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YieldMax JP Option Income Strategy ETF JPO

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Market dataready · fetched 2026-10-22T13:26:02.593Z

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 · 2026-10-22T00:00:00.066646313Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T13:20:22.890956+00:00

Share price$13.38
1D-0.5%
AH$13.30$13.33$13.37$13.40$13.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJPO
Sold putSold callAH

YieldMax JP Option Income Strategy ETF options

Live interpolated JPO call and put midpoint premiums by absolute delta.YieldMax JP Option Income Strategy ETF$0.18$1.00$1.83$2.65$3.47$11.07$12.27$13.47$14.67$15.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JPO spot · $13.38JPO PRICE$0.50$0.50$0.50$0.50$0.50$0.49$0.49$0.48$0.47$0.47$0.46$0.45$0.45$0.50$0.50$0.27$0.29$0.41$0.54$0.66$0.78$0.90$1.14$1.45$1.76$3.23
PutsExpensive1.66×
CallsExpensive1.67×
SkewBullish-4.91 pp
Implied moveBearish±$1.15
TiltBearish33.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.38141.1%56.0%10.97102.3%21.7%
25Δ16.99101.3%30.7%11.8179.6%15.5%
30Δ15.6680.2%20.7%12.7637.0%6.7%
35Δ14.8965.5%15.0%13.1227.1%4.1%
40Δ14.1250.9%9.3%13.2929.6%3.8%
45Δ13.9245.4%7.8%13.4532.1%3.5%
50Δ13.8341.6%7.0%13.6134.6%3.2%
55Δ13.7437.8%6.3%13.7737.0%2.9%
60Δ13.6534.0%5.6%13.9439.5%2.6%
65Δ13.5630.2%4.9%14.2242.7%2.3%
70Δ13.4726.4%4.1%14.5746.4%1.9%
75Δ13.3822.6%3.4%14.9350.0%1.6%
80Δ13.2918.8%2.7%16.3874.1%1.7%

20Δ

Calls
Pseudo strike
20.38
IV
141.1%
B/E move
56.0%
Puts
Pseudo strike
10.97
IV
102.3%
B/E move
21.7%

25Δ

Calls
Pseudo strike
16.99
IV
101.3%
B/E move
30.7%
Puts
Pseudo strike
11.81
IV
79.6%
B/E move
15.5%

30Δ

Calls
Pseudo strike
15.66
IV
80.2%
B/E move
20.7%
Puts
Pseudo strike
12.76
IV
37.0%
B/E move
6.7%

35Δ

Calls
Pseudo strike
14.89
IV
65.5%
B/E move
15.0%
Puts
Pseudo strike
13.12
IV
27.1%
B/E move
4.1%

40Δ

Calls
Pseudo strike
14.12
IV
50.9%
B/E move
9.3%
Puts
Pseudo strike
13.29
IV
29.6%
B/E move
3.8%

45Δ

Calls
Pseudo strike
13.92
IV
45.4%
B/E move
7.8%
Puts
Pseudo strike
13.45
IV
32.1%
B/E move
3.5%

50Δ

Calls
Pseudo strike
13.83
IV
41.6%
B/E move
7.0%
Puts
Pseudo strike
13.61
IV
34.6%
B/E move
3.2%

55Δ

Calls
Pseudo strike
13.74
IV
37.8%
B/E move
6.3%
Puts
Pseudo strike
13.77
IV
37.0%
B/E move
2.9%

60Δ

Calls
Pseudo strike
13.65
IV
34.0%
B/E move
5.6%
Puts
Pseudo strike
13.94
IV
39.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
13.56
IV
30.2%
B/E move
4.9%
Puts
Pseudo strike
14.22
IV
42.7%
B/E move
2.3%

70Δ

Calls
Pseudo strike
13.47
IV
26.4%
B/E move
4.1%
Puts
Pseudo strike
14.57
IV
46.4%
B/E move
1.9%

75Δ

Calls
Pseudo strike
13.38
IV
22.6%
B/E move
3.4%
Puts
Pseudo strike
14.93
IV
50.0%
B/E move
1.6%

80Δ

Calls
Pseudo strike
13.29
IV
18.8%
B/E move
2.7%
Puts
Pseudo strike
16.38
IV
74.1%
B/E move
1.7%

Options history

No recorded observations