IntraAlpha
Create free account Start free

YieldMax HIMS Option Income Strategy ETF HIYY

i

Market datapartial · fetched 2026-10-22T21:54:22.820Z

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 · 2026-10-22T20:28:26.710106035Z

FundamentalsAlpha Vantage · unavailable

Share price$10.99
1D+0.1%
AH$10.76$10.84$10.93$11.01$11.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHIYY
Sold putSold callAH

YieldMax HIMS Option Income Strategy ETF options

Live interpolated HIYY call and put midpoint premiums by absolute delta.YieldMax HIMS Option Income Strategy ETF$0.09$2.76$5.42$8.09$10.76$5.95$7.94$9.93$11.93$13.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HIYY spot · $10.99HIYY PRICE$0.38$0.42$0.47$0.52$0.57$0.62$0.66$0.72$0.78$0.84$0.90$0.96$1.03$0.53$0.67$0.83$1.00$1.19$1.44$1.85$2.36$3.05$4.46$7.05$9.99
PutsExpensive2.28×
CallsExpensive1.20×
SkewBearish+68.38 pp
Implied moveBearish±$2.52
TiltBearish59.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.94127.9%48.5%8.65129.1%26.1%
25Δ14.10105.5%32.1%9.28119.8%21.6%
30Δ13.5096.2%27.2%9.78116.5%18.5%
35Δ12.9887.7%22.8%10.25113.5%15.9%
40Δ12.4579.2%18.5%10.68110.8%13.6%
45Δ11.9370.6%14.1%11.15110.7%11.7%
50Δ11.4062.1%9.8%11.68117.8%10.6%
55Δ10.9654.8%6.3%12.30125.8%9.5%
60Δ10.8151.4%5.4%13.10136.5%8.6%
65Δ10.6548.0%4.6%14.57160.7%8.0%
70Δ10.4944.6%3.7%17.21196.7%7.5%
75Δ10.3441.1%2.8%20.28219.7%6.3%
80Δ10.1837.7%2.0%

20Δ

Calls
Pseudo strike
15.94
IV
127.9%
B/E move
48.5%
Puts
Pseudo strike
8.65
IV
129.1%
B/E move
26.1%

25Δ

Calls
Pseudo strike
14.10
IV
105.5%
B/E move
32.1%
Puts
Pseudo strike
9.28
IV
119.8%
B/E move
21.6%

30Δ

Calls
Pseudo strike
13.50
IV
96.2%
B/E move
27.2%
Puts
Pseudo strike
9.78
IV
116.5%
B/E move
18.5%

35Δ

Calls
Pseudo strike
12.98
IV
87.7%
B/E move
22.8%
Puts
Pseudo strike
10.25
IV
113.5%
B/E move
15.9%

40Δ

Calls
Pseudo strike
12.45
IV
79.2%
B/E move
18.5%
Puts
Pseudo strike
10.68
IV
110.8%
B/E move
13.6%

45Δ

Calls
Pseudo strike
11.93
IV
70.6%
B/E move
14.1%
Puts
Pseudo strike
11.15
IV
110.7%
B/E move
11.7%

50Δ

Calls
Pseudo strike
11.40
IV
62.1%
B/E move
9.8%
Puts
Pseudo strike
11.68
IV
117.8%
B/E move
10.6%

55Δ

Calls
Pseudo strike
10.96
IV
54.8%
B/E move
6.3%
Puts
Pseudo strike
12.30
IV
125.8%
B/E move
9.5%

60Δ

Calls
Pseudo strike
10.81
IV
51.4%
B/E move
5.4%
Puts
Pseudo strike
13.10
IV
136.5%
B/E move
8.6%

65Δ

Calls
Pseudo strike
10.65
IV
48.0%
B/E move
4.6%
Puts
Pseudo strike
14.57
IV
160.7%
B/E move
8.0%

70Δ

Calls
Pseudo strike
10.49
IV
44.6%
B/E move
3.7%
Puts
Pseudo strike
17.21
IV
196.7%
B/E move
7.5%

75Δ

Calls
Pseudo strike
10.34
IV
41.1%
B/E move
2.8%
Puts
Pseudo strike
20.28
IV
219.7%
B/E move
6.3%

80Δ

Calls
Pseudo strike
10.18
IV
37.7%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations