Kurv Yield Premium Strategy Netflix (NFLX) ETF NFLP
i
Market dataready · fetched 2026-11-12T01:00:05.901Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16
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 · 2026-11-11T23:30:05.210303496Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:00:04.355325+00:00
Kurv Yield Premium Strategy Netflix (NFLX) ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 13.07 | 57.3% | 19.0% | |||
| 35Δ | 13.83 | 58.8% | 17.0% | |||
| 40Δ | 14.59 | 60.2% | 15.0% | |||
| 45Δ | 15.34 | 61.7% | 13.0% | |||
| 50Δ | 16.14 | 63.5% | 11.1% | |||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | 13.49 | 15.6% | 2.4% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 13.07
- IV
- 57.3%
- B/E move
- 19.0%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 13.83
- IV
- 58.8%
- B/E move
- 17.0%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 14.59
- IV
- 60.2%
- B/E move
- 15.0%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 15.34
- IV
- 61.7%
- B/E move
- 13.0%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 16.14
- IV
- 63.5%
- B/E move
- 11.1%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 13.49
- IV
- 15.6%
- B/E move
- 2.4%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 50.00% | |
| 50.12% | |
| 41.25% | |
| 42.25% | |
| 42.04% | |
| 49.93% | |
| 44.50% | |
| 42.87% | |
| 42.50% | |
| 43.36% |