YieldMax HIMS Option Income Strategy ETF HIYY
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Market dataready · fetched 2026-11-13T02:14:36.354Z
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 · 2026-11-13T01:00:00.034773428Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:14:34.834036+00:00
YieldMax HIMS Option Income Strategy ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.35 | 384.5% | 93.1% | 6.00 | 250.5% | 26.3% |
| 25Δ | 10.97 | 278.2% | 48.8% | 6.45 | 208.8% | 20.5% |
| 30Δ | 10.61 | 259.7% | 44.5% | 6.89 | 167.3% | 14.8% |
| 35Δ | 10.25 | 241.3% | 40.2% | 7.13 | 149.6% | 12.1% |
| 40Δ | 9.89 | 222.8% | 35.9% | 7.30 | 139.3% | 10.5% |
| 45Δ | 9.54 | 204.4% | 31.7% | 7.48 | 128.9% | 8.8% |
| 50Δ | 9.18 | 186.0% | 27.4% | 7.65 | 118.6% | 7.1% |
| 55Δ | 8.82 | 167.5% | 23.1% | 7.82 | 108.2% | 5.4% |
| 60Δ | 8.46 | 149.1% | 18.8% | 7.99 | 97.9% | 3.7% |
| 65Δ | 8.11 | 130.6% | 14.6% | 8.23 | 102.1% | 3.1% |
| 70Δ | 7.75 | 112.2% | 10.3% | 8.48 | 107.2% | 2.7% |
| 75Δ | 7.39 | 93.8% | 6.0% | 8.73 | 112.2% | 2.2% |
| 80Δ | 7.03 | 75.3% | 1.7% | 8.98 | 117.3% | 1.7% |
20Δ
- Pseudo strike
- 14.35
- IV
- 384.5%
- B/E move
- 93.1%
- Pseudo strike
- 6.00
- IV
- 250.5%
- B/E move
- 26.3%
25Δ
- Pseudo strike
- 10.97
- IV
- 278.2%
- B/E move
- 48.8%
- Pseudo strike
- 6.45
- IV
- 208.8%
- B/E move
- 20.5%
30Δ
- Pseudo strike
- 10.61
- IV
- 259.7%
- B/E move
- 44.5%
- Pseudo strike
- 6.89
- IV
- 167.3%
- B/E move
- 14.8%
35Δ
- Pseudo strike
- 10.25
- IV
- 241.3%
- B/E move
- 40.2%
- Pseudo strike
- 7.13
- IV
- 149.6%
- B/E move
- 12.1%
40Δ
- Pseudo strike
- 9.89
- IV
- 222.8%
- B/E move
- 35.9%
- Pseudo strike
- 7.30
- IV
- 139.3%
- B/E move
- 10.5%
45Δ
- Pseudo strike
- 9.54
- IV
- 204.4%
- B/E move
- 31.7%
- Pseudo strike
- 7.48
- IV
- 128.9%
- B/E move
- 8.8%
50Δ
- Pseudo strike
- 9.18
- IV
- 186.0%
- B/E move
- 27.4%
- Pseudo strike
- 7.65
- IV
- 118.6%
- B/E move
- 7.1%
55Δ
- Pseudo strike
- 8.82
- IV
- 167.5%
- B/E move
- 23.1%
- Pseudo strike
- 7.82
- IV
- 108.2%
- B/E move
- 5.4%
60Δ
- Pseudo strike
- 8.46
- IV
- 149.1%
- B/E move
- 18.8%
- Pseudo strike
- 7.99
- IV
- 97.9%
- B/E move
- 3.7%
65Δ
- Pseudo strike
- 8.11
- IV
- 130.6%
- B/E move
- 14.6%
- Pseudo strike
- 8.23
- IV
- 102.1%
- B/E move
- 3.1%
70Δ
- Pseudo strike
- 7.75
- IV
- 112.2%
- B/E move
- 10.3%
- Pseudo strike
- 8.48
- IV
- 107.2%
- B/E move
- 2.7%
75Δ
- Pseudo strike
- 7.39
- IV
- 93.8%
- B/E move
- 6.0%
- Pseudo strike
- 8.73
- IV
- 112.2%
- B/E move
- 2.2%
80Δ
- Pseudo strike
- 7.03
- IV
- 75.3%
- B/E move
- 1.7%
- Pseudo strike
- 8.98
- IV
- 117.3%
- B/E move
- 1.7%
Options history
Table
| Date | IV (%) |
|---|---|
| 121.19% |