%34.6653.5%5.6%
35Δ37.1441.9%4.4%35.1648.5%4.4%
40Δ36.7938.6%3.6%35.5245.9%3.7%
45Δ36.5035.7%3.0%35.8743.3%3.0%
50Δ36.2132.8%2.3%36.1942.2%2.5%
55Δ35.9330.6%1.8%36.5041.8%2.1%
60Δ35.7030.6%1.5%36.8041.4%1.7%
65Δ35.4730.5%1.3%37.1542.0%1.4%
70Δ35.2430.5%1.1%37.6044.5%1.2%
75Δ35.0130.5%0.8%
80Δ34.4136.8%0.7%

20Δ

Calls
Pseudo strike
39.21
IV
59.0%
B/E move
9.7%
Puts
Pseudo strike
33.14
IV
70.0%
B/E move
9.4%

25Δ

Calls
Pseudo strike
38.31
IV
52.3%
B/E move
7.3%
Puts
Pseudo strike
34.04
IV
60.4%
B/E move
7.1%

30Δ

Calls
Pseudo strike
37.64
IV
46.0%
B/E move
5.6%
Puts
Pseudo strike
34.66
IV
53.5%
B/E move
5.6%

35Δ

Calls
Pseudo strike
37.14
IV
41.9%
B/E move
4.4%
Puts
Pseudo strike
35.16
IV
48.5%
B/E move
4.4%

40Δ

Calls
Pseudo strike
36.79
IV
38.6%
B/E move
3.6%
Puts
Pseudo strike
35.52
IV
45.9%
B/E move
3.7%

45Δ

Calls
Pseudo strike
36.50
IV
35.7%
B/E move
3.0%
Puts
Pseudo strike
35.87
IV
43.3%
B/E move
3.0%

50Δ

Calls
Pseudo strike
36.21
IV
32.8%
B/E move
2.3%
Puts
Pseudo strike
36.19
IV
42.2%
B/E move
2.5%

55Δ

Calls
Pseudo strike
35.93
IV
30.6%
B/E move
1.8%
Puts
Pseudo strike
36.50
IV
41.8%
B/E move
2.1%

60Δ

Calls
Pseudo strike
35.70
IV
30.6%
B/E move
1.5%
Puts
Pseudo strike
36.80
IV
41.4%
B/E move
1.7%

65Δ

Calls
Pseudo strike
35.47
IV
30.5%
B/E move
1.3%
Puts
Pseudo strike
37.15
IV
42.0%
B/E move
1.4%

70Δ

Calls
Pseudo strike
35.24
IV
30.5%
B/E move
1.1%
Puts
Pseudo strike
37.60
IV
44.5%
B/E move
1.2%

75Δ

Calls
Pseudo strike
35.01
IV
30.5%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
34.41
IV
36.8%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend39.49%
Daily close
GPTY27.3%33.9%40.4%2026-08-13: 30.48%2026-08-14: 31.06%2026-08-17: 32.05%2026-08-18: 33.25%2026-08-19: 34.82%2026-08-21: 31.10%2026-08-24: 30.39%2026-08-25: 30.62%2026-08-26: 29.92%2026-08-27: 30.07%2026-08-28: 28.23%2026-08-31: 29.89%2026-09-01: 29.41%2026-09-02: 28.64%2026-09-03: 29.13%2026-09-04: 28.91%2026-09-08: 29.29%2026-09-09: 29.40%2026-09-10: 30.04%2026-09-11: 28.47%2026-09-14: 30.99%2026-09-16: 34.25%2026-09-18: 30.13%2026-09-21: 30.57%2026-09-22: 30.58%2026-09-23: 29.83%2026-09-24: 30.55%2026-09-25: 30.47%2026-09-28: 30.06%2026-09-29: 30.63%2026-09-30: 30.00%2026-10-01: 30.53%2026-10-02: 29.06%2026-10-05: 30.51%2026-10-06: 29.79%2026-10-07: 29.22%2026-10-08: 30.11%2026-10-09: 29.69%2026-10-12: 31.34%2026-10-13: 33.25%2026-10-14: 32.13%2026-10-15: 36.63%2026-10-16: 35.14%2026-10-19: 34.95%2026-10-20: 36.16%2026-10-21: 34.87%2026-10-22: 38.42%2026-10-23: 37.91%2026-10-26: 36.15%2026-10-27: 36.72%2026-10-28: 35.13%2026-10-29: 34.60%2026-10-30: 39.49%Aug 13Sep 24Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
30.48%
31.06%
32.05%
33.25%
34.82%
31.10%
30.39%
30.62%
29.92%
30.07%
28.23%
29.89%
29.41%
28.64%
29.13%
28.91%
29.29%
29.40%
30.04%
28.47%
30.99%
34.25%
30.13%
30.57%
30.58%
29.83%
30.55%
30.47%
30.06%
30.63%
30.00%
30.53%
29.06%
30.51%
29.79%
29.22%
30.11%
29.69%
31.34%
33.25%
32.13%
36.63%
35.14%
34.95%
36.16%
34.87%
38.42%
37.91%
36.15%
36.72%
35.13%
34.60%
39.49%