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YieldMax Crypto Industry & Tech Portfolio Option Income ETF LFGY

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Market dataready · fetched 2026-10-22T23:30:38.643Z

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 · 2026-10-22T22:30:00.002902042Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:23:32.173117+00:00

Share price$16.21
1D-1.8%
AH$16.08$16.22$16.37$16.51$16.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLFGY
Sold putSold callAH

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$0.43$2.49$4.56$6.63$8.70$10.83$13.52$16.21$18.90$21.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LFGY spot · $16.21LFGY PRICE$0.65$0.65$0.69$0.75$0.82$0.89$0.98$1.06$1.13$1.19$1.25$1.31$1.36$0.75$0.82$0.94$1.08$1.24$1.40$1.57$1.75$2.41$3.19$4.57$8.10
PutsExpensive2.02×
CallsExpensive1.69×
SkewBearish+25.29 pp
Implied moveBearish±$2.54
TiltBearish37.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.91155.2%63.9%12.86124.5%25.3%
25Δ21.34112.6%35.6%13.94103.6%19.1%
30Δ19.4992.5%24.5%14.6493.8%15.5%
35Δ18.6082.6%19.4%15.2187.1%12.8%
40Δ17.7272.8%14.4%15.6683.1%11.0%
45Δ16.9364.0%9.9%16.1179.0%9.3%
50Δ16.5559.7%8.1%16.5675.0%7.5%
55Δ16.1855.3%6.3%17.0271.5%5.8%
60Δ15.9051.1%5.0%17.7481.9%5.4%
65Δ15.7046.9%4.2%18.6091.5%4.9%
70Δ15.5142.6%3.4%20.05107.4%4.5%
75Δ15.3138.4%2.5%23.60143.2%4.4%
80Δ15.1234.2%1.7%

20Δ

Calls
Pseudo strike
25.91
IV
155.2%
B/E move
63.9%
Puts
Pseudo strike
12.86
IV
124.5%
B/E move
25.3%

25Δ

Calls
Pseudo strike
21.34
IV
112.6%
B/E move
35.6%
Puts
Pseudo strike
13.94
IV
103.6%
B/E move
19.1%

30Δ

Calls
Pseudo strike
19.49
IV
92.5%
B/E move
24.5%
Puts
Pseudo strike
14.64
IV
93.8%
B/E move
15.5%

35Δ

Calls
Pseudo strike
18.60
IV
82.6%
B/E move
19.4%
Puts
Pseudo strike
15.21
IV
87.1%
B/E move
12.8%

40Δ

Calls
Pseudo strike
17.72
IV
72.8%
B/E move
14.4%
Puts
Pseudo strike
15.66
IV
83.1%
B/E move
11.0%

45Δ

Calls
Pseudo strike
16.93
IV
64.0%
B/E move
9.9%
Puts
Pseudo strike
16.11
IV
79.0%
B/E move
9.3%

50Δ

Calls
Pseudo strike
16.55
IV
59.7%
B/E move
8.1%
Puts
Pseudo strike
16.56
IV
75.0%
B/E move
7.5%

55Δ

Calls
Pseudo strike
16.18
IV
55.3%
B/E move
6.3%
Puts
Pseudo strike
17.02
IV
71.5%
B/E move
5.8%

60Δ

Calls
Pseudo strike
15.90
IV
51.1%
B/E move
5.0%
Puts
Pseudo strike
17.74
IV
81.9%
B/E move
5.4%

65Δ

Calls
Pseudo strike
15.70
IV
46.9%
B/E move
4.2%
Puts
Pseudo strike
18.60
IV
91.5%
B/E move
4.9%

70Δ

Calls
Pseudo strike
15.51
IV
42.6%
B/E move
3.4%
Puts
Pseudo strike
20.05
IV
107.4%
B/E move
4.5%

75Δ

Calls
Pseudo strike
15.31
IV
38.4%
B/E move
2.5%
Puts
Pseudo strike
23.60
IV
143.2%
B/E move
4.4%

80Δ

Calls
Pseudo strike
15.12
IV
34.2%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations