IntraAlpha
Create free account Start free

YieldMax JP Option Income Strategy ETF JPO

i

Market dataready · fetched 2026-11-11T14:53:55.495Z

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 · 2026-11-11T01:00:00.0778115Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:53:54.955404+00:00

Share price$13.55
1D-1.2%
AH$13.52$13.57$13.62$13.67$13.735:30 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$0.29$0.50$0.71$0.92$1.13$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEJPO PRICE$0.31$0.37$0.43$0.48$0.52$0.56$0.61$0.65$0.69$0.80$1.07$0.45
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.22166.2%20.5%
25Δ
30Δ14.3362.8%8.1%
35Δ14.1967.5%7.5%
40Δ14.0572.1%6.8%
45Δ13.9070.7%6.1%
50Δ13.7466.2%5.2%
55Δ13.5861.6%4.4%
60Δ13.4357.1%3.6%
65Δ13.2752.6%2.7%
70Δ13.1148.1%1.9%
75Δ12.9246.2%1.2%
80Δ12.6251.5%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.22
IV
166.2%
B/E move
20.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
14.33
IV
62.8%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
14.19
IV
67.5%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
14.05
IV
72.1%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
13.90
IV
70.7%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
13.74
IV
66.2%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
13.58
IV
61.6%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
13.43
IV
57.1%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
13.27
IV
52.6%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
13.11
IV
48.1%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
12.92
IV
46.2%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
12.62
IV
51.5%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend47.94%
Daily close
JPO34.3%61.1%87.8%2026-08-13: 84.10%2026-08-14: 44.88%2026-08-17: 57.37%2026-08-19: 64.63%2026-08-21: 45.39%2026-08-24: 38.04%2026-08-25: 38.03%2026-08-26: 38.00%2026-08-27: 41.16%2026-08-28: 38.87%2026-08-31: 44.04%2026-09-01: 44.09%2026-09-02: 39.97%2026-09-03: 41.94%2026-09-04: 42.45%2026-09-08: 45.62%2026-09-10: 50.39%2026-09-14: 55.88%2026-09-16: 65.45%2026-09-17: 73.06%2026-09-18: 41.17%2026-09-21: 41.87%2026-09-22: 40.44%2026-09-23: 40.48%2026-09-24: 41.27%2026-09-25: 38.94%2026-09-29: 43.30%2026-09-30: 46.64%2026-10-01: 47.43%2026-10-02: 47.48%2026-10-05: 50.34%2026-10-06: 51.65%2026-10-07: 49.53%2026-10-08: 51.50%2026-10-09: 52.81%2026-10-12: 59.17%2026-10-19: 39.84%2026-10-20: 39.89%2026-10-22: 40.86%2026-10-23: 42.08%2026-10-29: 49.67%2026-10-30: 47.94%Aug 13Sep 18Oct 30
42 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
84.10%
44.88%
57.37%
64.63%
45.39%
38.04%
38.03%
38.00%
41.16%
38.87%
44.04%
44.09%
39.97%
41.94%
42.45%
45.62%
50.39%
55.88%
65.45%
73.06%
41.17%
41.87%
40.44%
40.48%
41.27%
38.94%
43.30%
46.64%
47.43%
47.48%
50.34%
51.65%
49.53%
51.50%
52.81%
59.17%
39.84%
39.89%
40.86%
42.08%
49.67%
47.94%