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YieldMax Crypto Industry & Tech Portfolio Option Income ETF LFGY

i

Market dataready · fetched 2026-11-11T15:59:16.450Z

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 · 2026-11-11T15:52:58.686169269Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:59:15.979975+00:00

Share price$15.03
1D+1.2%
$14.81$14.87$14.93$14.99$15.055:30 AM6:30 AM9:00 AM1:00 PMLFGY
Sold putSold call

YieldMax Crypto Industry & Tech Portfolio Option Income ETF options

Live interpolated LFGY call and put midpoint premiums by absolute delta.YieldMax Crypto Industry & Tech Portfolio Option Income ETF$0.25$0.85$1.45$2.05$2.65$13.24$14.11$14.99$15.86$16.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive LFGY spot · $15.03LFGY PRICE$0.60$0.64$0.68$0.73$0.78$0.83$0.88$0.92$0.97$1.02$0.32$0.44$0.56$0.68$0.80$0.93$1.04$1.14$1.25$1.36$1.88$2.48
Puts——
Calls——
Skew——
Implied moveBearish±$1.77
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.4787.7%12.5%
25Δ13.7690.6%11.4%
30Δ14.0693.4%10.2%
35Δ16.53119.0%13.9%14.3596.2%9.1%
40Δ15.95103.6%10.4%14.6599.1%7.9%
45Δ15.7596.9%9.3%14.94101.9%6.7%
50Δ15.5590.2%8.3%15.2098.6%5.7%
55Δ15.3583.6%7.3%15.4693.8%4.8%
60Δ15.1576.9%6.3%15.7188.9%3.8%
65Δ14.9470.2%5.3%15.9684.1%2.8%
70Δ14.7463.6%4.2%16.5396.3%2.5%
75Δ14.5456.9%3.2%17.17109.6%2.2%
80Δ14.3450.2%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.47
IV
87.7%
B/E move
12.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.76
IV
90.6%
B/E move
11.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.06
IV
93.4%
B/E move
10.2%

35Δ

Calls
Pseudo strike
16.53
IV
119.0%
B/E move
13.9%
Puts
Pseudo strike
14.35
IV
96.2%
B/E move
9.1%

40Δ

Calls
Pseudo strike
15.95
IV
103.6%
B/E move
10.4%
Puts
Pseudo strike
14.65
IV
99.1%
B/E move
7.9%

45Δ

Calls
Pseudo strike
15.75
IV
96.9%
B/E move
9.3%
Puts
Pseudo strike
14.94
IV
101.9%
B/E move
6.7%

50Δ

Calls
Pseudo strike
15.55
IV
90.2%
B/E move
8.3%
Puts
Pseudo strike
15.20
IV
98.6%
B/E move
5.7%

55Δ

Calls
Pseudo strike
15.35
IV
83.6%
B/E move
7.3%
Puts
Pseudo strike
15.46
IV
93.8%
B/E move
4.8%

60Δ

Calls
Pseudo strike
15.15
IV
76.9%
B/E move
6.3%
Puts
Pseudo strike
15.71
IV
88.9%
B/E move
3.8%

65Δ

Calls
Pseudo strike
14.94
IV
70.2%
B/E move
5.3%
Puts
Pseudo strike
15.96
IV
84.1%
B/E move
2.8%

70Δ

Calls
Pseudo strike
14.74
IV
63.6%
B/E move
4.2%
Puts
Pseudo strike
16.53
IV
96.3%
B/E move
2.5%

75Δ

Calls
Pseudo strike
14.54
IV
56.9%
B/E move
3.2%
Puts
Pseudo strike
17.17
IV
109.6%
B/E move
2.2%

80Δ

Calls
Pseudo strike
14.34
IV
50.2%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend76.92%
Daily close
LFGY57.6%83.6%109.7%2026-08-18: 75.52%2026-08-21: 69.76%2026-08-24: 72.60%2026-08-26: 71.67%2026-08-27: 61.17%2026-08-28: 68.20%2026-09-01: 75.22%2026-09-02: 66.11%2026-09-04: 63.40%2026-09-08: 63.90%2026-09-09: 67.64%2026-09-10: 70.91%2026-09-11: 70.89%2026-09-14: 79.48%2026-09-15: 83.90%2026-09-16: 76.89%2026-09-17: 104.36%2026-09-18: 72.85%2026-10-14: 92.68%2026-10-15: 106.08%2026-10-16: 76.92%Aug 18Sep 9Oct 16
21 observations2026-08-18 — 2026-10-16
Table
DateIV (%)
75.52%
69.76%
72.60%
71.67%
61.17%
68.20%
75.22%
66.11%
63.40%
63.90%
67.64%
70.91%
70.89%
79.48%
83.90%
76.89%
104.36%
72.85%
92.68%
106.08%
76.92%