YieldMax HOOD Option Income Strategy ETF HOOY
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Market dataready · fetched 2026-11-12T03:14:20.574Z
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 · 2026-11-12T01:00:00.140168629Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:12:45.746090+00:00
YieldMax HOOD Option Income Strategy ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.60 | 100.5% | 17.3% | 17.07 | 116.7% | 14.8% |
| 25Δ | 22.01 | 101.2% | 14.8% | 17.86 | 96.8% | 11.0% |
| 30Δ | 21.21 | 87.0% | 10.9% | 18.38 | 82.2% | 8.5% |
| 35Δ | 20.68 | 76.7% | 8.4% | 18.84 | 68.7% | 6.2% |
| 40Δ | 20.25 | 67.9% | 6.5% | 19.18 | 67.0% | 5.2% |
| 45Δ | 19.92 | 61.0% | 5.0% | 19.46 | 71.4% | 4.7% |
| 50Δ | 19.72 | 56.7% | 4.2% | 19.74 | 75.9% | 4.3% |
| 55Δ | 19.53 | 52.5% | 3.5% | 20.04 | 80.6% | 3.9% |
| 60Δ | 19.33 | 48.3% | 2.7% | 20.51 | 88.3% | 3.5% |
| 65Δ | 19.14 | 44.1% | 2.0% | 20.97 | 96.0% | 3.2% |
| 70Δ | 18.95 | 40.5% | 1.4% | 21.63 | 104.0% | 2.7% |
| 75Δ | 18.77 | 38.3% | 1.1% | 22.53 | 116.4% | 2.4% |
| 80Δ | 18.60 | 36.0% | 0.9% | 24.63 | 154.4% | 2.3% |
20Δ
- Pseudo strike
- 22.60
- IV
- 100.5%
- B/E move
- 17.3%
- Pseudo strike
- 17.07
- IV
- 116.7%
- B/E move
- 14.8%
25Δ
- Pseudo strike
- 22.01
- IV
- 101.2%
- B/E move
- 14.8%
- Pseudo strike
- 17.86
- IV
- 96.8%
- B/E move
- 11.0%
30Δ
- Pseudo strike
- 21.21
- IV
- 87.0%
- B/E move
- 10.9%
- Pseudo strike
- 18.38
- IV
- 82.2%
- B/E move
- 8.5%
35Δ
- Pseudo strike
- 20.68
- IV
- 76.7%
- B/E move
- 8.4%
- Pseudo strike
- 18.84
- IV
- 68.7%
- B/E move
- 6.2%
40Δ
- Pseudo strike
- 20.25
- IV
- 67.9%
- B/E move
- 6.5%
- Pseudo strike
- 19.18
- IV
- 67.0%
- B/E move
- 5.2%
45Δ
- Pseudo strike
- 19.92
- IV
- 61.0%
- B/E move
- 5.0%
- Pseudo strike
- 19.46
- IV
- 71.4%
- B/E move
- 4.7%
50Δ
- Pseudo strike
- 19.72
- IV
- 56.7%
- B/E move
- 4.2%
- Pseudo strike
- 19.74
- IV
- 75.9%
- B/E move
- 4.3%
55Δ
- Pseudo strike
- 19.53
- IV
- 52.5%
- B/E move
- 3.5%
- Pseudo strike
- 20.04
- IV
- 80.6%
- B/E move
- 3.9%
60Δ
- Pseudo strike
- 19.33
- IV
- 48.3%
- B/E move
- 2.7%
- Pseudo strike
- 20.51
- IV
- 88.3%
- B/E move
- 3.5%
65Δ
- Pseudo strike
- 19.14
- IV
- 44.1%
- B/E move
- 2.0%
- Pseudo strike
- 20.97
- IV
- 96.0%
- B/E move
- 3.2%
70Δ
- Pseudo strike
- 18.95
- IV
- 40.5%
- B/E move
- 1.4%
- Pseudo strike
- 21.63
- IV
- 104.0%
- B/E move
- 2.7%
75Δ
- Pseudo strike
- 18.77
- IV
- 38.3%
- B/E move
- 1.1%
- Pseudo strike
- 22.53
- IV
- 116.4%
- B/E move
- 2.4%
80Δ
- Pseudo strike
- 18.60
- IV
- 36.0%
- B/E move
- 0.9%
- Pseudo strike
- 24.63
- IV
- 154.4%
- B/E move
- 2.3%
Options history
Table
| Date | IV (%) |
|---|---|
| 76.87% | |
| 66.26% | |
| 64.51% | |
| 62.28% | |
| 62.96% | |
| 60.33% | |
| 58.32% | |
| 63.07% | |
| 59.30% | |
| 61.84% | |
| 61.43% | |
| 67.43% | |
| 70.68% | |
| 76.07% |